# EDGAR Filing Document

**Accession Number:** 0000013075
**File Stem:** 0001193125-26-074575
**Filing Date:** 2026-2
**Character Count:** 2767878
**Document Hash:** b9559e563fe389bcedb2845cb6bb5856
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-074575.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001193125-26-074575

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BOND FUND OF AMERICA
- **CENTRAL INDEX KEY:** 0000013075

**ORGANIZATION NAME:**
- **EIN:** 952884967
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02444
- **FILM NUMBER:** 26683322

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BOND FUND OF AMERICA INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BOND FUND OF AMERICA (Series ID: S000009231)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000025097 | Class A       | ABNDX           |
| C000025098 | Class R-1     | RBFAX           |
| C000025099 | Class R-2     | RBFBX           |
| C000025100 | Class R-3     | RBFCX           |
| C000025101 | Class R-4     | RBFEX           |
| C000025102 | Class R-5     | RBFFX           |
| C000025104 | Class C       | BFACX           |
| C000025105 | Class F-1     | BFAFX           |
| C000025106 | Class 529-A   | CFAAX           |
| C000025108 | Class 529-C   | CFACX           |
| C000025109 | Class 529-E   | CFAEX           |
| C000025110 | Class 529-F-1 | CFAFX           |
| C000068564 | Class F-2     | ABNFX           |
| C000077906 | Class R-6     | RBFGX           |
| C000148420 | Class R-2E    | RBEBX           |
| C000164823 | Class R-5E    | RBFHX           |
| C000179983 | Class F-3     | BFFAX           |
| C000189457 | Class 529-T   | TFBFX           |
| C000189458 | Class T       | TBFFX           |
| C000224619 | Class 529-F-2 | FFBOX           |
| C000224620 | Class 529-F-3 | FBOFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Bond Fund of America

- **b. Investment Company Act file number:** 811-02444

- **c. CIK number of Registrant:** 0000013075

- **d. LEI of Registrant:** F2Q0NH642XF1RP5YCC95

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

  - **Street Address 1:** 333 South Hope Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** Bond Fund of America

- **b. EDGAR series identifier (if any):** S000009231

- **c. LEI of Series:** F2Q0NH642XF1RP5YCC95

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $106280671366.10

**Total Liabilities:** $7690410431.95

**Net Assets:** $98590260934.15

**Cash Not Reported:** $43181802.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -98604.960000000000 | **1-Year:** -2158752.410000000000 | **5-Year:** -5775100.350000000000 | **10-Year:** -5452821.110000000000 | **30-Year:** -2794453.020000000000

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

- **3-Month:** -19740.640000000000 | **1-Year:** -378178.120000000000 | **5-Year:** -1220504.160000000000 | **10-Year:** -506091.680000000000 | **30-Year:** -137757.010000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025097 | 0.61%                | 0.59%                | -0.18%               |
| Class ID C000025098 | 0.54%                | 0.53%                | -0.24%               |
| Class ID C000025099 | 0.55%                | 0.53%                | -0.24%               |
| Class ID C000025100 | 0.58%                | 0.57%                | -0.20%               |
| Class ID C000025101 | 0.61%                | 0.60%                | -0.18%               |
| Class ID C000025102 | 0.63%                | 0.62%                | -0.15%               |
| Class ID C000025104 | 0.54%                | 0.53%                | -0.24%               |
| Class ID C000025105 | 0.61%                | 0.59%                | -0.18%               |
| Class ID C000025106 | 0.60%                | 0.59%                | -0.18%               |
| Class ID C000025108 | 0.54%                | 0.53%                | -0.25%               |
| Class ID C000025109 | 0.59%                | 0.57%                | -0.20%               |
| Class ID C000025110 | 0.62%                | 0.61%                | -0.17%               |
| Class ID C000068564 | 0.63%                | 0.61%                | -0.16%               |
| Class ID C000077906 | 0.64%                | 0.62%                | -0.15%               |
| Class ID C000148420 | 0.57%                | 0.56%                | -0.22%               |
| Class ID C000164823 | 0.63%                | 0.61%                | -0.16%               |
| Class ID C000179983 | 0.64%                | 0.62%                | -0.15%               |
| Class ID C000189457 | 0.62%                | 0.61%                | -0.16%               |
| Class ID C000189458 | 0.64%                | 0.62%                | -0.16%               |
| Class ID C000224619 | 0.63%                | 0.62%                | -0.16%               |
| Class ID C000224620 | 0.63%                | 0.62%                | -0.15%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $80102681.24             | $64603584.83                               |
| Month 2  | $-495380.34              | $222948618.54                              |
| Month 3  | $22536820.93             | $-455968529.51                             |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Index

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 2.55% 04-01-32                                                       | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   74163000 | PA      | $64759131.60   | 0.07%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.658% 03-11-27/26                                                   | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   29913000 | PA      | $29774502.81   | 0.03%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 2.55% 04-01-31                                               | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    5056000 | PA      | $4608063.68    | 0.00%             | 2031-04-01      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31                                            | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     214000 | PA      | $195623.61     | 0.00%             | 2032-04-19      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28                                                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   30222000 | PA      | $28838467.06   | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   76287000 | PA      | $68238263.78   | 0.07%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA SR NON PREF 1.722% 09-14-27/26                                                  | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    7800000 | PA      | $7669123.80    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                                            | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   25187000 | PA      | $23848033.89   | 0.02%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                       | BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 2.029% 09-30-27/26                                    | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    9200000 | PA      | $9056489.20    | 0.01%             | 2027-09-30      | Variable      | 2.03%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 2.045% 10-19-27/26                                                   | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $4919530.00    | 0.00%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.561% 05-01-32/31                                                          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   30650000 | PA      | $27826031.60   | 0.03%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                    | COCA-COLA CO SR UNSEC 5.2% 01-14-55                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    7509000 | PA      | $7244938.51    | 0.01%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                       | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.65% 08-20-27                             | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    9280000 | PA      | $9372586.56    | 0.01%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 4.631% 09-11-30/29                                     | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    8481000 | PA      | $8603482.60    | 0.01%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                       | CONNECT FINCO SARL 144A LIFE SR SEC 1ST LIEN 9.0% 09-15-29                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1935000 | PA      | $2054948.72    | 0.00%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.542% 09-19-30/29                                                          | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14228000 | PA      | $14350474.62   | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 24 II LTD                                            | CK HUTCHISON INTERNATIONAL 24 II LTD REG S SR UNSEC 4.75% 09-13-34                                 | CUSIP: N/A<br>LEI: 254900C3VDI6RVRNF366       | Long             | DBT              | CORP              | HK        |    3700000 | PA      | $3679516.80    | 0.00%             | 2034-09-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COBANK ACB                                                                      | COBANK ACB PFD CL E 144A NON-CUM FIXED TO FLOATING PERPETUAL 144A                                  | CUSIP: 19075Q607<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |       6250 | NS      | $4956250.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG PARENT LLC                                                                  | NMG PARENT LLC (ESCROW) (NOT LISTED OR TRADING)                                                    | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3867 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ROTECH HEALTHCARE INC (NEW)                                                     | ROTECH HEALTHCARE INC PP (NEW) (NOT LISTED OR TRADING) (DRS)                                       | CUSIP: 778669200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     342069 | NS      | $23431726.50   | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                           | AESOP 2021-1A D 144A 3.71% 08-20-27                                                                | CUSIP: 05377REL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4958525.00    | 0.01%             | 2027-08-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                           | AESOP 2021-1A C 144A 2.13% 08-20-27                                                                | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1211000 | PA      | $1197687.48    | 0.00%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                           | AESOP 2021-1A A 144A 1.38% 08-20-27                                                                | CUSIP: 05377REH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   39680000 | PA      | $39220783.36   | 0.04%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                           | AESOP 2021-1A B 144A 1.63% 08-20-27                                                                | CUSIP: 05377REJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8588000 | PA      | $8490740.90    | 0.01%             | 2027-08-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                             | AMCAR 2021-2 D 1.29% 06-18-27                                                                      | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15943000 | PA      | $15920823.29   | 0.02%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5                                       | AESOP 2022-5A A 144A 6.12% 04-20-27                                                                | CUSIP: 05377RFV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5280667 | PA      | $5299476.42    | 0.01%             | 2027-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1                             | AMCAR 2023-1 B 5.57% 03-20-28                                                                      | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13052000 | PA      | $13153427.09   | 0.01%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                       | AESOP 2023-6A A 144A 5.81% 12-20-29                                                                | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   45430000 | PA      | $47299308.21   | 0.05%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5                                       | AESOP 2023-5A A 144A 5.78% 04-20-28                                                                | CUSIP: 05377RHC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   49213000 | PA      | $50094158.77   | 0.05%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2                             | AMCAR 2023-2 A3 5.81% 05-18-28                                                                     | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7062541 | PA      | $7110114.12    | 0.01%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8                                       | AESOP 2023-8A A 144A 6.02% 02-20-30                                                                | CUSIP: 05377RHM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9925000 | PA      | $10414878.15   | 0.01%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| ATLAS STATIC SENIOR LOAN FUND ATSTC_22-1                                        | ATSTC 2022-1A DR CLO 144A FRN 07-15-30                                                             | CUSIP: 04942PAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $2007360.00    | 0.00%             | 2030-07-15      | Variable      | 8.90%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1                          | ACAR 2024-1 C 144A 5.63% 01-14-30                                                                  | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5359845 | PA      | $5384730.71    | 0.01%             | 2030-01-14      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-A                                                                    | AFFRM 2024-A A 144A 5.61% 02-15-29                                                                 | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4546000 | PA      | $4553228.14    | 0.00%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 06-30-29                                                         | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   58000000 | PA      | $59239297.60   | 0.06%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3                                       | AESOP 2024-3A B 144A 5.58% 12-20-30                                                                | CUSIP: 05377RJL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3970000 | PA      | $4098790.77    | 0.00%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3                                       | AESOP 2024-3A A 144A 5.23% 12-20-30                                                                | CUSIP: 05377RJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19000000 | PA      | $19623200.00   | 0.02%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 06-30-31                                                         | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  200000000 | PA      | $204609380.00  | 0.21%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 07-15-27                                                        | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11054000 | PA      | $11200928.66   | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 07-31-31                                                        | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  247529000 | PA      | $251619020.68  | 0.26%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 07-31-26                                                        | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1221000000 | PA      | $1226890348.20 | 1.24%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 08-15-34                                                        | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  315558800 | PA      | $310924061.68  | 0.32%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 08-15-27                                                         | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  425000000 | PA      | $426788697.50  | 0.43%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-2                                                                     | ACAR 2024-2 B 144A 6.1% 12-13-27                                                                   | CUSIP: 02531BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180541 | PA      | $180647.80     | 0.00%             | 2027-12-13      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                     | ACAR 2024-2 C 144A 6.24% 04-12-30                                                                  | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14936000 | PA      | $15060999.38   | 0.02%             | 2030-04-12      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                         | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35577500 | PA      | $32242280.15   | 0.03%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 08-15-44                                                        | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14933300 | PA      | $13726689.36   | 0.01%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-2                                                                     | ACAR 2024-2 D 144A 6.53% 04-12-30                                                                  | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17292000 | PA      | $17662567.56   | 0.02%             | 2030-04-12      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| AXIS EQUIPMENT FINANCE RECEIVABLES LLC AXIS_23-1A                               | AXIS 2023-1A A2 144A 6.09% 12-20-29                                                                | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |    1345827 | PA      | $1357268.92    | 0.00%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 08-31-31                                                         | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66500000 | PA      | $66303199.90   | 0.07%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 08-31-29                                                        | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  180000000 | PA      | $180012564.00  | 0.18%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AXIS 2022-2A                                                                    | AXIS 2022-2A A2 144A 5.3% 06-21-28                                                                 | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |     307043 | PA      | $307678.77     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1                             | AMCAR 2024-1 A3 5.43% 01-18-29                                                                     | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     990895 | PA      | $998531.02     | 0.00%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 08-31-26                                                         | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  200000000 | PA      | $200250000.00  | 0.20%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 09-15-27                                                        | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  501000000 | PA      | $500092438.50  | 0.51%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| APID 2019-32A                                                                   | APID 2019-32A A1R CLO 144A FRN 01-20-33                                                            | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-O            | CORP              | KY        |   22281240 | PA      | $22296836.63   | 0.02%             | 2033-01-20      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-A                                                                    | AFFRM 2024-A 1A 144A 5.61% 02-15-29                                                                | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6723000 | PA      | $6733776.97    | 0.01%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 09-30-26                                                          | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  420000000 | PA      | $419778492.00  | 0.43%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.62% 09-30-31                                                         | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47870000 | PA      | $47409998.02   | 0.05%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 09-30-29                                                          | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   61600000 | PA      | $61332908.56   | 0.06%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 10-15-27                                                        | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43165900 | PA      | $43457477.02   | 0.04%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-3                                                                     | ACAR 2024-3 C 144A 5.73% 07-12-30                                                                  | CUSIP: 02490BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24497000 | PA      | $24740255.21   | 0.03%             | 2030-07-12      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                     | ACAR 2024-3 D 144A 6.04% 07-12-30                                                                  | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15643000 | PA      | $15963744.07   | 0.02%             | 2030-07-12      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 10-31-31                                                        | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   69534000 | PA      | $70631329.96   | 0.07%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 10-31-29                                                        | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  286293200 | PA      | $291236223.87  | 0.30%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALLEG 2019-1A                                                                   | ALLEG 2019-1A ARR CLO 144A FRN 04-20-32                                                            | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-O            | CORP              | KY        |    8290414 | PA      | $8294559.01    | 0.01%             | 2032-04-20      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| AXIS 2024-2A                                                                    | AXIS 2024-2A A2 144A 5.19% 07-21-31                                                                | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    8047315 | PA      | $8155824.50    | 0.01%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 11-15-34                                                         | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70206100 | PA      | $70995925.65   | 0.07%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 11-30-29                                                        | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  150330000 | PA      | $152937293.45  | 0.16%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-B                                                                    | AFFRM 2024-B A 144A 4.62% 09-15-29                                                                 | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5330000 | PA      | $5345382.38    | 0.01%             | 2029-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                   | AVCCT 2024-2A A 144A 5.38% 05-15-29                                                                | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20924000 | PA      | $20975514.89   | 0.02%             | 2029-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CMXS 2024-A                                                                     | CMXS 2024-A C 5.62% 01-15-30                                                                       | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15778000 | PA      | $16150281.91   | 0.02%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                     | CMXS 2024-A A2A 5.78% 09-15-27                                                                     | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1064657 | PA      | $1066683.80    | 0.00%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 3.8% 03-15-52                                                           | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   12105000 | PA      | $8932933.17    | 0.01%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.4% 04-01-33                                 | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4711775.00    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 12-15-27                                                          | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $5048913.50    | 0.01%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 12-31-26                                                         | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $50353515.00   | 0.05%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                     | CMXS 2024-A D 6.27% 12-16-30                                                                       | CUSIP: 14319FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22283000 | PA      | $23008088.82   | 0.02%             | 2030-12-16      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CLIF 2024-1A                                                                    | CLIF 2024-1A C 144A 6.0% 07-20-49                                                                  | CUSIP: 12571WAC7<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |    2606750 | PA      | $2618879.25    | 0.00%             | 2049-07-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   36493000 | PA      | $28909389.67   | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 3.785% 03-17-33/32                                                          | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1728359.95    | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-1                                                                    | BLAST 2025-1 A2 4.71% 09-15-27                                                                     | CUSIP: 10806HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1652032 | PA      | $1652696.11    | 0.00%             | 2027-09-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-1                                                                    | BLAST 2025-1 B 4.92% 03-15-29                                                                      | CUSIP: 10806HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8757000 | PA      | $8815111.45    | 0.01%             | 2029-03-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 12-31-29                                                        | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  253000000 | PA      | $259799375.00  | 0.26%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 01-15-28                                                         | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $10148033.00   | 0.01%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CEDF 2016-6A                                                                    | CEDF 2016-6A BR3 CLO 144A FRN 04-20-34                                                             | CUSIP: 15032DBA8<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $3001560.00    | 0.00%             | 2034-04-20      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1A                                                                   | DLLAD 2025-1A A3 144A 4.42% 09-20-30                                                               | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3145000 | PA      | $3179623.31    | 0.00%             | 2030-09-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.5% 04-01-63                                 | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20555000 | PA      | $16209261.90   | 0.02%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 3.6% 04-07-32                                          | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     197000 | PA      | $187959.87     | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2                                                                    | DRIVE 2025-2 A3 4.14% 09-15-32                                                                     | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13117000 | PA      | $13154042.41   | 0.01%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2                                                                    | DRIVE 2025-2 C 4.39% 09-15-32                                                                      | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8108000 | PA      | $8109467.55    | 0.01%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 01-31-27                                                        | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   69000000 | PA      | $69443380.20   | 0.07%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q56599 06-01-48                                                                          | CUSIP: 3132Y0KM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     604275 | PA      | $585605.13     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                  | BATLN 2018-12A ARR CLO 144A FRN 05-17-31                                                           | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |   14891425 | PA      | $14902295.28   | 0.02%             | 2031-05-17      | Variable      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                  | BATLN 2018-12A BRR CLO 144A FRN 05-17-31                                                           | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |   15875000 | PA      | $15817056.25   | 0.02%             | 2031-05-17      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 4.75% 05-09-32                                                   | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   12733000 | PA      | $12793176.16   | 0.01%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.91% 05-24-33/32                                                           | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1508267.40    | 0.00%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                 | EART 2024-1A B 5.29% 08-15-28                                                                      | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5409723 | PA      | $5423890.78    | 0.01%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                 | EART 2024-1A D 5.84% 06-17-30                                                                      | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21364000 | PA      | $21722445.19   | 0.02%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q18236 05-01-43                                                                          | CUSIP: 3132J9S25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     570928 | PA      | $547069.31     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE8740 05-01-47                                                                      | CUSIP: 3140FUWA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     849335 | PA      | $801903.61     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BEACN 2021-1A                                                                   | BEACN 2021-1A A 144A 2.25% 10-22-46                                                                | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2384083 | PA      | $2232861.06    | 0.00%             | 2046-10-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-2                                                                    | BLAST 2025-2 D 5.62% 03-17-31                                                                      | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5372000 | PA      | $5461282.64    | 0.01%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 7.165% 07-15-27                                                  | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   75210000 | PA      | $77575880.97   | 0.08%             | 2027-07-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 7.33% 07-15-29                                                   | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   53181000 | PA      | $55833455.56   | 0.06%             | 2029-07-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                 | EART 2024-1A C 5.41% 05-15-30                                                                      | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10143000 | PA      | $10252321.25   | 0.01%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                    | EART 2025-1A C 5.09% 05-15-31                                                                      | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18932000 | PA      | $19176847.56   | 0.02%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54782 03-01-48                                                                          | CUSIP: 3132XXJ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     390941 | PA      | $368583.06     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q57242 07-01-48                                                                          | CUSIP: 3132Y1BL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     294964 | PA      | $292486.88     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 7.379% 07-15-32                                                  | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   13762000 | PA      | $14332008.28   | 0.01%             | 2032-07-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 4.5% 11-15-52                                                                    | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $21233275.00   | 0.02%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-2                                                                    | BLAST 2025-2 B 4.81% 08-15-29                                                                      | CUSIP: 10807HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11367000 | PA      | $11469496.24   | 0.01%             | 2029-08-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-2                                                                    | BLAST 2025-2 C 5.17% 03-17-31                                                                      | CUSIP: 10807HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5563000 | PA      | $5638061.56    | 0.01%             | 2031-03-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                                    | EART 2025-5A D 5.16% 03-15-32                                                                      | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1994000 | PA      | $2009716.71    | 0.00%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A                               | EDVES 2021-A A 144A 1.8% 11-25-45                                                                  | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     662207 | PA      | $622087.58     | 0.00%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q58411 09-01-48                                                                          | CUSIP: 3132Y2KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2189972 | PA      | $2180451.80    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q55970 05-01-48                                                                          | CUSIP: 3132XYT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174028 | PA      | $167701.09     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 4.1% 11-15-32                                                                    | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   13676000 | PA      | $13426727.55   | 0.01%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32                                                  | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   37600000 | PA      | $35719060.00   | 0.04%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-3                        | BLAST 2025-3 C 4.81% 05-15-31                                                                      | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3021822.00    | 0.00%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-3                        | BLAST 2025-3 B 4.73% 09-17-29                                                                      | CUSIP: 107920AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17181000 | PA      | $17283433.12   | 0.02%             | 2029-09-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-1                                         | FORDR 2021-1 A 144A 1.37% 10-17-33                                                                 | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21970000 | PA      | $21797887.02   | 0.02%             | 2033-10-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_23-1                             | FORDF 2023-1 A1 144A 4.92% 05-15-28                                                                | CUSIP: 34528QHV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25883000 | PA      | $25970070.41   | 0.03%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q17696 04-01-43                                                                          | CUSIP: 3132J87J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     426059 | PA      | $407992.43     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AJ1873 10-01-41                                                                      | CUSIP: 3138ATCK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     136619 | PA      | $133815.69     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BABSN 2021-2A                                                                   | BABSN 2021-2A A1R CLO 144A FRN 07-15-34                                                            | CUSIP: 06762JAL7<br>LEI: 549300ZI2PPUCDLS2Y70 | Long             | ABS-O            | CORP              | US        |   23348000 | PA      | $23355237.88   | 0.02%             | 2034-07-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| BLUEM 2021-31A                                                                  | BLUEM 2021-31A A1R CLO 144A FRN 04-19-34                                                           | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   17239000 | PA      | $17218313.20   | 0.02%             | 2034-04-19      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.375% 01-15-31                                              | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    1437000 | PA      | $1493432.43    | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 6.27% 11-17-33/32                                                           | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   39666000 | PA      | $43208967.12   | 0.04%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-2                                         | FORDR 2023-2 A 144A 5.28% 02-15-36                                                                 | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   85137000 | PA      | $88067926.36   | 0.09%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST FIAOT_23-1                                     | FIAOT 2023-1A A 144A 6.44% 10-16-28                                                                | CUSIP: 320986AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1414018 | PA      | $1424732.30    | 0.00%             | 2028-10-16      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q55060 04-01-48                                                                          | CUSIP: 3132XXTS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158919 | PA      | $149344.24     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54698 03-01-48                                                                          | CUSIP: 3132XXGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212889 | PA      | $200185.82     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC SR UNSEC 5.0% 01-11-28                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   14069000 | PA      | $14298057.39   | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28                                              | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   13150000 | PA      | $13674869.10   | 0.01%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                                         | FORDL 2024-A A4 5.05% 06-15-27                                                                     | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2339000 | PA      | $2349240.14    | 0.00%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                                         | FORDL 2024-A A3 5.06% 05-15-27                                                                     | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3754873 | PA      | $3762135.30    | 0.00%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BLUEM 2021-31A                                                                  | BLUEM 2021-31A CR CLO 144A FRN 04-19-34                                                            | CUSIP: 09631BAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    5917000 | PA      | $5921496.92    | 0.01%             | 2034-04-19      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-4                                                                    | BLAST 2025-4 C 4.8% 08-15-31                                                                       | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     824000 | PA      | $829091.50     | 0.00%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AL3829 06-01-43                                                                      | CUSIP: 3138ELHF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1731343 | PA      | $1657168.64    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q58436 09-01-48                                                                          | CUSIP: 3132Y2LS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1033204 | PA      | $1027861.52    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.468% 02-01-29/28                                             | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     628000 | PA      | $645347.87     | 0.00%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                     | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 9.25% 02-15-28                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    5560000 | PA      | $5753248.92    | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1                                     | FNMNT 2024-1 A 5.34% 05-15-30                                                                      | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4219000 | PA      | $4304244.90    | 0.00%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GCI 2020-1                                                                      | GCI 2020-1 A 144A 2.82% 10-18-45                                                                   | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     912833 | PA      | $876529.33     | 0.00%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                    | SCRT 2017-3 HT 3.25% 07-25-56                                                                      | CUSIP: 35563PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     972684 | PA      | $875517.10     | 0.00%             | 2056-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                    | SCRT 2017-3 MT 3.0% 07-25-56                                                                       | CUSIP: 35563PBS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4848962 | PA      | $4286511.10    | 0.00%             | 2056-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAL FUNDING LIMITED CAI_20-1                                                    | CAI 2020-1A A 144A 2.22% 09-25-45                                                                  | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     368368 | PA      | $353827.53     | 0.00%             | 2045-09-25      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R                            | CLAST 2017-1R A 144A 2.741% 08-15-41                                                               | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     254250 | PA      | $253499.20     | 0.00%             | 2041-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| GCI 2020-1                                                                      | GCI 2020-1 B 144A 3.81% 10-18-45                                                                   | CUSIP: 36166VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     463899 | PA      | $443718.49     | 0.00%             | 2045-10-18      | Fixed         | 3.81%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                          | HERTZ 2021-2A A 144A 1.68% 12-27-27                                                                | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  118941000 | PA      | $116730957.28  | 0.12%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.75% 04-15-30                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1209816.43    | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (23) LTD                                             | CK HUTCHISON INTERNATIONAL 23 LTD REG S SR UNSEC 4.75% 04-21-28                                    | CUSIP: N/A<br>LEI: 2549003AJI1YI8883K46       | Long             | DBT              | CORP              | HK        |    7500000 | PA      | $7621552.50    | 0.01%             | 2028-04-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                              | CLAF 2021-1 A 144A 2.868% 05-11-37                                                                 | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   76702411 | PA      | $72780080.11   | 0.07%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                              | CLAF 2021-1 C 144A 6.171% 05-11-37                                                                 | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3318587 | PA      | $3300583.82    | 0.00%             | 2037-05-11      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_18-1SC                                                        | SCRT 2018-1 HT 3.0% 05-25-57                                                                       | CUSIP: 35563PDT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5087934 | PA      | $4422513.69    | 0.00%             | 2057-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K105                       | FHMS K105 A2 1.872% 01-25-30                                                                       | CUSIP: 3137FRUJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      23000 | PA      | $21244.07      | 0.00%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                          | HERTZ 2021-2A B 144A 2.12% 12-27-27                                                                | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6275000 | PA      | $6155404.78    | 0.01%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                          | HERTZ 2021-2A C 144A 2.52% 12-27-27                                                                | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3138000 | PA      | $3081130.03    | 0.00%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (23) LTD                                             | CK HUTCHISON INTERNATIONAL 23 LTD 144A LIFE SR UNSEC 4.75% 04-21-28                                | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | HK        |    9430000 | PA      | $9582832.01    | 0.01%             | 2028-04-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CARGILL INC                                                                     | CARGILL INC 144A LIFE SR UNSEC 4.5% 06-24-26                                                       | CUSIP: 141781CA0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100316.00     | 0.00%             | 2026-06-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BN6708 06-01-49                                                                      | CUSIP: 3140JPN27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6593137 | PA      | $6244815.04    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AY1948 01-01-30                                                                      | CUSIP: 3138YFEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     108738 | PA      | $107664.27     | 0.00%             | 2030-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                      | HERTZ 2022-2A A 144A 2.33% 06-26-28                                                                | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7743000 | PA      | $7567504.91    | 0.01%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-2                                      | HERTZ 2023-2A A 144A 5.57% 09-25-29                                                                | CUSIP: 42806MBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4700000 | PA      | $4845667.10    | 0.00%             | 2029-09-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                         | GA GLOBAL FUNDING TRUST GIC 144A LIFE SR SEC 1ST LIEN 5.5% 04-01-32                                | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   22500000 | PA      | $23039820.00   | 0.02%             | 2032-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.218% 04-23-31/30                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12292000 | PA      | $12698275.18   | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                              | CLAF 2021-1 B 144A 3.464% 05-11-37                                                                 | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12439898 | PA      | $11767758.29   | 0.01%             | 2037-05-11      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                      | CRVNA 2021-N4 C 1.72% 09-11-28                                                                     | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     289360 | PA      | $282538.56     | 0.00%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AZ0554 10-01-30                                                                      | CUSIP: 3138YRTL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     165971 | PA      | $164117.49     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF2223 10-01-52                                                                      | CUSIP: 3133BPPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     234421 | PA      | $223509.79     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                      | HERTZ 2023-1A A 144A 5.49% 06-25-27                                                                | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16179000 | PA      | $16233733.56   | 0.02%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1                                   | HAROT 2023-1 A3 5.04% 04-21-27                                                                     | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     332455 | PA      | $333237.40     | 0.00%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-1                                                                     | DEXT 2025-1 A3 144A 4.77% 08-15-35                                                                 | CUSIP: 252154AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20109000 | PA      | $20344999.22   | 0.02%             | 2035-08-15      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| DLLMT 2024-1A                                                                   | DLLMT 2024-1A A4 144A 4.98% 04-20-32                                                               | CUSIP: 23347AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4920000 | PA      | $5017632.48    | 0.01%             | 2032-04-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP SR UNSEC 4.95% 08-15-35                                                      | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    4955000 | PA      | $5064178.47    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO SR UNSEC 5.625% 04-15-30                                                         | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $13030175.00   | 0.01%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW8175 10-01-52                                                                      | CUSIP: 3140N1CM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1329640 | PA      | $1307764.40    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW5232 10-01-52                                                                      | CUSIP: 3140MWY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2708403 | PA      | $2660718.81    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 6.15% 07-15-35                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6290000 | PA      | $6631201.05    | 0.01%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                            | GENERAL ELECTRIC CO SR UNSEC 4.9% 01-29-36                                                         | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    8025000 | PA      | $8151722.78    | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SR UNSEC 5.424% 02-12-36/35                                                             | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20794060.00   | 0.02%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SR UNSEC 5.046% 02-12-31/30                                                             | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $13563118.80   | 0.01%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA8108 12-01-50                                                                      | CUSIP: 3140QGAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     857471 | PA      | $704714.59     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS5192 06-01-53                                                                      | CUSIP: 3140XLXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   37251434 | PA      | $37824994.65   | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 5.1% 02-20-35                                                          | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    7741000 | PA      | $7992141.26    | 0.01%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB5778 12-01-52                                                                      | CUSIP: 3140QRM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     287824 | PA      | $296675.05     | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                      | HERTZ 2022-2A D 144A 5.16% 06-26-28                                                                | CUSIP: 42806MAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8361000 | PA      | $8201020.63    | 0.01%             | 2028-06-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                      | HERTZ 2023-1A 1D 144A 9.13% 06-25-27                                                               | CUSIP: 42806MCJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2352000 | PA      | $2370068.06    | 0.00%             | 2027-06-25      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RA8059 10-01-52                                                                      | CUSIP: 3133KP5U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   39161583 | PA      | $40027562.98   | 0.04%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD3369 05-01-53                                                                      | CUSIP: 3132DQW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   36057017 | PA      | $36590011.65   | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD2066 12-01-52                                                                      | CUSIP: 3132DPJK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1788198 | PA      | $1698923.98    | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0370 01-01-52                                                                      | CUSIP: 3140XFMU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2024713 | PA      | $1713923.77    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A                              | HALST 2024-A A4 144A 5.07% 02-15-28                                                                | CUSIP: 448988AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3562000 | PA      | $3578794.83    | 0.00%             | 2028-02-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| 321 HENDERSON RECEIVABLES LLC HENDR_06-3A                                       | HENDR 2006-3A A1 144A FRN 09-15-41                                                                 | CUSIP: 88576NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     129384 | PA      | $128008.05     | 0.00%             | 2041-09-15      | Variable      | 4.06%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0737 06-01-51                                                                      | CUSIP: 3140QKZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13866821 | PA      | $12335632.98   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD3310 12-01-51                                                                      | CUSIP: 3133B0VB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4034835 | PA      | $3579979.89    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QF6121 01-01-53                                                                      | CUSIP: 3133BTYS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     271545 | PA      | $280802.40     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV7702 04-01-52                                                                      | CUSIP: 3140MMRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      90174 | PA      | $76329.85      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A                                                                   | HPEFS 2024-2A B 144A 5.35% 10-20-31                                                                | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2717000 | PA      | $2748033.57    | 0.00%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2024-2A                                                                   | HPEFS 2024-2A A3 144A 5.36% 10-20-31                                                               | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7981760 | PA      | $8028628.76    | 0.01%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RA8647 05-01-53                                                                      | CUSIP: 3133KQTC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     220959 | PA      | $216616.08     | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD2465 10-01-52                                                                      | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     216465 | PA      | $212299.71     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1285 07-01-51                                                                      | CUSIP: 3140LPNB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     510262 | PA      | $431932.97     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0847 02-01-52                                                                      | CUSIP: 3132DM5G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1883761 | PA      | $1597870.37    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                          | HERTZ 2024-1A C 144A 6.7% 01-25-29                                                                 | CUSIP: 42806MCR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4154000 | PA      | $4273498.12    | 0.00%             | 2029-01-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                          | HERTZ 2024-1A D 144A 9.22% 01-25-29                                                                | CUSIP: 42806MCS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2344000 | PA      | $2427547.19    | 0.00%             | 2029-01-25      | Fixed         | 9.22%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QE9497 09-01-52                                                                      | CUSIP: 3133BKRS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     513852 | PA      | $505543.98     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QE8579 08-01-52                                                                      | CUSIP: 3133BJQ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     501008 | PA      | $492966.92     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2405 12-01-51                                                                      | CUSIP: 3140QMU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      70047 | PA      | $59295.01      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV2781 02-01-52                                                                      | CUSIP: 3140MGCT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      50388 | PA      | $42846.51      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                          | HERTZ 2024-1A A 144A 5.44% 01-25-29                                                                | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17272000 | PA      | $17649272.30   | 0.02%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                          | HERTZ 2024-1A B 144A 6.12% 01-25-29                                                                | CUSIP: 42806MCQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6869000 | PA      | $7038423.89    | 0.01%             | 2029-01-25      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF0212 09-01-52                                                                      | CUSIP: 3133BMGV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2203215 | PA      | $2161281.13    | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FS4783 08-01-51                                                                      | CUSIP: 3140XLJ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   51822923 | PA      | $50054776.96   | 0.05%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HORZN 2024-1                                                                    | HORZN 2024-1 A 144A 5.375% 09-15-49                                                                | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23410312 | PA      | $23695567.16   | 0.02%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                      | HERTZ 2025-1A C 144A 6.03% 09-25-29                                                                | CUSIP: 42806MCV9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    3713000 | PA      | $3776666.81    | 0.00%             | 2029-09-25      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                            | GENERAL ELECTRIC CO SR UNSEC 4.3% 07-29-30                                                         | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    5061000 | PA      | $5105855.64    | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                         | GA GLOBAL FUNDING TRUST GIC 144A LIFE SR SEC 1ST LIEN 4.5% 09-18-30                                | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14850030.00   | 0.02%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD3245 06-01-52                                                                      | CUSIP: 3132DQTA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   36223515 | PA      | $34992459.16   | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS5554 11-01-52                                                                      | CUSIP: 3140XME44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8277295 | PA      | $8123999.78    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO SR UNSEC 4.0% 10-01-28                                                            | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5029490.00    | 0.01%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 4.939% 10-21-36/35                                                | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   70988000 | PA      | $70498395.76   | 0.07%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA4978 04-01-53                                                                      | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25389694 | PA      | $25434811.23   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0988 07-01-51                                                                      | CUSIP: 3140QLC20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   42543163 | PA      | $36549554.51   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                      | HERTZ 2025-1A A 144A 4.91% 09-25-29                                                                | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   10908000 | PA      | $11048429.59   | 0.01%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-2                                      | HERTZ 2025-2A C 144A 6.4% 09-25-31                                                                 | CUSIP: 42806MCZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4312000 | PA      | $4412935.30    | 0.00%             | 2031-09-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 4.369% 10-21-31/30                                                | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   48073000 | PA      | $47968729.66   | 0.05%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.2% 10-27-28                                             | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9189000 | PA      | $9204143.47    | 0.01%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV2266 02-01-52                                                                      | CUSIP: 3140MFQU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      32739 | PA      | $27753.46      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC6761 09-01-51                                                                      | CUSIP: 3133ARQN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1433826 | PA      | $1213725.38    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_25-2                                 | ONDK 2025-2A B 144A 5.23% 11-17-32                                                                 | CUSIP: 67108SAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2414000 | PA      | $2424032.58    | 0.00%             | 2032-11-17      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_25-2                                 | ONDK 2025-2A A 144A 4.84% 11-17-32                                                                 | CUSIP: 67108SAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1659000 | PA      | $1668469.57    | 0.00%             | 2032-11-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                       | GARDA WORLD SECURITY CORP 144A LIFE SR SEC 1ST LIEN 6.5% 01-15-31                                  | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    2550000 | PA      | $2610871.05    | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                                                | GOHL CAPITAL LTD REG S SR UNSEC 4.25% 01-24-27                                                     | CUSIP: N/A<br>LEI: 254900TF7OK6KSDZA888       | Long             | DBT              | CORP              | IM        |   45800000 | PA      | $45422424.80   | 0.05%             | 2027-01-24      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BW4964 02-01-53                                                                      | CUSIP: 3140MWQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     861002 | PA      | $730149.13     | 0.00%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU3083 01-01-52                                                                      | CUSIP: 3140M4M96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1522964 | PA      | $1291668.63    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5836 09-01-51                                                                      | CUSIP: 3133KMPV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   64353973 | PA      | $55247242.58   | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5136 09-01-53                                                                      | CUSIP: 31418EV64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9085889 | PA      | $8891350.63    | 0.01%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 3.814% 04-23-29/28                                                | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3580124.40    | 0.00%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_19-1A                                               | GSCFV 2019-1A B 144A 4.81% 08-17-39                                                                | CUSIP: 37891TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4473333 | PA      | $4391820.29    | 0.00%             | 2039-08-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| PRDGY 2021-1A                                                                   | PRDGY 2021-1A A 144A FRN 07-25-51                                                                  | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | US        |     824132 | PA      | $822845.58     | 0.00%             | 2051-07-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| PFSFC_23-A                                                                      | PFSFC 2023-A A 144A 5.8% 03-15-28                                                                  | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12000000 | PA      | $12042300.00   | 0.01%             | 2028-03-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 4.9% 03-15-55                                                                    | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   10605000 | PA      | $9547978.44    | 0.01%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO SR UNSEC 4.375% 09-18-34                                              | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    1488000 | PA      | $1465924.03    | 0.00%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5105 08-01-53                                                                      | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6402517 | PA      | $6268742.44    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5070 07-01-53                                                                      | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   94164513 | PA      | $92245628.16   | 0.09%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 5.7% 05-01-55                                                          | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   76898000 | PA      | $76655002.32   | 0.08%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.994% 04-12-29/28                                                         | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5864534.25    | 0.01%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_23-B                                                   | PFSFC 2023-B A 144A 5.27% 05-15-28                                                                 | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26701000 | PA      | $26826681.61   | 0.03%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_24-A                                                   | PFSFC 2024-A A 144A FRN 01-15-28                                                                   | CUSIP: 69335PFC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14516000 | PA      | $14518975.78   | 0.01%             | 2028-01-15      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA4977 04-01-53                                                                      | CUSIP: 31418EQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     859765 | PA      | $841136.55     | 0.00%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1250 06-01-51                                                                      | CUSIP: 3140LPL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2887270 | PA      | $2444056.71    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.192% 04-17-31/30                                                         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   21347000 | PA      | $22014627.43   | 0.02%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 01-31-32                                                        | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41000000 | PA      | $42162058.90   | 0.04%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A                                                                    | PREF 2024-1A A2 144A 5.59% 11-15-29                                                                | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2847832 | PA      | $2860564.54    | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3                                       | PSTAT 2022-3A A1AR CLO 144A FRN 04-15-31                                                           | CUSIP: 69690CAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     216929 | PA      | $216979.14     | 0.00%             | 2031-04-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC8196 10-01-51                                                                      | CUSIP: 3133ATC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2498920 | PA      | $2115368.24    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD5201 01-01-52                                                                      | CUSIP: 3133B2X61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      27331 | PA      | $23135.41      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PART 2024-1A                                                                    | PART 2024-1A B 144A 5.71% 05-15-28                                                                 | CUSIP: 74113QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     892474 | PA      | $893532.95     | 0.00%             | 2028-05-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-1A                                                                    | PART 2024-1A D 144A 6.21% 02-15-30                                                                 | CUSIP: 74113QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5777000 | PA      | $5818230.45    | 0.01%             | 2030-02-15      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 01-31-30                                                         | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2996000 | PA      | $3062942.02    | 0.00%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 02-15-35                                                        | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  286118900 | PA      | $297206035.99  | 0.30%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT6823 10-01-51                                                                      | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     461180 | PA      | $393053.01     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF9463 03-01-53                                                                      | CUSIP: 3133BXQQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     144818 | PA      | $137960.95     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PART 2024-1A                                                                    | PART 2024-1A C 144A 5.73% 03-15-29                                                                 | CUSIP: 74113QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3728000 | PA      | $3743903.65    | 0.00%             | 2029-03-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_24-C                                                   | PFSFC 2024-C A 144A FRN 04-15-28                                                                   | CUSIP: 69335PFG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10008260.00   | 0.01%             | 2028-04-15      | Variable      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QD9527 03-01-52                                                                      | CUSIP: 3133B7SQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      11350 | PA      | $10834.07      | 0.00%             | 2052-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF2221 10-01-52                                                                      | CUSIP: 3133BPPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3598909 | PA      | $3432189.40    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_24-D                                                   | PFSFC 2024-D A 144A 5.34% 04-15-29                                                                 | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11858000 | PA      | $12071349.14   | 0.01%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                    | PKAIR 2024-1 A1 144A 5.842% 09-15-39                                                               | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9167305 | PA      | $9380059.58    | 0.01%             | 2039-09-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BU5976 11-01-51                                                                      | CUSIP: 3140M7UA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      35835 | PA      | $34200.14      | 0.00%             | 2051-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8328 06-01-53                                                                      | CUSIP: 3132DWHD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10919810 | PA      | $10683199.97   | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 02-15-55                                                        | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  260697500 | PA      | $251680911.99  | 0.26%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 01-15-26                                 | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        274 | PA      | $273.26        | 0.00%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                    | PKAIR 2024-1 AF 144A FRN 09-15-39                                                                  | CUSIP: 69291VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2660573 | PA      | $2691081.98    | 0.00%             | 2039-09-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                     | PRNT 2025-A C 144A 5.48% 09-15-29                                                                  | CUSIP: 45333GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1239000 | PA      | $1242619.12    | 0.00%             | 2029-09-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                     | PRNT 2025-A D 144A 5.82% 09-15-29                                                                  | CUSIP: 45333GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1792000 | PA      | $1797196.80    | 0.00%             | 2029-09-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                     | PRNT 2025-A A 144A 4.84% 09-15-29                                                                  | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17319000 | PA      | $17369259.74   | 0.02%             | 2029-09-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 08-15-46                                                         | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65440000 | PA      | $43134278.66   | 0.04%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 02-15-27                                                         | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2958538.50    | 0.00%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5037 06-01-53                                                                      | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4586106 | PA      | $4493833.20    | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8321 05-01-53                                                                      | CUSIP: 3132DWG64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     400413 | PA      | $380403.12     | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.0% 11-15-26                                                          | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55600000 | PA      | $54873508.16   | 0.06%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 05-15-27                                                        | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41700000 | PA      | $41074500.00   | 0.04%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 05-15-47                                                          | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26000000 | PA      | $19554761.20   | 0.02%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 08-15-27                                                         | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17500000 | PA      | $17161772.25   | 0.02%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 08-15-47                                                         | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11687000 | PA      | $8364401.09    | 0.01%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 11-15-47                                                         | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5300000 | PA      | $3782516.72    | 0.00%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRNT 2025-A                                                                     | PRNT 2025-A B 144A 5.24% 09-15-29                                                                  | CUSIP: 45333GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2236000 | PA      | $2242374.84    | 0.00%             | 2029-09-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| PAID 2025-R3                                                                    | PAID 2025-R3 B 144A 5.088% 01-18-33                                                                | CUSIP: 69549EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9579000 | PA      | $9595447.14    | 0.01%             | 2033-01-18      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 02-15-48                                                          | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  101999100 | PA      | $76053119.74   | 0.08%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAID 2025-R3                                                                    | PAID 2025-R3 A 144A 4.841% 01-18-33                                                                | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13333846 | PA      | $13351459.61   | 0.01%             | 2033-01-18      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| REACH 2024-2A                                                                   | REACH 2024-2A B 144A 5.84% 07-15-31                                                                | CUSIP: 75525HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9090000 | PA      | $9226404.54    | 0.01%             | 2031-07-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| REACH 2024-2A                                                                   | REACH 2024-2A A 144A 5.88% 07-15-31                                                                | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1694041 | PA      | $1701136.88    | 0.00%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REG22 2022-2A                                                                   | REG22 2022-2A CR CLO 144A FRN 07-20-35                                                             | CUSIP: 758968AS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3500175.00    | 0.00%             | 2035-07-20      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3101 03-01-52                                                                      | CUSIP: 3140MGNT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2438151 | PA      | $1973819.46    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0910 06-01-51                                                                      | CUSIP: 3140QLAL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6474214 | PA      | $5480486.60    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RESEARCH DRIVEN PAGAYA MOTOR ASSET TRUST RPM _25-4                              | RPM 2025-4A A2 144A 5.124% 04-25-34                                                                | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6324000 | PA      | $6350529.18    | 0.01%             | 2034-04-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5                                | RPM 2025-5A B 144A 5.228% 06-26-34                                                                 | CUSIP: 76089KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8134000 | PA      | $8159003.92    | 0.01%             | 2034-06-26      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5                                | RPM 2025-5A A2 144A 4.575% 06-26-34                                                                | CUSIP: 76089KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5344000 | PA      | $5349247.81    | 0.01%             | 2034-06-26      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5                                | RPM 2025-5A A3 144A 4.838% 06-26-34                                                                | CUSIP: 76089KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12388000 | PA      | $12423243.86   | 0.01%             | 2034-06-26      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA7596 11-01-50                                                                      | CUSIP: 3140QFNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     956371 | PA      | $775672.91     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8374 11-01-53                                                                      | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     285560 | PA      | $297160.74     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RPM 2025-6A                                                                     | RPM 2025-6A A3 144A 5.013% 08-25-34                                                                | CUSIP: 76100JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2407000 | PA      | $2413571.11    | 0.00%             | 2034-08-25      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                 | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   62772000 | PA      | $61425101.20   | 0.06%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                | SEACO 2021-2A A 144A 1.95% 08-17-41                                                                | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BM        |   23833657 | PA      | $22464699.74   | 0.02%             | 2041-08-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                | SEACO 2021-2A B 144A 2.49% 08-17-41                                                                | CUSIP: 37959PAH0<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BM        |    1929456 | PA      | $1802214.10    | 0.00%             | 2041-08-17      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                              | SLAM 2021-1A A 144A 2.434% 06-15-46                                                                | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12897016 | PA      | $12324505.04   | 0.01%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                              | SLAM 2021-1A B 144A 3.422% 06-15-46                                                                | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2374427 | PA      | $2275750.66    | 0.00%             | 2046-06-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                   | SPSS 2021-A A 144A 1.95% 09-15-75                                                                  | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4574254 | PA      | $4468835.36    | 0.00%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| SDART 2023-4                                                                    | SDART 2023-4 A3 5.73% 04-17-28                                                                     | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1517808 | PA      | $1519664.39    | 0.00%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SDART 2023-4                                                                    | SDART 2023-4 B 5.77% 12-15-28                                                                      | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4957000 | PA      | $5005449.72    | 0.01%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-5                               | SDART 2023-5 A3 6.02% 09-15-28                                                                     | CUSIP: 80286PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1090070 | PA      | $1093179.99    | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-C                                                                    | SBALT 2024-C A3 144A 4.56% 02-22-28                                                                | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3412726 | PA      | $3421230.82    | 0.00%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| SLAM 2024-1A                                                                    | SLAM 2024-1A A 144A 5.335% 09-15-49                                                                | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21170944 | PA      | $21487089.70   | 0.02%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                   | SFAST 2024-3A B 144A 4.76% 11-20-31                                                                | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2769000 | PA      | $2806306.74    | 0.00%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                   | SFAST 2024-3A A3 144A 4.55% 06-20-30                                                               | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14939000 | PA      | $15043826.96   | 0.02%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                   | SFAST 2024-3A A2 144A 4.71% 05-22-28                                                               | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     476956 | PA      | $477466.11     | 0.00%             | 2028-05-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-5                                                                    | SDART 2024-5 C 4.78% 01-15-31                                                                      | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11804000 | PA      | $11902103.04   | 0.01%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5                                                                    | SDART 2024-5 D 5.14% 02-17-32                                                                      | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24209000 | PA      | $24391899.00   | 0.02%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5                                                                    | SDART 2024-5 B 4.63% 08-15-29                                                                      | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30199000 | PA      | $30366785.64   | 0.03%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5                                                                    | SDART 2024-5 A3 4.62% 11-15-28                                                                     | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21183697 | PA      | $21220387.47   | 0.02%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                    | SSTRT 2025-A B 144A 5.038% 07-25-31                                                                | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |    1298986 | PA      | $1310910.66    | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                    | SSTRT 2025-A C 144A 5.185% 07-25-31                                                                | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |     437560 | PA      | $441920.00     | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A A3 144A 5.11% 11-21-33                                                               | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1526000 | PA      | $1559559.79    | 0.00%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A A2 144A 4.82% 07-22-30                                                               | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2968226 | PA      | $2978869.78    | 0.00%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A B 144A 5.23% 09-20-34                                                                | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4119000 | PA      | $4240106.84    | 0.00%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A C 144A 5.37% 09-20-34                                                                | CUSIP: 78437DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2361000 | PA      | $2419805.43    | 0.00%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A D 144A 5.88% 11-20-35                                                                | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1386000 | PA      | $1436109.44    | 0.00%             | 2035-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_25-1                               | SDART 2025-1 A3 4.74% 01-16-29                                                                     | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25000000 | PA      | $25058850.00   | 0.03%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_19-2A                                                 | STCR 2019-2A ARR CLO 144A FRN 07-15-32                                                             | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8697781 | PA      | $8681429.35    | 0.01%             | 2032-07-15      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                   | SYNIT 2025-A1 A 4.78% 02-15-31                                                                     | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8800000 | PA      | $8956631.20    | 0.01%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STCR 2019-1A                                                                    | STCR 2019-1A DRR CLO 144A FRN 04-15-32                                                             | CUSIP: 85817BAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4000000 | PA      | $4007760.00    | 0.00%             | 2032-04-15      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| STRAS 2025-1A                                                                   | STRAS 2025-1A B CLO 144A FRN 07-15-33                                                              | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5250000 | PA      | $5252625.00    | 0.01%             | 2033-07-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2025-2A                                                                   | SFAST 2025-2A A3 144A 4.44% 12-20-30                                                               | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1413384.00    | 0.00%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2025-2A                                                                   | SFAST 2025-2A A4 144A 4.58% 05-20-31                                                               | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3043599.00    | 0.00%             | 2031-05-20      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                    | SSTRT 2025-B B 144A 4.925% 12-29-32                                                                | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4819281 | PA      | $4862972.73    | 0.00%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                    | SSTRT 2025-B C 144A 5.121% 12-29-32                                                                | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1604139 | PA      | $1618463.64    | 0.00%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                    | SSTRT 2025-B D 144A 5.463% 12-29-32                                                                | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1938239 | PA      | $1951190.21    | 0.00%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CORP INMOBILIARIA VESTA SAB DE CV                                               | CORP INMOBILIARIA VESTA SAB DE CV REG S SR UNSEC 3.625% 05-13-31                                   | CUSIP: N/A<br>LEI: 4469000001BIRIFZJ959       | Long             | DBT              | CORP              | MX        |    2000000 | PA      | $1861122.00    | 0.00%             | 2031-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CORP INMOBILIARIA VESTA SAB DE CV                                               | CORP INMOBILIARIA VESTA SAB DE CV 144A LIFE SR UNSEC 3.625% 05-13-31                               | CUSIP: 21989DAA0<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    2490000 | PA      | $2317096.89    | 0.00%             | 2031-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                               | SORT 2021-1A A1 144A 1.53% 03-15-61                                                                | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   88403430 | PA      | $71850506.74   | 0.07%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                               | SORT 2021-1A B1 144A 1.98% 03-15-61                                                                | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5694268 | PA      | $3551554.91    | 0.00%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31                                                 | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    8322000 | PA      | $7729922.99    | 0.01%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC SR UNSEC 4.5% 05-01-32                                                            | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3970000 | PA      | $3565782.54    | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY (THE)                                       | CONNECTICUT LIGHT AND POWER CO SR SEC 1ST LIEN 2.05% 07-01-31                                      | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    8653000 | PA      | $7706448.33    | 0.01%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 2.45% 07-15-28                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   65553000 | PA      | $61431289.57   | 0.06%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31                                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    4278000 | PA      | $3797580.60    | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $985755.00     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 4.05% 08-18-29                                                                  | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   16265000 | PA      | $16255338.59   | 0.02%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 2.625% 08-01-31                                                              | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   30803000 | PA      | $26516885.76   | 0.03%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                                      | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38825000 | PA      | $33048771.80   | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                     | COMMONWEALTH EDISON CO SR SEC 1ST LIEN 2.75% 09-01-51                                              | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     616000 | PA      | $380186.58     | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA PING AN INSURANCE OVERSEAS (HOLDINGS) LTD                                 | CHINA PING AN INSURANCE OVERSEAS HOLDINGS LTD REG S SR UNSEC 2.85% 08-12-31                        | CUSIP: N/A<br>LEI: 25490058XRCE9DZAMJ79       | Long             | DBT              | CORP              | HK        |     200000 | PA      | $183725.40     | 0.00%             | 2031-08-12      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                             | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                             | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11601018.00   | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.52% 11-03-32/31                                                           | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   27163000 | PA      | $24346387.04   | 0.02%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-1A                                               | SEACO 2021-1A A 144A 1.86% 04-17-41                                                                | CUSIP: 37959PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33712417 | PA      | $31571982.25   | 0.03%             | 2041-04-17      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A                                   | TMCL 2020-3A A 144A 2.11% 09-20-45                                                                 | CUSIP: 88315LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5360896 | PA      | $5135427.68    | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26                                                | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     947000 | PA      | $928767.41     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                                 | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    9905000 | PA      | $7429968.32    | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-1                                             | TPMT 2018-1 A2 144A FRN 01-25-58                                                                   | CUSIP: 89176EAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $9823880.00    | 0.01%             | 2058-01-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                             | TPMT 2017-2 M2 144A FRN 04-25-57                                                                   | CUSIP: 89173HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $976016.00     | 0.00%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                                 | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   30869000 | PA      | $20502572.42   | 0.02%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                        | COTY INC 144A LIFE SR SEC 1ST LIEN 4.75% 01-15-29                                                  | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    3117000 | PA      | $3074839.46    | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32                                                      | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7317456.00    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 3.07% 02-24-28/27                                                           | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15570000 | PA      | $15396783.75   | 0.02%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-3                                             | TPMT 2015-3 B1 144A FRN 03-25-54                                                                   | CUSIP: 89172HAE7<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-CBDO         | CORP              | US        |    1398704 | PA      | $1391503.96    | 0.00%             | 2054-03-25      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                             | TPMT 2017-4 M1 144A FRN 06-25-57                                                                   | CUSIP: 89173UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1575000 | PA      | $1463441.18    | 0.00%             | 2057-06-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY4222 06-01-53                                                                      | CUSIP: 3140NLVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1457889 | PA      | $1458788.71    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY3600 06-01-53                                                                      | CUSIP: 3140NLAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     547421 | PA      | $548506.28     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-C03                                                          | CAS 2018-C03 1B1 FRN 10-25-30                                                                      | CUSIP: 30711XJ62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8385000 | PA      | $8958341.15    | 0.01%             | 2030-10-25      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| CONE 2024-DFW1                                                                  | CONE 2024-DFW1 D 144A FRN 08-15-41                                                                 | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4807000 | PA      | $4815056.53    | 0.00%             | 2041-08-15      | Variable      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-2                                             | TPMT 2019-2 A1 144A FRN 12-25-58                                                                   | CUSIP: 89177JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4892478 | PA      | $4786820.17    | 0.00%             | 2058-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SYMPHONY CLO LTD SYMP_25-52                                                     | SYMP 2025-52A A CLO 144A FRN 01-16-31                                                              | CUSIP: 87272HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23767 | PA      | $23768.40      | 0.00%             | 2031-01-16      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 4.2% 03-01-33                                                                   | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   19725000 | PA      | $19288959.15   | 0.02%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 4.875% 03-01-53                                                                 | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   13498000 | PA      | $11889564.82   | 0.01%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY2604 07-01-53                                                                      | CUSIP: 3140NJ3N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     691765 | PA      | $692994.29     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONE 2024-DFW1                                                                  | CONE 2024-DFW1 A 144A FRN 08-15-41                                                                 | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12291000 | PA      | $12288898.24   | 0.01%             | 2041-08-15      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FM1963 11-01-49                                                                      | CUSIP: 3140X5FD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   28419271 | PA      | $27496951.73   | 0.03%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.25% 03-26-31                                                  | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    1593000 | PA      | $1656720.00    | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.5% 03-26-54                                                   | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    1921000 | PA      | $1934687.13    | 0.00%             | 2054-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-1                                             | TPMT 2016-1 B1 144A FRN 02-25-55                                                                   | CUSIP: 89172EAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $3969792.00    | 0.00%             | 2055-02-25      | Variable      | 4.39%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_23-1                                 | TALNT 2023-1A A 144A 4.93% 06-25-36                                                                | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-O            | CORP              | US        |   39268000 | PA      | $40208075.92   | 0.04%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34                                                   | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   67727000 | PA      | $70159415.21   | 0.07%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 5.936% 05-30-35/34                                                   | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    6657000 | PA      | $6944695.57    | 0.01%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO LTD TCW_19-1R                                                           | TCW 2019-1A DR CLO 144A FRN 08-16-34                                                               | CUSIP: 87241EBC8<br>LEI: 549300RWQDI4UTTLDE63 | Long             | ABS-O            | CORP              | KY        |    1500000 | PA      | $1501485.00    | 0.00%             | 2034-08-16      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| TIF 2024-1A                                                                     | TIF 2024-1A C 144A 6.31% 04-20-49                                                                  | CUSIP: 88655AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     609862 | PA      | $616623.44     | 0.00%             | 2049-04-20      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                         | BANK OF NOVA SCOTIA SR UNSEC 5.4% 06-04-27                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $15325290.00   | 0.02%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 5.05% 07-12-27                                                               | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15276480.00   | 0.02%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                                   | TRNTS 2018-9A BRRR CLO 144A FRN 01-20-32                                                           | CUSIP: 89641JAY2<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |   14000000 | PA      | $14033320.00   | 0.01%             | 2032-01-20      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                                   | TRNTS 2018-9A ARRR CLO 144A FRN 01-20-32                                                           | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |    2025906 | PA      | $2026594.96    | 0.00%             | 2032-01-20      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0234 01-01-50                                                                      | CUSIP: 3132DMHK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   22526534 | PA      | $20319451.40   | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 G67711 03-01-48                                                                          | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17608768 | PA      | $17081931.71   | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 5.06% 07-22-32/31                                            | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   16601000 | PA      | $17213610.10   | 0.02%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 5.75% 01-15-35                                                       | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   72685000 | PA      | $74795045.55   | 0.08%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TPRK 2021-1A                                                                    | TPRK 2021-1A A1R CLO 144A FRN 04-15-34                                                             | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   27449000 | PA      | $27462450.01   | 0.03%             | 2034-04-15      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| TAST 2025-1A                                                                    | TAST 2025-1A A 144A 4.94% 02-15-29                                                                 | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15077161 | PA      | $9028204.29    | 0.01%             | 2029-02-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3050 03-01-52                                                                      | CUSIP: 3140QNL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     617759 | PA      | $523813.02     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1345 10-01-51                                                                      | CUSIP: 3132DNP64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   26281374 | PA      | $22302531.96   | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                             | TPMT 2018-2 A2 144A FRN 03-25-58                                                                   | CUSIP: 89175VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $9796720.00    | 0.01%             | 2058-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TMCL 2025-1H                                                                    | TMCL 2025-1H A 144A 6.43% 07-23-50                                                                 | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21602900 | PA      | $21733187.24   | 0.02%             | 2050-07-23      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3110 03-01-47                                                                      | CUSIP: 3140QNN40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     222851 | PA      | $190940.33     | 0.00%             | 2047-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5172 06-01-52                                                                      | CUSIP: 3140XLXA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1754885 | PA      | $1489299.17    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRNTS 2021-17A                                                                  | TRNTS 2021-17A CR CLO 144A FRN 10-20-34                                                            | CUSIP: 89642JAP0<br>LEI: 254900E0LENORBQRRG46 | Long             | ABS-O            | CORP              | KY        |    5075000 | PA      | $5082511.00    | 0.01%             | 2034-10-20      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TACLN 2025-1                                                                    | TACLN 2025-1 B 144A 4.728% 09-26-33                                                                | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24986354 | PA      | $25039649.85   | 0.03%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6614 01-01-52                                                                      | CUSIP: 3133KNK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      88988 | PA      | $75768.02      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9086 10-01-51                                                                      | CUSIP: 3140XDCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      32747 | PA      | $27782.35      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM4862 11-01-50                                                                      | CUSIP: 3140X8ML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     212160 | PA      | $180169.23     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8256 12-01-50                                                                      | CUSIP: 3140QGE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      25157 | PA      | $21363.61      | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRL 2020-2A                                                                     | TRL 2020-2A A2 144A 2.56% 11-19-50                                                                 | CUSIP: 89656YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4749000 | PA      | $4564434.86    | 0.00%             | 2050-11-19      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                             | TPMT 2017-4 A1 144A FRN 06-25-57                                                                   | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     233104 | PA      | $229335.69     | 0.00%             | 2057-06-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC5206 08-01-51                                                                      | CUSIP: 3133APYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     211196 | PA      | $180084.73     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT5082 06-01-51                                                                      | CUSIP: 3140LTUG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1106728 | PA      | $936846.03     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                             | TPMT 2018-2 A1 144A FRN 03-25-58                                                                   | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2439395 | PA      | $2424004.81    | 0.00%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-5                                             | TPMT 2018-5 A1A 144A FRN 07-25-58                                                                  | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      71827 | PA      | $71390.65      | 0.00%             | 2058-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5944 01-01-52                                                                      | CUSIP: 3140XMTA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3123032 | PA      | $2643674.70    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ9058 12-01-50                                                                      | CUSIP: 3140KVB41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   30275022 | PA      | $25709851.08   | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-2                                             | TPMT 2019-2 A2 144A FRN 12-25-58                                                                   | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3615000 | PA      | $3325586.72    | 0.00%             | 2058-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-1                                             | TPMT 2017-1 A2 144A FRN 10-25-56                                                                   | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     324130 | PA      | $323228.78     | 0.00%             | 2056-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA3611 09-01-50                                                                      | CUSIP: 3133KKAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     115805 | PA      | $98344.48      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 DB3283 05-01-54                                                                      | CUSIP: 3140ACUH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      67430 | PA      | $57160.93      | 0.00%             | 2054-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                   | TMCL 2020-1A A 144A 2.73% 08-21-45                                                                 | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7411605 | PA      | $7188678.86    | 0.01%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                   | TMCL 2020-1A B 144A 4.94% 08-21-45                                                                 | CUSIP: 88315LAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2981415 | PA      | $2959627.03    | 0.00%             | 2045-08-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_20-1                                                | TIF 2020-1A B 144A 3.82% 08-20-45                                                                  | CUSIP: 872480AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1069917 | PA      | $1039648.72    | 0.00%             | 2045-08-20      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                           | TCF 2020-1A A 144A 2.11% 09-20-45                                                                  | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10458122 | PA      | $9881681.25    | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                    | TMCL 2020-2A A 144A 2.1% 09-20-45                                                                  | CUSIP: 88315LAG3<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |   12769386 | PA      | $12137760.87   | 0.01%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                                 | TAL 2020-1A A 144A 2.05% 09-20-45                                                                  | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13103051 | PA      | $12557125.72   | 0.01%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 DB0012 01-01-54                                                                      | CUSIP: 3140A9AN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      45669 | PA      | $38996.54      | 0.00%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8313 07-01-51                                                                      | CUSIP: 3140XCGX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      20506 | PA      | $17485.09      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL COOPERATIVO SA                                          | BANCO DE CREDITO SOCIAL COOPERATIVO SA EUR REG S SR UNSEC 4.125% 09-03-30/29                       | CUSIP: N/A<br>LEI: 95980020140005881190       | Long             | DBT              | CORP              | ES        |   23800000 | PA      | $28821411.31   | 0.03%             | 2030-09-03      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC SR UNSEC 4.837% 09-10-28/27                                                           | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $20249480.00   | 0.02%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                               | TIF 2021-1A A 144A 1.65% 02-20-46                                                                  | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4164610 | PA      | $3823166.48    | 0.00%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                             | TMCL 2021-1A A 144A 1.68% 02-20-46                                                                 | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |     613333 | PA      | $578044.58     | 0.00%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR9127 05-01-51                                                                      | CUSIP: 3140L8D98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7445343 | PA      | $6302483.05    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8962 02-01-51                                                                      | CUSIP: 3140QG5Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4657554 | PA      | $3954249.20    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 4.8% 10-15-34                                                                | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8526000 | PA      | $8545430.75    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA 144A LIFE SR NON PREF 5.283% 11-19-30/29                                            | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   15115000 | PA      | $15563915.50   | 0.02%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                           | TCF 2021-1A B 144A 2.58% 03-20-46                                                                  | CUSIP: 89680HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     688072 | PA      | $636556.51     | 0.00%             | 2046-03-20      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                           | TCF 2021-1A A 144A 1.86% 03-20-46                                                                  | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9444600 | PA      | $8793083.16    | 0.01%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7392 05-01-51                                                                      | CUSIP: 3140XBGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     224085 | PA      | $190184.58     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM3720 07-01-50                                                                      | CUSIP: 3140X7D22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11492939 | PA      | $9749575.46    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                                   | BLACKSTONE REG FINANCE CO LLC SR UNSEC 5.0% 12-06-34                                               | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3093247.04    | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSEC 5.95% 07-16-29                                             | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   28197000 | PA      | $28781185.45   | 0.03%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_21-1                                 | TALNT 2021-1A A 144A 1.07% 02-27-34                                                                | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-O            | CORP              | US        |   27912000 | PA      | $27791168.95   | 0.03%             | 2034-02-27      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2                                   | TMCL 2021-2A A 144A 2.23% 04-20-46                                                                 | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21444534 | PA      | $20337760.60   | 0.02%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                               | USRE 2021-1 B1 144A 2.41% 10-20-61                                                                 | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5195000 | PA      | $3265280.89    | 0.00%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                              | UACST 2025-1 C 144A 5.15% 06-10-30                                                                 | CUSIP: 90945JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5684000 | PA      | $5719297.64    | 0.01%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7618 11-01-50                                                                      | CUSIP: 3140KTPC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4659569 | PA      | $3805418.40    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR3452 01-01-51                                                                      | CUSIP: 3140L1ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1534341 | PA      | $1245451.98    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 7.008% 05-01-64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5189000 | PA      | $5917945.53    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.528% 05-01-34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   18329000 | PA      | $20284887.59   | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD0477 11-01-50                                                                      | CUSIP: 3132DMQ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6877249 | PA      | $5579615.18    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QX6698 02-01-55                                                                      | CUSIP: 31426CNQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1672166 | PA      | $1746462.37    | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD4797 02-01-55                                                                      | CUSIP: 3140B5KK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     923851 | PA      | $977093.02     | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ0143 07-01-54                                                                      | CUSIP: 3133CQEQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      16767 | PA      | $17518.14      | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     643000 | PA      | $252184.60     | 0.00%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.5% 01-12-31                                    | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1235000 | PA      | $484367.00     | 0.00%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                                                 | USCLN 2025-SUP1 B 144A 5.582% 02-25-32                                                             | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5875224 | PA      | $5906068.57    | 0.01%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP2                                                                 | USCLN 2025-SUP2 B1 144A 4.8175% 09-25-32                                                           | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18046262 | PA      | $18156164.05   | 0.02%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QH7176 12-01-53                                                                      | CUSIP: 3133CK6M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      25573 | PA      | $26618.50      | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5674 04-01-55                                                                      | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   50848834 | PA      | $52249159.54   | 0.05%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 5.872% 09-15-34/33                                                   | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5128000 | PA      | $5474283.58    | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28                                                   | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   56713000 | PA      | $60192115.70   | 0.06%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| UPST 2025-4                                                                     | UPST 2025-4 B 144A 5.2% 11-20-35                                                                   | CUSIP: 91684AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12937000 | PA      | $12977104.70   | 0.01%             | 2035-11-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CDO LTD VENTR_18-32A                                                    | VENTR 2018-32A A2A CLO 144A FRN 07-18-31                                                           | CUSIP: 92325QAC1<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-O            | CORP              | KY        |     258507 | PA      | $258724.27     | 0.00%             | 2031-07-18      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                           | BANQUE FEDERATIVE DU CREDIT MUTUEL SA JPY SR UNSEC 0.82% 10-16-26                                  | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        | 2100000000 | PA      | $13360003.19   | 0.01%             | 2026-10-16      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD                                                                    | BORR IHC LTD 144A LIFE SR SEC 1ST LIEN SF 10.375% 11-15-30                                         | CUSIP: 100018AB6<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | US        |    1498835 | PA      | $1496156.52    | 0.00%             | 2030-11-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| VENTR 2019-36A                                                                  | VENTR 2019-36A A1AR CLO 144A FRN 04-20-32                                                          | CUSIP: 92332LAU3<br>LEI: 549300AZL7IWJJ04HD37 | Long             | ABS-O            | CORP              | KY        |    5864774 | PA      | $5867706.40    | 0.01%             | 2032-04-20      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CDO LTD VENTR_17-29A                                                    | VENTR 2017-29A AR CLO 144A FRN 09-07-30                                                            | CUSIP: 92331EAF3<br>LEI: 549300ITFR7G25007V93 | Long             | ABS-O            | CORP              | KY        |      22112 | PA      | $22122.69      | 0.00%             | 2030-09-07      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                            | BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.25% 01-21-29                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   18629000 | PA      | $19604787.02   | 0.02%             | 2029-01-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA JPY SR UNSEC 0.895% 12-14-26                                                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |  500000000 | PA      | $3178073.93    | 0.00%             | 2026-12-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| VSTRG 2024-A                                                                    | VSTRG 2024-A A3 144A 5.62% 12-15-28                                                                | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2190811 | PA      | $2200367.24    | 0.00%             | 2028-12-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VSTRG 2024-A                                                                    | VSTRG 2024-A B 144A 5.77% 07-15-30                                                                 | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3075000 | PA      | $3124366.05    | 0.00%             | 2030-07-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 5.716% 01-18-30/29                                                   | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   26614000 | PA      | $27560793.05   | 0.03%             | 2030-01-18      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                           | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A LIFE SR UNSEC 5.088% 01-23-27                           | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   30000000 | PA      | $30326280.00   | 0.03%             | 2027-01-23      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2664 10-01-54                                                                      | CUSIP: 3142GS6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     176726 | PA      | $176556.54     | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2836 11-01-54                                                                      | CUSIP: 3142GTEJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      97082 | PA      | $96894.55      | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.7% 02-01-30/29                                               | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2612081.70    | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP SR UNSEC 6.051% 02-01-35/34                                             | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4196000 | PA      | $4468714.82    | 0.00%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 5.174% 02-13-30/29                                                          | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4380000 | PA      | $4495623.24    | 0.00%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                  | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 12.0% 02-15-31                                   | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   10000000 | PA      | $7082500.00    | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-01-32                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    2935000 | PA      | $3065812.95    | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                          | CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34                                                      | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   42263000 | PA      | $43250982.15   | 0.04%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                                              | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   56421000 | PA      | $58623957.95   | 0.06%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.26% 04-08-29                                         | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   12000000 | PA      | $12439128.00   | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 24 LTD                                               | CK HUTCHISON INTERNATIONAL 24 LTD 144A LIFE SR UNSEC 5.5% 04-26-34                                 | CUSIP: 17887UAB1<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | HK        |    6780000 | PA      | $7093608.90    | 0.01%             | 2034-04-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CO                                                                    | COCA-COLA CO SR UNSEC 5.0% 05-13-34                                                                | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    3966000 | PA      | $4135792.39    | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8525 04-01-55                                                                      | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   67158311 | PA      | $69004359.13   | 0.07%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC7823 12-01-54                                                                      | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2455751 | PA      | $2522900.77    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.55% 06-01-31                                                            | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   64520000 | PA      | $67551407.68   | 0.07%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.7% 06-01-34                                                             | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   37848000 | PA      | $39674998.66   | 0.04%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 RJ3594 12-01-54                                                                      | CUSIP: 3142GT7G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     477059 | PA      | $501888.93     | 0.00%             | 2054-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 CB4285 07-01-37                                                                      | CUSIP: 3140QPXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1585851 | PA      | $1501472.69    | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 6.05% 06-01-54                                                            | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   17279000 | PA      | $17191291.80   | 0.02%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                    | COCA-COLA CO SR UNSEC 5.4% 05-13-64                                                                | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    2121000 | PA      | $2063616.35    | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 FS7802 03-01-37                                                                      | CUSIP: 3140XPU49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2535221 | PA      | $2399550.82    | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 FS0783 03-01-37                                                                      | CUSIP: 3140XF2R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     762809 | PA      | $722152.20     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.1% 06-01-29                                 | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   25275000 | PA      | $26390537.40   | 0.03%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.55% 06-01-34                                | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1315160.00    | 0.00%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A                                                                    | VERD 2024-1A A2 144A 5.68% 12-12-31                                                                | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2735096 | PA      | $2791313.32    | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| VERD 2024-1A                                                                    | VERD 2024-1A B 144A 5.72% 12-12-31                                                                 | CUSIP: 92339MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2475964.80    | 0.00%             | 2031-12-12      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC6437 11-01-54                                                                      | CUSIP: 3140AUEK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      58720 | PA      | $60335.34      | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX9674 03-01-55                                                                      | CUSIP: 31426GXC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     918815 | PA      | $944113.27     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 5.65% 06-01-54                                                               | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   24517000 | PA      | $23000942.27   | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 5.3% 06-01-34                                                                | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4769000 | PA      | $4916743.62    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC0503 09-01-54                                                                      | CUSIP: 3140AMRZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1879603 | PA      | $1932264.01    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL1416 04-01-55                                                                      | CUSIP: 31427NSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4485023 | PA      | $4607845.35    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A                                                                    | VERD 2024-1A C 144A 6.25% 12-12-31                                                                 | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     205000 | PA      | $212798.41     | 0.00%             | 2031-12-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VFET 2024-1A                                                                    | VFET 2024-1A A3 144A 4.29% 10-16-28                                                                | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2414000 | PA      | $2425251.65    | 0.00%             | 2028-10-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                       | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.2% 06-24-29                              | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15414195.00   | 0.02%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.237% 06-28-27                                        | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20391420.00   | 0.02%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PARK CLO LTD VYSPK_22-1A                                          | VYSPK 2022-1A ARR CLO 144A FRN 01-20-37                                                            | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-O            | CORP              | JE        |   24000000 | PA      | $24003840.00   | 0.02%             | 2037-01-20      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| VIBR 2018-9RA                                                                   | VIBR 2018-9RA A1 CLO 144A FRN 04-20-37                                                             | CUSIP: 92557BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   14801000 | PA      | $14683776.08   | 0.01%             | 2037-04-20      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DA5054 11-01-53                                                                      | CUSIP: 3140A5TL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     775471 | PA      | $798689.08     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DE5117 07-01-55                                                                      | CUSIP: 3140BHVK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2344641 | PA      | $2409559.05    | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WHTPK 2021-1A                                                                   | WHTPK 2021-1A CR CLO 144A FRN 01-20-35                                                             | CUSIP: 96329YAS6<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-O            | CORP              | KY        |    4889000 | PA      | $4895160.14    | 0.00%             | 2035-01-20      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                 | ONDK 2024-1A B 144A 7.15% 06-17-31                                                                 | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2366000 | PA      | $2402722.69    | 0.00%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD5311 04-01-55                                                                      | CUSIP: 3140B53V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1417810 | PA      | $1458081.06    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DE2033 06-01-55                                                                      | CUSIP: 3140BEHK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     909036 | PA      | $934566.29     | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS2824 12-01-51                                                                      | CUSIP: 3140XJD67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3247181 | PA      | $2748745.43    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY8178 07-01-55                                                                      | CUSIP: 31426TCQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      25457 | PA      | $26161.10      | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                 | ONDK 2024-1A A 144A 6.27% 06-17-31                                                                 | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11946000 | PA      | $12104869.85   | 0.01%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| XROAD 2024-A                                                                    | XROAD 2024-A A2 144A 5.9% 08-20-30                                                                 | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6147426 | PA      | $6214390.19    | 0.01%             | 2030-08-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX2593 01-01-55                                                                      | CUSIP: 31425W3B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2723483 | PA      | $2798959.35    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD8500 05-01-55                                                                      | CUSIP: 3140B9NS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6774473 | PA      | $6973128.10    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS1978 03-01-52                                                                      | CUSIP: 3140XHFU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8587782 | PA      | $7269463.30    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1605 12-01-51                                                                      | CUSIP: 3132DNYA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     385068 | PA      | $325961.23     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX3511 01-01-55                                                                      | CUSIP: 31425X3V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2270229 | PA      | $2332778.69    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD6722 03-01-55                                                                      | CUSIP: 3140B7PG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1113358 | PA      | $1145124.71    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                             | XCAP 2024-1A A2 144A 5.84% 03-15-27                                                                | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     778372 | PA      | $779945.39     | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                             | XCAP 2024-1A C 144A 6.01% 07-15-31                                                                 | CUSIP: 05335FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1197000 | PA      | $1226541.96    | 0.00%             | 2031-07-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                             | XCAP 2024-1A A3 144A 5.49% 07-15-31                                                                | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14357000 | PA      | $14625748.68   | 0.01%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| INSURANCE AUSTRALIA GROUP LTD                                                   | INSURANCE AUSTRALIA GROUP LTD AUD SUB (H) FRN 12-15-36                                             | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | DBT              | CORP              | AU        |   10280000 | PA      | $6949131.05    | 0.01%             | 2036-12-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                                         | QBE INSURANCE GROUP LTD AUD SUB (H) FRN 08-25-36                                                   | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |   12200000 | PA      | $8227808.89    | 0.01%             | 2036-08-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                                         | QBE INSURANCE GROUP LTD GBP REG S SUB (H) 2.5% 09-13-38/28                                         | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |    5690000 | PA      | $7287923.71    | 0.01%             | 2038-09-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SUNCORP GROUP LTD                                                               | SUNCORP GROUP LTD AUD SUB (H) FRN 06-01-37                                                         | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | DBT              | CORP              | AU        |    7500000 | PA      | $5089461.37    | 0.01%             | 2037-06-01      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP SUB (H) 4.11% 07-24-34/29                                                     | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   11339000 | PA      | $11164844.30   | 0.01%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                             | TRAVEL + LEISURE CO 144A LIFE SR SEC 1ST LIEN 6.625% 07-31-26                                      | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4040612.00    | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AJ4189 12-01-41                                                                      | CUSIP: 3138AVUP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     279058 | PA      | $273071.38     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AJ4154 11-01-41                                                                      | CUSIP: 3138AVTL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     253286 | PA      | $247852.67     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AJ0257 09-01-41                                                                      | CUSIP: 3138ARJB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      86662 | PA      | $85117.48      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                               | DEVON ENERGY CORP SR UNSEC 5.75% 09-15-54                                                          | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   10898000 | PA      | $10021092.43   | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.95% 02-15-35                                          | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5081000 | PA      | $5141951.68    | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP SR UNSEC 4.65% 09-15-34                                                           | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    5678000 | PA      | $5631701.59    | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 4.0% 09-24-30/29                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    6720000 | PA      | $8119006.68    | 0.01%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 5.2% 02-15-35                                                         | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   10490000 | PA      | $10723402.50   | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD                                   | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 144A LIFE SR UNSEC 3.375% 05-12-26                   | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |    8250000 | PA      | $8202158.25    | 0.01%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 2.125% 07-12-28                                   | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    6940000 | PA      | $6600134.32    | 0.01%             | 2028-07-12      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 2.25% 03-14-28/27                                               | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |   21171000 | PA      | $24793451.92   | 0.03%             | 2028-03-14      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP SR UNSEC 2.35% 03-15-32                                                     | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17517040.00   | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP SR UNSEC 2.639% 06-15-31                                                       | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6743000 | PA      | $6105125.69    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY SR UNSEC 3.375% 03-01-32                                                         | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    5948000 | PA      | $5513254.73    | 0.01%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 3.9% 04-15-32                                                                 | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     933000 | PA      | $897071.10     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                               | EATON CORP SR UNSEC 4.15% 03-15-33                                                                 | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     654000 | PA      | $644025.19     | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                                       | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   21779000 | PA      | $23206896.58   | 0.02%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP SR UNSEC 4.1% 03-15-52                                                                 | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1340292.23    | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | ECOPETROL SA SR UNSEC 8.875% 01-13-33                                                              | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   94771000 | PA      | $101276744.84  | 0.10%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 7.0% 01-26-29/28                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |   25825000 | PA      | $32827822.83   | 0.03%             | 2029-01-26      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 5.125% 02-15-53                                                       | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1254255.54    | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 4.7% 02-27-33                                                              | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    9641000 | PA      | $9845543.46    | 0.01%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 4.875% 02-27-53                                                            | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13715595.00   | 0.01%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28                                                       | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   20497000 | PA      | $20779264.19   | 0.02%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 5.875% 11-28-29/28                                              | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |   73505000 | PA      | $93246729.96   | 0.09%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | ECOPETROL SA SR UNSEC 8.375% 01-19-36                                                              | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1305000 | PA      | $1343877.26    | 0.00%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29                                                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   80985000 | PA      | $82773958.65   | 0.08%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.125% 03-08-34                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  137778000 | PA      | $140065665.91  | 0.14%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10157520.00   | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 06-15-34                                             | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   11633000 | PA      | $12191732.99   | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.6% 06-15-54                                             | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    5331000 | PA      | $5359606.15    | 0.01%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.125% 11-05-26                                                  | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4022896.00    | 0.00%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.303% 09-06-29                                                  | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   41825000 | PA      | $42172900.35   | 0.04%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP SR UNSEC 4.895% 09-06-30/29                                                    | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    4024000 | PA      | $4090057.98    | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.054% 11-05-31                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  186953000 | PA      | $191768909.28  | 0.19%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                                    | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   82726000 | PA      | $85735240.98   | 0.09%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.875% 11-07-29                                                  | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   34300000 | PA      | $35223664.70   | 0.04%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRA UNO                                                                 | TRUST FIBRA UNO 144A LIFE SR UNSEC 7.7% 01-23-32                                                   | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    2008000 | PA      | $2201936.66    | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.7% 03-15-55                                             | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1497420.00    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                              | FORESTAR GROUP INC 144A LIFE SR UNSEC 6.5% 03-15-33                                                | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5103350.00    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.532% 03-19-32                                                  | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   23554000 | PA      | $24642501.00   | 0.02%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                 | FAIR ISAAC CORP 144A LIFE SR UNSEC 6.0% 05-15-33                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8242656.00    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.73% 09-05-30                                                   | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   36306000 | PA      | $36878872.37   | 0.04%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.869% 10-31-35                                                  | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   77847000 | PA      | $76914237.25   | 0.08%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP SR UNSEC 3.9% 07-15-27                                                            | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9966090.00    | 0.01%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27                                                  | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1704463.47    | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 3.7% 12-01-47                                             | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2859000 | PA      | $2206942.15    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29                                                  | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   69292000 | PA      | $69420536.66   | 0.07%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC SR UNSEC 3.5% 07-01-29                                                                  | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     406000 | PA      | $393890.64     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRA UNO                                                                 | TRUST FIBRA UNO REG S SR UNSEC 4.869% 01-15-30                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     681000 | PA      | $666903.30     | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 3.15% 10-01-49                                            | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     442000 | PA      | $303897.10     | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   21700000 | PA      | $21105658.70   | 0.02%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31                                              | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    6265000 | PA      | $5969843.32    | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                           | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 3.625% 02-15-32                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   11040000 | PA      | $10256988.00   | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                    | HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 1.25% 02-08-26                                     | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    6570000 | PA      | $6550703.91    | 0.01%             | 2026-02-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31                                                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   40267000 | PA      | $36854250.95   | 0.04%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28                                           | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   13912000 | PA      | $13202863.62   | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                                           | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   24066000 | PA      | $23791358.81   | 0.02%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 2.375% 07-15-31                                                                   | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2003000 | PA      | $1798129.15    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28                                                      | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   60285000 | PA      | $57400181.90   | 0.06%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.1% 09-15-28                                           | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7475011.60    | 0.01%             | 2028-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26                                          | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   36910000 | PA      | $36316561.02   | 0.04%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31                                                      | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     648000 | PA      | $589229.64     | 0.00%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 3.7% 03-23-29                                                                  | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2424000 | PA      | $2380760.69    | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY STRIP COUPON 0.0% 08-15-28                                                  | CUSIP: 912833RZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $22779107.50   | 0.02%             | 2028-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 08-15-32                                                         | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27904000 | PA      | $26024838.60   | 0.03%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 08-15-42                                                        | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6700000 | PA      | $5671943.96    | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 09-30-29                                                        | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65000000 | PA      | $65561132.00   | 0.07%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 10-31-27                                                        | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22500000 | PA      | $22751367.75   | 0.02%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 11-15-52                                                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24178700 | PA      | $21011094.45   | 0.02%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 4.999% 09-11-30/29                                                    | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10470000 | PA      | $10634598.87   | 0.01%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 5.403% 09-11-35/34                                                    | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15825000 | PA      | $16147450.20   | 0.02%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                            | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 6.45% 01-24-35                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   22000000 | PA      | $22672144.00   | 0.02%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CAMPBELL'S COMPANY/THE                                                          | CAMPBELL'S COMPANY SR UNSEC 4.75% 03-23-35                                                         | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    2263000 | PA      | $2188146.75    | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 11-15-32                                                        | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   53500000 | PA      | $54139490.85   | 0.05%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 12-31-27                                                        | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  112100100 | PA      | $112944695.78  | 0.11%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 12-31-29                                                        | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  169617800 | PA      | $171071458.47  | 0.17%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 01-31-30                                                          | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  152869800 | PA      | $152015884.58  | 0.15%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE CO LTD/THE                                              | DAI-ICHI LIFE INSURANCE CO LTD PRP 144A LIFE SUB (H) 6.2% 12-31-79/01-16-35                        | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    6500000 | PA      | $6816348.50    | 0.01%             | 2079-12-31      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.25% 01-13-30                          | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25759925.00   | 0.03%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 01-31-28                                                          | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11709000 | PA      | $11711883.93   | 0.01%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 02-15-53                                                        | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39700900 | PA      | $32209395.75   | 0.03%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 02-15-43                                                        | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $3605021.20    | 0.00%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53                                   | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   57065150 | PA      | $44510827.74   | 0.05%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 02-28-30                                                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   78711400 | PA      | $79722030.76   | 0.08%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 04-15-26                                                         | CUSIP: 91282CGV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     355000 | PA      | $355242.68     | 0.00%             | 2026-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 05-15-43                                                        | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29008800 | PA      | $26064723.00   | 0.03%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 05-31-30                                                         | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $30078603.00   | 0.03%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 4.95% 01-13-28                          | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10155480.00   | 0.01%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.35% 03-15-35                                                            | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    5434000 | PA      | $5388533.72    | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.95% 03-15-55                                                            | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   17250000 | PA      | $15712386.75   | 0.02%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 144A LIFE SR UNSEC 6.75% 07-15-33                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2075346.00    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.65% 03-15-36                                                            | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   11066000 | PA      | $11024723.82   | 0.01%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 4.8% 01-15-31                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8952264.00    | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | DUKE ENERGY CORP SR UNSEC 4.95% 09-15-35                                                           | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $4142259.65    | 0.00%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 8.875% 02-01-30                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5065220.00    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 05-31-28                                                        | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3400000 | PA      | $3409153.14    | 0.00%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 07-31-28                                                        | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  132534000 | PA      | $134522222.05  | 0.14%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 4.85% 12-01-35                                             | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   29314000 | PA      | $29198942.55   | 0.03%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 4.2% 12-01-30                                              | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4007728.00    | 0.00%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 08-15-53                                                        | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14957000 | PA      | $13267273.31   | 0.01%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 09-30-30                                                        | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  586329700 | PA      | $609480810.94  | 0.62%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 11-15-26                                                        | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28500000 | PA      | $28756055.40   | 0.03%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 05-15-28                                                         | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3764100 | PA      | $3784844.33    | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 4.75% 02-15-30                                                        | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4178000 | PA      | $4263176.89    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 5.7% 02-15-55                                                         | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5012000 | PA      | $4900387.77    | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 5.0% 05-15-45                                                          | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  388486300 | PA      | $399400783.75  | 0.41%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 05-31-27                                                        | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  134538600 | PA      | $135227599.08  | 0.14%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 10-31-32                                                         | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48000000 | PA      | $47497497.60   | 0.05%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 10-31-27                                                          | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1040000000 | PA      | $1040300040.00 | 1.06%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 5.25% 03-15-32                                                       | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   50365000 | PA      | $50423876.69   | 0.05%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC SR UNSEC 5.65% 12-01-54                                                          | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    3994000 | PA      | $3909474.98    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 11-15-35                                                          | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  237082500 | PA      | $233859647.91  | 0.24%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 11-15-28                                                          | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  311909800 | PA      | $311568633.06  | 0.32%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 5.1% 02-12-35                                                              | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   39525000 | PA      | $40875648.30   | 0.04%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC SR UNSEC 4.4% 07-15-28                                                           | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1024000 | PA      | $1035716.61    | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 11-15-55                                                        | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  257129000 | PA      | $248250027.08  | 0.25%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 11-15-45                                                        | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13569000 | PA      | $13276419.79   | 0.01%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 5.2% 01-15-36                                           | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    7462000 | PA      | $7600591.73    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.6% 01-15-31                                           | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3287000 | PA      | $3328373.47    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 11-30-30                                                          | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14663700 | PA      | $14519922.42   | 0.01%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 11-30-27                                                        | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  267341800 | PA      | $266831096.96  | 0.27%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                         | ENFRAGEN ENERGIA SUR SAU 144A LIFE SR SEC 1ST LIEN 8.499% 06-30-32                                 | CUSIP: 29281MAA8<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    2480000 | PA      | $2574974.08    | 0.00%             | 2032-06-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                         | ENFRAGEN ENERGIA SUR SAU REG S SR SEC 1ST LIEN 8.499% 06-30-32                                     | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |    3500000 | PA      | $3634036.00    | 0.00%             | 2032-06-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 11-30-32                                                         | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10909300 | PA      | $10789127.51   | 0.01%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 12-15-28                                                          | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  134440300 | PA      | $134288006.03  | 0.14%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK_17-BNK4                                                                    | BANK 2017-BNK4 A3 3.362% 05-15-50                                                                  | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1638929 | PA      | $1626436.91    | 0.00%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BANK_17-BNK4                                                                    | BANK 2017-BNK4 A4 3.625% 05-15-50                                                                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1660000 | PA      | $1644517.18    | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                        | EAGLE FUNDING LUXCO SARL 144A LIFE SF 5.5% 08-17-30                                                | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |  520270000 | PA      | $530592156.80  | 0.54%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                        | EAGLE FUNDING LUXCO SARL REG S SF 5.5% 08-17-30                                                    | CUSIP: N/A<br>LEI: 894500VDP08MVIZ6OA60       | Long             | DBT              | NUSS              | LU        |  135082000 | PA      | $137762026.88  | 0.14%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK 17-BNK7                                                               | BANK 2017-BNK7 A5 3.435% 09-15-60                                                                  | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3750000 | PA      | $3703260.00    | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK BANK 17-BNK9                                                               | BANK 2017-BNK9 A4 3.538% 11-15-54                                                                  | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     133708 | PA      | $132011.87     | 0.00%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 4.9% 10-15-35                                                              | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    6014000 | PA      | $6130052.16    | 0.01%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 5.7% 09-15-55                                                         | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   21500000 | PA      | $21078406.50   | 0.02%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK BANK_18-BN10                                                               | BANK 2018-BN10 A4 3.428% 02-17-61                                                                  | CUSIP: 065404BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     311605 | PA      | $307671.95     | 0.00%             | 2061-02-17      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BANK 18-BN10-A5                                                                 | BANK 2018-BN10 A5 3.688% 02-15-61                                                                  | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-CBDO         | CORP              | US        |     510000 | PA      | $505626.75     | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 5.0% 01-15-36                                                         | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   16025000 | PA      | $15936093.30   | 0.02%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 4.125% 09-30-28                                   | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2375000 | PA      | $2371475.50    | 0.00%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B2                                            | BMARK 2018-B2 A5 FRN 02-15-51                                                                      | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1905972 | PA      | $1891751.54    | 0.00%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B2                                            | BMARK 2018-B2 A4 3.6147% 02-15-51                                                                  | CUSIP: 08161CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3475000 | PA      | $3442255.08    | 0.00%             | 2051-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN12                                                                  | BANK 2018-BN12 A4 FRN 05-15-61                                                                     | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6116000 | PA      | $6120317.90    | 0.01%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN12                                                                  | BANK 2018-BN12 A3 3.99% 05-15-61                                                                   | CUSIP: 06541KAZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $497929.00     | 0.00%             | 2061-05-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 4.375% 09-30-30                                   | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    3000000 | PA      | $2989656.00    | 0.00%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 5.0% 09-30-35                                     | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4979935.00    | 0.01%             | 2035-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2018-B7                                                                   | BMARK 2018-B7 A4 FRN 05-15-53                                                                      | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13158397 | PA      | $13220280.94   | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| BNK_18-B15                                                                      | BANK 2018-BN15 A3 4.138% 11-15-61                                                                  | CUSIP: 06036FBB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     477490 | PA      | $477210.83     | 0.00%             | 2061-11-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                                            | BMARK 2018-B8 A5 4.2317% 01-15-52                                                                  | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6351000 | PA      | $6304497.98    | 0.01%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B9                                            | BMARK 2019-B9 A5 4.0156% 03-15-52                                                                  | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5135000 | PA      | $5058473.10    | 0.01%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY SR UNSEC 4.45% 12-15-30                                                          | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3780673.20    | 0.00%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC SR UNSEC 4.4% 01-15-31                                                           | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    5577000 | PA      | $5600696.67    | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                                       | EMERA INC SUB (H) 6.75% 06-15-76/26                                                                | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     319000 | PA      | $321785.51     | 0.00%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC SR UNSEC 3.9% 04-01-35                                                           | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7450360.00    | 0.01%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 3.12% 09-01-27                                               | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    3436000 | PA      | $3396403.54    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY SR UNSEC 3.3% 01-15-28                                                           | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    6812000 | PA      | $6697210.99    | 0.01%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                                      | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    9740000 | PA      | $9636191.08    | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 2.9% 11-18-26                                                                 | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    9236000 | PA      | $9148036.34    | 0.01%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 3.2% 11-18-29                                                                 | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    3913000 | PA      | $3758201.72    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP SR UNSEC 7.0% 02-01-30                                                                    | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $16299150.00   | 0.02%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 5.3% 06-25-54                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   33031000 | PA      | $31616942.89   | 0.03%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 4.95% 06-25-34                                                             | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   62926000 | PA      | $64381289.60   | 0.07%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.275% 06-24-27                                              | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12715675.00   | 0.01%             | 2027-06-24      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.5% 09-18-30                                           | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7803681.60    | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 4.619% 11-06-31/30                                                      | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   25385000 | PA      | $25468745.12   | 0.03%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.133% 11-06-36/35                                                      | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13740000 | PA      | $13782855.06   | 0.01%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                           | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 5.5% 03-31-34                                  | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   14065000 | PA      | $14168701.25   | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                               | HERC HOLDINGS INC 144A LIFE SR UNSEC 5.75% 03-15-31                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2096891.86    | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                               | HERC HOLDINGS INC 144A LIFE SR UNSEC 6.0% 03-15-34                                                 | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1820034.87    | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HUTCHISON WHAMPOA INTERNATIONAL (03/33) LTD                                     | HUTCHISON WHAMPOA INTERNATIONAL 03 REG S SR UNSEC 7.45% 11-24-33                                   | CUSIP: N/A<br>LEI: 254900B7MU61GFDN5511       | Long             | DBT              | CORP              | KY        |    3000000 | PA      | $3523134.00    | 0.00%             | 2033-11-24      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28                                                   | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94477.10      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 5.875% 02-01-29                                                                   | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5134000 | PA      | $5351738.07    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING LTD                   | CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING PRP REG S SUB (H) 5.3% 12-31-79/07-05-27 | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | CN        |    4009000 | PA      | $4081390.51    | 0.00%             | 2079-12-31      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                    | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.718% 07-23-32/31                                           | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1557552.65    | 0.00%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 2.95% 06-15-29                                                             | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   11320000 | PA      | $10957669.44   | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 5.25% 06-15-49                                                                    | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5977000 | PA      | $5407642.93    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 4.125% 06-15-29                                                                   | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2034000 | PA      | $2027771.89    | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 02-10-27                                           | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   19717000 | PA      | $19504253.57   | 0.02%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BN16                                                                  | BANK 2019-BN16 A4 4.005% 02-15-52                                                                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3920000 | PA      | $3888522.40    | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 19-BN17                                                                    | BANK 2019-BN17 A4 3.714% 04-15-52                                                                  | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     255000 | PA      | $250882.52     | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 4.95% 03-31-30                                                          | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3150000 | PA      | $3229918.65    | 0.00%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 2.7% 04-15-30                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23651550.00   | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                          | HARVEST MIDSTREAM I LP 144A SR UNSEC 7.5% 09-01-28                                                 | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $2018917.38    | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28                                              | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   12580000 | PA      | $12636622.58   | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2019-B10                                                                  | BMARK 2019-B10 A3 3.455% 03-15-62                                                                  | CUSIP: 08162VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     492724 | PA      | $481453.44     | 0.00%             | 2062-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN18                                                               | BANK 2019-BN18 A4 3.584% 05-15-62                                                                  | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4817215.00    | 0.00%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27                                         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   14154000 | PA      | $13744199.24   | 0.01%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                           | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31                                  | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   13960000 | PA      | $13375215.60   | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_19-BN19                                                               | BANK 2019-BN19 A3 3.183% 08-15-61                                                                  | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9039435 | PA      | $8569574.21    | 0.01%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B13                                           | BMARK 2019-B13 A4 2.952% 08-15-57                                                                  | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     730000 | PA      | $694179.63     | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 6.75% 04-15-33                                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3982632.00    | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO TBK PT                                                       | CIKARANG LISTRINDO TBK PT REG S SR UNSEC 5.65% 03-12-35                                            | CUSIP: N/A<br>LEI: 254900NPCIO562Z7FN53       | Long             | DBT              | CORP              | ID        |   10050000 | PA      | $10226829.75   | 0.01%             | 2035-03-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.3% 01-08-26                                           | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16992044.00   | 0.02%             | 2026-01-08      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                               | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 4.745% 06-09-51                                   | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |    6485000 | PA      | $5573448.95    | 0.01%             | 2051-06-09      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B14                                           | BMARK 2019-B14 A5 3.0486% 12-15-62                                                                 | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4741395.00    | 0.00%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                 | BANK 2019-BN24 A3 2.96% 11-15-62                                                                   | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1896310.00    | 0.00%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.0% 08-15-31                                   | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $2953506.38    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP SR UNSEC 3.05% 08-12-51                                                                 | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   32671000 | PA      | $20105602.72   | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK_20-BN26                                                                    | BANK 2020-BN26 A4 2.403% 03-15-63                                                                  | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1654000 | PA      | $1519078.26    | 0.00%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B17                                           | BMARK 2020-B17 A5 2.289% 03-15-53                                                                  | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     944000 | PA      | $854333.22     | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 5.2% 03-30-35                                                 | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   36787000 | PA      | $37883841.19   | 0.04%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 4.8% 03-30-30                                                 | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   22797000 | PA      | $23334530.46   | 0.02%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                                   | BRAVO 2020-RPL1 A1 144A FRN 05-26-59                                                               | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     444959 | PA      | $439424.68     | 0.00%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B19                                           | BMARK 2020-B19 A5 1.85% 09-15-53                                                                   | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18592451 | PA      | $16505020.75   | 0.02%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                               | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 4.805% 04-27-52                                   | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |     809000 | PA      | $703948.92     | 0.00%             | 2052-04-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.6% 03-15-33                                               | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2829838.20    | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 5.333% 03-27-36/35                                                          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5965000 | PA      | $6104771.88    | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.5% 01-15-31                                                  | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   11621000 | PA      | $11763159.69   | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2                                   | BRAVO 2020-RPL2 A1 144A FRN 05-25-59                                                               | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1477110 | PA      | $1400472.70    | 0.00%             | 2059-05-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B20                                           | BMARK 2020-B20 AS 2.3748% 10-15-53                                                                 | CUSIP: 08162XBL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1450000 | PA      | $1255383.90    | 0.00%             | 2053-10-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.95% 06-15-52                                              | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     683000 | PA      | $625756.06     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32                                            | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   10025000 | PA      | $11842502.43   | 0.01%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 5.05% 05-15-35                                                 | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   14157000 | PA      | $14410778.38   | 0.01%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 4.8% 05-01-30                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2613800.51    | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A LIFE SR NON PREF 7.778% 06-20-54/53                                       | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   24119000 | PA      | $28678624.59   | 0.03%             | 2054-06-20      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| INGERSOLL-RAND INC                                                              | INGERSOLL RAND INC SR UNSEC 5.7% 08-14-33                                                          | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    4791000 | PA      | $5078325.85    | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV SR UNSEC 6.083% 09-11-27/26                                                           | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   12000000 | PA      | $12162168.00   | 0.01%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.581% 04-22-30/29                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7203000 | PA      | $7516647.43    | 0.01%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO Y CONSTITUCION SA                                               | CELULOSA ARAUCO Y CONSTITUCION SA 144A LIFE SR UNSEC 6.18% 05-05-32                                | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    2195000 | PA      | $2270837.25    | 0.00%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC SR UNSEC 4.4% 06-01-32                                                         | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    4268000 | PA      | $4262502.82    | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B20                                           | BMARK 2020-B20 A5 2.0341% 10-15-53                                                                 | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $7973136.00    | 0.01%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B21                                           | BMARK 2020-B21 AS 2.2543% 12-17-53                                                                 | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1600000 | PA      | $1403368.00    | 0.00%             | 2053-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27                                                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   23168000 | PA      | $23635321.73   | 0.02%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | JOHNSON & JOHNSON SR UNSEC 5.25% 06-01-54                                                          | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2559039.46    | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC SR UNSEC 5.05% 06-01-52                                                        | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    2799000 | PA      | $2541528.39    | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29                                           | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4032000 | PA      | $4241160.00    | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD4340 03-01-55                                                                      | CUSIP: 3140B4ZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     688040 | PA      | $707621.25     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ1787 08-01-54                                                                      | CUSIP: 3133CR6Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      56014 | PA      | $57651.53      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | JOHNSON & JOHNSON SR UNSEC 4.95% 06-01-34                                                          | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13656032.00   | 0.01%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.995% 07-22-30/29                                                    | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7120000 | PA      | $7310915.68    | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                                            | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   19801000 | PA      | $21196178.46   | 0.02%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.354% 12-02-28/27                                       | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10257300.00   | 0.01%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.294% 07-22-35/34                                                    | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5729000 | PA      | $5912534.24    | 0.01%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.979% 07-22-28/27                                                    | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14106000 | PA      | $14324826.38   | 0.01%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53                                                          | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   15236000 | PA      | $13396420.60   | 0.01%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33                                         | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    9377000 | PA      | $9957342.53    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.603% 10-22-30/29                                                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   29142000 | PA      | $29558147.76   | 0.03%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.505% 10-22-28/27                                                    | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   27736000 | PA      | $28011917.73   | 0.03%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| POSCO CO LTD                                                                    | POSCO 144A LIFE SR UNSEC 5.75% 01-17-28                                                            | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    5195000 | PA      | $5357982.74    | 0.01%             | 2028-01-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| POSCO CO LTD                                                                    | POSCO 144A LIFE SR UNSEC 5.875% 01-17-33                                                           | CUSIP: 73730EAE3<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |     630000 | PA      | $666880.20     | 0.00%             | 2033-01-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                           | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 6.125% 11-01-32                                        | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10182300.00   | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD                                        | VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD 144A LIFE SR SEC 1ST LIEN SF 5.9% 02-28-34                | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |    6403950 | PA      | $6676899.16    | 0.01%             | 2034-02-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD                                        | VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD REG S SR SEC 1ST LIEN SF 5.9% 02-28-34                    | CUSIP: N/A<br>LEI: 335800WU93PC1E28MY29       | Long             | DBT              | CORP              | IN        |    4987500 | PA      | $5200077.23    | 0.01%             | 2034-02-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   40352000 | PA      | $41027896.00   | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-15-30                                           | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $18095962.50   | 0.02%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.125% 03-15-53                                 | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1054000 | PA      | $989782.94     | 0.00%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 1.75% 01-20-31                                                 | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   18894000 | PA      | $16639530.13   | 0.02%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 3.4% 03-22-41                                                  | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2743951.00    | 0.00%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 4.75% 06-15-33                                                                | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1726000 | PA      | $1743273.81    | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 5.25% 06-15-53                                                                | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     426000 | PA      | $406507.09     | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 3.55% 03-22-51                                                 | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7109800.00    | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 2.987% 10-30-56                                                | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   34166000 | PA      | $20350807.07   | 0.02%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.45% 05-19-28                                      | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     140000 | PA      | $141874.32     | 0.00%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33                                      | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   69106000 | PA      | $69859739.14   | 0.07%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                               | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4553340.00    | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 2.85% 09-03-41                                                 | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   11023000 | PA      | $7951231.61    | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.11% 05-19-43                                      | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    3000000 | PA      | $2889822.00    | 0.00%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   33259000 | PA      | $31514232.86   | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54                                                           | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   16537000 | PA      | $14791370.82   | 0.02%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33                                          | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  114492000 | PA      | $123690058.30  | 0.13%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.582% 06-12-29/28                                       | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   39255000 | PA      | $40722940.73   | 0.04%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 5.125% 01-15-34                                                               | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41136840.00   | 0.04%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51                                 | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        500 | PA      | $270.37        | 0.00%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-26                                 | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95880026 | PA      | $95078553.81   | 0.10%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                 | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 7.25% 07-13-28/27                                           | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |    2565000 | PA      | $3220165.21    | 0.00%             | 2028-07-13      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS4736 05-01-53                                                                      | CUSIP: 3140XLHN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8638063 | PA      | $9011434.56    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 05-15-41                                                         | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15173900 | PA      | $11182549.76   | 0.01%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.75% 08-15-41                                                         | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  111952000 | PA      | $75697307.59   | 0.08%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1015 03-01-54                                                                      | CUSIP: 3142GRDV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4272157 | PA      | $4446648.79    | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DB5480 06-01-54                                                                      | CUSIP: 3140AFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2179892 | PA      | $2269069.40    | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.875% 09-30-26                                                        | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54857000 | PA      | $53783432.05   | 0.05%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 09-30-28                                                         | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14100000 | PA      | $13265566.23   | 0.01%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4968 08-01-54                                                                      | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     949055 | PA      | $975076.80     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8866 09-01-54                                                                      | CUSIP: 3140XQZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3802255 | PA      | $3931824.74    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-26                                 | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        477 | PA      | $472.29        | 0.00%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.125% 10-31-26                                                        | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   99997000 | PA      | $98004869.77   | 0.10%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8758 08-01-54                                                                      | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1947644 | PA      | $2007452.13    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ1576 08-01-54                                                                      | CUSIP: 3133CRXD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     794003 | PA      | $826343.82     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.0% 11-15-41                                                          | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     685000 | PA      | $478987.28     | 0.00%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.75% 01-31-29                                                         | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51932000 | PA      | $49213292.29   | 0.05%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5295 03-01-54                                                                      | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     759655 | PA      | $780659.93     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8464 09-01-54                                                                      | CUSIP: 3132DWMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16633167 | PA      | $17289927.65   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 02-15-52                                                         | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33578700 | PA      | $20426970.87   | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 02-15-32                                                        | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $22308595.00   | 0.02%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 MA5520 09-01-54                                                                      | CUSIP: 31418FD20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1999800 | PA      | $1854442.70    | 0.00%             | 2054-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8439 06-01-54                                                                      | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     290968 | PA      | $298923.38     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 02-28-27                                                        | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  107550900 | PA      | $105572135.52  | 0.11%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 04-30-29                                                        | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  204760000 | PA      | $200264883.24  | 0.20%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD2621 12-01-51                                                                      | CUSIP: 3133AY4E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1294423 | PA      | $1097698.23    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0369 01-01-52                                                                      | CUSIP: 3140XFMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4306851 | PA      | $3645732.15    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5354 05-01-54                                                                      | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      52781 | PA      | $54224.01      | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD5368 07-01-52                                                                      | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   41750686 | PA      | $35404665.59   | 0.04%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC6516 09-01-51                                                                      | CUSIP: 3133ARGZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     769560 | PA      | $651433.61     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA5119 07-01-53                                                                      | CUSIP: 31418EVM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      21240 | PA      | $17990.49      | 0.00%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3353 04-01-52                                                                      | CUSIP: 3140QNWP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27661 | PA      | $23457.48      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS6631 07-01-52                                                                      | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     768813 | PA      | $653398.35     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2092 11-01-51                                                                      | CUSIP: 3140QMKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   41896026 | PA      | $35464985.77   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8392 12-01-53                                                                      | CUSIP: 3132DWKD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1091888 | PA      | $1037433.81    | 0.00%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB6905 07-01-54                                                                      | CUSIP: 3140AGU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     503240 | PA      | $517100.06     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7278 10-01-50                                                                      | CUSIP: 3140QFCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5353219 | PA      | $4546028.24    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7093 04-01-51                                                                      | CUSIP: 3140XA3B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1823859 | PA      | $1543911.28    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7527 05-01-51                                                                      | CUSIP: 3140XBLH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4620862 | PA      | $3911550.75    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV1198 02-01-52                                                                      | CUSIP: 3140MEKL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     318673 | PA      | $270932.59     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS2660 02-01-52                                                                      | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1072164 | PA      | $909316.87     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1335 07-01-51                                                                      | CUSIP: 3140LPPV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17529455 | PA      | $14838560.86   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD6078 10-01-51                                                                      | CUSIP: 3132DTXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   31073189 | PA      | $26378744.80   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.5 FS4250 08-01-42                                                                      | CUSIP: 3140XKWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     386117 | PA      | $347031.81     | 0.00%             | 2042-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA6918 08-01-50                                                                      | CUSIP: 3140QEVL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5352860 | PA      | $4539123.20    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5435 06-01-51                                                                      | CUSIP: 3133KMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10814157 | PA      | $9154280.91    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8136 12-01-50                                                                      | CUSIP: 3140QGBE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3938501 | PA      | $3369233.79    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY0962 04-01-55                                                                      | CUSIP: 31426KB88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     646380 | PA      | $664210.35     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX5276 02-01-55                                                                      | CUSIP: 31426A2J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     166534 | PA      | $171150.12     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD6081 04-01-52                                                                      | CUSIP: 3132DTXJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4429361 | PA      | $3760536.09    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD6089 04-01-52                                                                      | CUSIP: 3132DTXS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6193957 | PA      | $5275702.72    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR9603 05-01-51                                                                      | CUSIP: 3140L8U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2370364 | PA      | $2006498.77    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD2101 12-01-51                                                                      | CUSIP: 3132DPKN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     228696 | PA      | $195043.24     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR7795 04-01-51                                                                      | CUSIP: 3140L6UV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      81712 | PA      | $69739.66      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FP0034 10-01-50                                                                      | CUSIP: 3140XTBC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     169883 | PA      | $144019.71     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4179 12-01-50                                                                      | CUSIP: 3133KKUC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      39277 | PA      | $33330.14      | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA6168 06-01-50                                                                      | CUSIP: 3140QD2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     175822 | PA      | $149094.82     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU3625 12-01-51                                                                      | CUSIP: 3140M5A39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     208499 | PA      | $177459.26     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU7516 12-01-51                                                                      | CUSIP: 3140M9K63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     229603 | PA      | $195565.16     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD2128 11-01-51                                                                      | CUSIP: 3133AYLH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      36788 | PA      | $31300.05      | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC2992 06-01-51                                                                      | CUSIP: 3133AMKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      56729 | PA      | $48359.81      | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD4251 03-01-55                                                                      | CUSIP: 3140B4WM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1102243 | PA      | $1132878.98    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC8824 12-01-54                                                                      | CUSIP: 3140AWYW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1146385 | PA      | $1178199.26    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0838 06-01-46                                                                      | CUSIP: 3140QK4Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      65190 | PA      | $56615.46      | 0.00%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM4579 10-01-50                                                                      | CUSIP: 3140X8CR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     208313 | PA      | $178172.15     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0976 03-01-47                                                                      | CUSIP: 3140XGCN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      50342 | PA      | $43431.92      | 0.00%             | 2047-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV3853 04-01-52                                                                      | CUSIP: 3140MHH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     259206 | PA      | $220260.49     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD3729 12-01-51                                                                      | CUSIP: 3132E0EA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     575791 | PA      | $488833.38     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.0 BF0762 09-01-63                                                                         | CUSIP: 3140FXZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31554758 | PA      | $27302312.86   | 0.03%             | 2063-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX8824 03-01-55                                                                      | CUSIP: 31426FYW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      25312 | PA      | $26117.01      | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX9923 03-01-55                                                                      | CUSIP: 31426HAZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     858455 | PA      | $887633.61     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6404 09-01-54                                                                      | CUSIP: 3132DUDH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9035466 | PA      | $9425753.10    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FARM 2024-2                                                                     | FARM 2024-2 A1 144A FRN 08-01-54                                                                   | CUSIP: 307910AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17814611 | PA      | $18148813.17   | 0.02%             | 2054-08-01      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB4425 07-01-54                                                                      | CUSIP: 3140AD4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     142260 | PA      | $146271.28     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX8129 03-01-55                                                                      | CUSIP: 31426FA72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1293826 | PA      | $1331869.30    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FARM 2024-2                                                                     | FARM 2024-2 A 144A FRN 08-01-54                                                                    | CUSIP: 307910AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15496621 | PA      | $15603548.08   | 0.02%             | 2054-08-01      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8484 11-01-54                                                                      | CUSIP: 3132DWM91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   24251922 | PA      | $23024701.66   | 0.02%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY1065 04-01-55                                                                      | CUSIP: 31426KFF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     574570 | PA      | $590864.58     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV8526 05-01-52                                                                      | CUSIP: 3140MNPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     699528 | PA      | $620672.64     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD1844 06-01-52                                                                      | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      99558 | PA      | $88710.50      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS1373 11-01-51                                                                      | CUSIP: 3140XGQ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     635363 | PA      | $562772.86     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4206 12-01-50                                                                      | CUSIP: 3133KKU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21057285 | PA      | $17842489.94   | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8487 12-01-54                                                                      | CUSIP: 3132DWNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13029501 | PA      | $12370169.01   | 0.01%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA4967 02-01-53                                                                      | CUSIP: 31418EQV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      87498 | PA      | $77506.70      | 0.00%             | 2053-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM6824 04-01-51                                                                      | CUSIP: 3140XASN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5059977 | PA      | $4095829.07    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CB6012 04-01-53                                                                      | CUSIP: 3140QRVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     543579 | PA      | $518042.42     | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6856 04-01-51                                                                      | CUSIP: 3140XATN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3139512 | PA      | $2681956.54    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BT6275 12-01-51                                                                      | CUSIP: 3140LU6M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1479443 | PA      | $1197937.45    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB4315 07-01-52                                                                      | CUSIP: 3140QPYM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     356730 | PA      | $316028.29     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0844 06-01-51                                                                      | CUSIP: 3140QK5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11941498 | PA      | $10108621.66   | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QJ3674 09-01-54                                                                      | CUSIP: 3133CUCK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     996011 | PA      | $945608.50     | 0.00%             | 2054-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7559 11-01-50                                                                      | CUSIP: 3140KTMH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     140606 | PA      | $114089.41     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7452 12-01-51                                                                      | CUSIP: 3140KTH65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     720586 | PA      | $583750.52     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5550 12-01-54                                                                      | CUSIP: 31418FEY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   24442144 | PA      | $23205298.66   | 0.02%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ6335 11-01-50                                                                      | CUSIP: 3140KSBD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1233846 | PA      | $1044745.95    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS1621 07-01-51                                                                      | CUSIP: 3140XGYT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     153290 | PA      | $124983.21     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SL1564 06-01-52                                                                      | CUSIP: 31427NW21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      48589 | PA      | $43163.03      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 DC4862 10-01-54                                                                      | CUSIP: 3140ASML9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     204533 | PA      | $194437.51     | 0.00%             | 2054-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FS7990 02-01-54                                                                      | CUSIP: 3140XP2Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1122867 | PA      | $1070701.79    | 0.00%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ6530 08-01-51                                                                      | CUSIP: 3140KSHG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     510906 | PA      | $414802.92     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RQ0026 07-01-55                                                                      | CUSIP: 3142J6A45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2674053 | PA      | $2668249.94    | 0.00%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RJ1873 05-01-54                                                                      | CUSIP: 3142GSCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     948258 | PA      | $802637.25     | 0.00%             | 2054-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB2781 09-01-50                                                                      | CUSIP: 3133A9CS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      14161 | PA      | $12058.83      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RQ0050 09-01-55                                                                      | CUSIP: 3142J6BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   32069376 | PA      | $32954843.03   | 0.03%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMA 30YR UMBS UMBS 4.0 MA5757 07-01-55                                                            | CUSIP: 31418FMF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     604658 | PA      | $573914.80     | 0.00%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0975 04-01-51                                                                      | CUSIP: 3132DNCL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     196668 | PA      | $166481.49     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR8465 04-01-51                                                                      | CUSIP: 3140L7MP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      65963 | PA      | $56328.42      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMA 30YR UMBS SUPER UMBS 3.0 FS8874 06-01-52                                                      | CUSIP: 3140XQ2G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     128283 | PA      | $113626.81     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0027 07-01-55                                                                      | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   97065295 | PA      | $98474488.78   | 0.10%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA9021 04-01-53                                                                      | CUSIP: 3133KRAW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      25078 | PA      | $21282.35      | 0.00%             | 2053-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BU5060 10-01-54                                                                      | CUSIP: 3140M6TS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     219534 | PA      | $208425.52     | 0.00%             | 2054-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS0671 02-01-52                                                                      | CUSIP: 3140XFW98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     102887 | PA      | $91163.60      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 890407 02-01-42                                                                      | CUSIP: 31410LGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     673063 | PA      | $658974.07     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC8618 10-01-51                                                                      | CUSIP: 3133ATSF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     179990 | PA      | $153419.62     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AE8073 12-01-40                                                                      | CUSIP: 31419J6K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     256874 | PA      | $251576.86     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS4728 05-01-52                                                                      | CUSIP: 3140XLHE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      87337 | PA      | $77358.76      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2545 01-01-52                                                                      | CUSIP: 3140QMZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     420336 | PA      | $372535.34     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.5 AL0658 08-01-41                                                                      | CUSIP: 3138EGWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     435479 | PA      | $438499.96     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA5036 04-01-53                                                                      | CUSIP: 31418ES27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     129430 | PA      | $114671.72     | 0.00%             | 2053-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5942 01-01-56                                                                      | CUSIP: 31418FS81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1187455 | PA      | $1127076.48    | 0.00%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 RQ0073 12-01-55                                                                      | CUSIP: 3142J6CK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     999900 | PA      | $949059.21     | 0.00%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QX7597 03-01-55                                                                      | CUSIP: 31426DNP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     945622 | PA      | $897765.52     | 0.00%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 DD6972 04-01-55                                                                      | CUSIP: 3140B7XA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     370879 | PA      | $352022.63     | 0.00%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5907 12-01-55                                                                      | CUSIP: 31418FR58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     999900 | PA      | $949059.53     | 0.00%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FA2841 08-01-52                                                                      | CUSIP: 3140W3EP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   42099362 | PA      | $37289509.84   | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SL2623 10-01-53                                                                      | CUSIP: 31427P4H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   30251600 | PA      | $26795355.12   | 0.03%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 CB9585 11-01-54                                                                      | CUSIP: 3140QVUK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     417299 | PA      | $439037.22     | 0.00%             | 2054-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AK6740 03-01-42                                                                      | CUSIP: 3138EBP25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2528086 | PA      | $2486557.62    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AV0786 11-01-43                                                                      | CUSIP: 3138XB2U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2225264 | PA      | $2176132.04    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q22946 150K MAX 11-01-43                                                                 | CUSIP: 3132JQHX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3283779 | PA      | $3199595.64    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5850 10-01-55                                                                      | CUSIP: 31418FQC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21942627 | PA      | $20826953.76   | 0.02%             | 2055-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 DE4679 07-01-55                                                                      | CUSIP: 3140BHFV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     499999 | PA      | $474576.75     | 0.00%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACK 2016-1X                                                                   | BLACK 2016-1X A1AR CLO REG S FRN 04-26-31                                                          | CUSIP: N/A<br>LEI: 549300K8V8PYC7UZSI28       | Long             | ABS-O            | CORP              | KY        |    3064343 | PA      | $3067168.12    | 0.00%             | 2031-04-26      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 RQ0024 07-01-55                                                                      | CUSIP: 3142J6A29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      13846 | PA      | $13141.56      | 0.00%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 RQ0061 11-01-55                                                                      | CUSIP: 3142J6B77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4999898 | PA      | $4745673.28    | 0.00%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 AT5898 06-01-43                                                                      | CUSIP: 3138WTRU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12231672 | PA      | $11312510.70   | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BJETS 2024-2A                                                                   | BJETS 2024-2A A 144A 5.364% 09-15-39                                                               | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15585259 | PA      | $15732742.45   | 0.02%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                        | BLAST 2024-4 B 4.77% 08-15-30                                                                      | CUSIP: 10806EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4138000 | PA      | $4158317.58    | 0.00%             | 2030-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                        | BLAST 2024-4 D 5.23% 08-15-30                                                                      | CUSIP: 10806EAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23675000 | PA      | $23908766.95   | 0.02%             | 2030-08-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                    | BMO 2024-5C8 AS FRN 12-15-57                                                                       | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10710000 | PA      | $11137050.54   | 0.01%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                       | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 4.9% 12-03-29                                     | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15282090.00   | 0.02%             | 2029-12-03      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 5.5% 01-15-55                                                           | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    5802000 | PA      | $5555861.75    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-1                                                                    | BLAST 2025-1 A3 4.67% 08-15-28                                                                     | CUSIP: 10806HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14679000 | PA      | $14715301.17   | 0.01%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CEDF 2016-6A                                                                    | CEDF 2016-6A CR3 CLO 144A FRN 04-20-34                                                             | CUSIP: 15032DBB6<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-O            | CORP              | KY        |    5000000 | PA      | $5007650.00    | 0.01%             | 2034-04-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CANYC 2021-1A                                                                   | CANYC 2021-1A DR CLO 144A FRN 04-15-34                                                             | CUSIP: 13877EAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $2984730.00    | 0.00%             | 2034-04-15      | Variable      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| CANYC 2021-1A                                                                   | CANYC 2021-1A BR CLO 144A FRN 04-15-34                                                             | CUSIP: 13877EAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $3002910.00    | 0.00%             | 2034-04-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 4.7% 01-15-30                                                           | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15285705.00   | 0.02%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                       | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.9% 01-07-28                              | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   10570000 | PA      | $10752142.24   | 0.01%             | 2028-01-07      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15-41A                                            | DRSLF 2015-41A AR CLO 144A FRN 04-15-31                                                            | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-O            | CORP              | KY        |    1620773 | PA      | $1621194.20    | 0.00%             | 2031-04-15      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST                                              | DCENT 2023-A1 A 4.31% 03-15-28                                                                     | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   36273000 | PA      | $36311485.65   | 0.04%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-3                                                  | DTAOT 2023-3A C 144A 6.4% 05-15-29                                                                 | CUSIP: 23345WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5863000 | PA      | $5913292.81    | 0.01%             | 2029-05-15      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_25-2                             | FORDF 2025-2 B 4.33% 09-15-30                                                                      | CUSIP: 34528QJW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2657000 | PA      | $2664965.69    | 0.00%             | 2030-09-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.245% 01-13-31/30                                     | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3200000 | PA      | $3301126.40    | 0.00%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SUB 6.02% 01-24-36/35                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3315000 | PA      | $3473483.52    | 0.00%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| FCBSL 2020-1A                                                                   | FCBSL 2020-1A CR CLO 144A FRN 10-20-33                                                             | CUSIP: 34962XAU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4950000 | PA      | $4954999.50    | 0.01%             | 2033-10-20      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2020-1A                                                                   | FCBSL 2020-1A BR CLO 144A FRN 10-20-33                                                             | CUSIP: 34962XAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2585000 | PA      | $2586990.45    | 0.00%             | 2033-10-20      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| FIAOT 2025-1A                                                                   | FIAOT 2025-1A B 144A 4.39% 01-15-31                                                                | CUSIP: 32059WAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4054000 | PA      | $4067945.76    | 0.00%             | 2031-01-15      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| FIAOT 2025-1A                                                                   | FIAOT 2025-1A A3 144A 4.25% 07-15-30                                                               | CUSIP: 32059WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2387000 | PA      | $2399006.61    | 0.00%             | 2030-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR UNSEC 6.12% 02-15-33                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   18605000 | PA      | $19221104.58   | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 03-15-30                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   43000000 | PA      | $44258051.00   | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                      | GCI 2021-1 A 144A 2.38% 06-18-46                                                                   | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4893297 | PA      | $4600247.39    | 0.00%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                      | GCI 2021-1 B 144A 3.04% 06-18-46                                                                   | CUSIP: 36166VAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     165077 | PA      | $151153.47     | 0.00%             | 2046-06-18      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1                             | GMREV 2022-1 A 144A 5.91% 10-11-35                                                                 | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42166000 | PA      | $43716781.15   | 0.04%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GREYWOLF CLO LTD GWOLF_13-1A                                                    | GWOLF 2013-1A B1RR CLO 144A FRN 04-15-34                                                           | CUSIP: 398079BE2<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-O            | CORP              | KY        |     500000 | PA      | $500750.00     | 0.00%             | 2034-04-15      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC SR UNSEC 5.1% 02-24-35                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   42187000 | PA      | $43367307.89   | 0.04%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC SR UNSEC 4.95% 02-24-32                                                          | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6401766.60    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-1                             | GMREV 2023-1 A 144A 5.12% 04-11-35                                                                 | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35338000 | PA      | $36323965.54   | 0.04%             | 2035-04-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                           | GCAR 2023-3A B 144A 5.89% 01-18-28                                                                 | CUSIP: 36267PAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1884417 | PA      | $1886751.39    | 0.00%             | 2028-01-18      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC SR UNSEC 4.687% 04-15-30                                                           | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15350295.00   | 0.02%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.786% 03-04-29/28                                                          | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   24309000 | PA      | $24660508.14   | 0.03%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                           | GCAR 2023-3A C 144A 6.01% 05-15-29                                                                 | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3969000 | PA      | $4004328.07    | 0.00%             | 2029-05-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                           | GCAR 2023-3A D 144A 6.44% 05-15-29                                                                 | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3589000 | PA      | $3679396.14    | 0.00%             | 2029-05-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                                           | CHEVRON PHILLIPS CHEMICAL CO LLC 144A LIFE SR UNSEC 4.75% 05-15-30                                 | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6833000 | PA      | $6925272.83    | 0.01%             | 2030-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 5.05% 06-15-35                                                                   | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   34232000 | PA      | $34834277.81   | 0.04%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_23-2                                     | GSAR 2023-2A A2 144A 6.37% 06-15-28                                                                | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     614159 | PA      | $617007.93     | 0.00%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-1                                     | GSAR 2024-1A A2 144A 5.24% 03-15-30                                                                | CUSIP: 37988XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3350672 | PA      | $3373694.23    | 0.00%             | 2030-03-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                    | GCAR 2024-1A B 144A 5.49% 07-17-28                                                                 | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6373167 | PA      | $6391490.10    | 0.01%             | 2028-07-17      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                    | GCAR 2024-1A D 144A 5.95% 12-17-29                                                                 | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9610000 | PA      | $9784882.78    | 0.01%             | 2029-12-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                            | COMMERCIAL METALS CO 144A LIFE SR UNSEC 6.0% 12-15-35                                              | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2918218.92    | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 7.375% 02-15-34                                                  | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2424650.63    | 0.00%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                    | GCAR 2024-1A C 144A 5.64% 12-17-29                                                                 | CUSIP: 36269HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12145000 | PA      | $12289221.88   | 0.01%             | 2029-12-17      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1                                  | GFORT 2024-1A A1 144A 5.13% 03-15-29                                                               | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9679000 | PA      | $9829247.12    | 0.01%             | 2029-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-2A                                                                    | GSAR 2024-2A A2 144A 5.58% 06-17-30                                                                | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5225309 | PA      | $5286878.46    | 0.01%             | 2030-06-17      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                    | GCAR 2024-2A C 144A 6.03% 02-15-30                                                                 | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14916000 | PA      | $15226118.56   | 0.02%             | 2030-02-15      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| GALC 2023-1                                                                     | GALC 2023-1 A3 144A 5.15% 07-15-27                                                                 | CUSIP: 39154TCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1055120 | PA      | $1061092.39    | 0.00%             | 2027-07-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC GALC_22-1                          | GALC 2022-1 A4 144A 5.35% 07-16-29                                                                 | CUSIP: 39154TBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12551000 | PA      | $12649876.78   | 0.01%             | 2029-07-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                     | GALC 2024-2 A3 144A 5.0% 09-15-28                                                                  | CUSIP: 39154GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15472000 | PA      | $15711924.30   | 0.02%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                     | GALC 2024-2 A4 144A 5.02% 05-15-31                                                                 | CUSIP: 39154GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10419000 | PA      | $10660741.64   | 0.01%             | 2031-05-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                     | GALC 2024-2 A2 144A 5.28% 03-15-27                                                                 | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     550055 | PA      | $552406.91     | 0.00%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                    | GCAR 2024-3A C 144A 5.21% 02-18-31                                                                 | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9109000 | PA      | $9223126.66    | 0.01%             | 2031-02-18      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                    | GCAR 2024-3A A3 144A 5.02% 04-17-28                                                                | CUSIP: 37989AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5808114 | PA      | $5817580.86    | 0.01%             | 2028-04-17      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                    | GCAR 2024-3A B 144A 5.08% 01-16-29                                                                 | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8308000 | PA      | $8361179.51    | 0.01%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| GMREV 2024-2                                                                    | GMREV 2024-2 A 144A 4.52% 03-11-37                                                                 | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29583000 | PA      | $30101264.58   | 0.03%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD GOCAP_16-31A                                     | GOCAP 2016-31A A1RR CLO 144A FRN 11-05-37                                                          | CUSIP: 38180JAA8<br>LEI: 254900IYMACYUBOF5J66 | Long             | ABS-O            | CORP              | KY        |    5000000 | PA      | $5012400.00    | 0.01%             | 2037-11-05      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                    | GSAR 2024-4A A2 144A 4.43% 12-17-29                                                                | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4672883 | PA      | $4691032.57    | 0.00%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                    | GSAR 2024-4A B 144A 4.5% 11-15-30                                                                  | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1395000 | PA      | $1402281.90    | 0.00%             | 2030-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                    | GSAR 2024-4A C 144A 4.75% 11-15-30                                                                 | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3339000 | PA      | $3370603.64    | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                    | GSAR 2024-4A D 144A 5.28% 10-15-31                                                                 | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3344000 | PA      | $3382787.06    | 0.00%             | 2031-10-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GMCAR 2024-4                                                                    | GMCAR 2024-4 A3 4.4% 08-16-29                                                                      | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16818000 | PA      | $16949617.67   | 0.02%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-4                                                                    | GMCAR 2024-4 B 4.67% 05-16-30                                                                      | CUSIP: 38014AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1222000 | PA      | $1235835.48    | 0.00%             | 2030-05-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP SR UNSEC 3.0% 05-15-26                                                             | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    5589000 | PA      | $5570092.41    | 0.01%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMPETITION TEAM TECHNOLOGIES LTD                                               | COMPETITION TEAM TECHNOLOGIES LTD REG S SR UNSEC 4.25% 03-12-29                                    | CUSIP: N/A<br>LEI: 254900B6P01H4XAT6880       | Long             | DBT              | CORP              | BS        |    3000000 | PA      | $3010209.00    | 0.00%             | 2029-03-12      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                    | GCAR 2024-4A C 144A 5.1% 06-17-30                                                                  | CUSIP: 36270YAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13825000 | PA      | $13984139.58   | 0.01%             | 2030-06-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                    | GCAR 2024-4A D 144A 5.65% 07-15-30                                                                 | CUSIP: 36270YAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15909000 | PA      | $16159169.03   | 0.02%             | 2030-07-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 5.375% 06-01-29                                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2671380.00    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                               | CLEAN HARBORS INC 144A LIFE SR UNSEC 5.125% 07-15-29                                               | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10017590.00   | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                    | GCAR 2024-4A A2 144A 4.76% 10-15-27                                                                | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1635595 | PA      | $1636293.69    | 0.00%             | 2027-10-15      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                    | GCAR 2024-4A B 144A 4.89% 04-16-29                                                                 | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7548000 | PA      | $7598201.75    | 0.01%             | 2029-04-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.125% 07-01-49                               | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $4621747.30    | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 3.25% 08-15-29                                                            | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   10362000 | PA      | $10006521.23   | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                    | GCAR 2024-4A A3 144A 4.75% 07-17-28                                                                | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3109000 | PA      | $3117929.05    | 0.00%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                    | GSAR 2025-1A D 144A 5.74% 04-15-32                                                                 | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2092000 | PA      | $2139044.90    | 0.00%             | 2032-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 2.4% 02-15-30                                                                    | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   11598000 | PA      | $10868706.16   | 0.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30                                                      | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9665000 | PA      | $9236540.89    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                    | GSAR 2025-1A C 144A 5.26% 03-15-31                                                                 | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1046000 | PA      | $1068656.36    | 0.00%             | 2031-03-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                    | GSAR 2025-1A A2 144A 4.71% 04-15-30                                                                | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7451414 | PA      | $7509304.35    | 0.01%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (19) (II) LTD                                        | CK HUTCHISON INTERNATIONAL 19 II LTD REG S SR UNSEC 3.375% 09-06-49                                | CUSIP: N/A<br>LEI: 2549000ZHWNMHC09DR77       | Long             | DBT              | CORP              | KY        |    3700000 | PA      | $2703279.20    | 0.00%             | 2049-09-06      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                                 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   43633000 | PA      | $32808830.79   | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1                                                                    | HACLN 2025-1 B 144A 4.957% 03-21-33                                                                | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27811966 | PA      | $28063469.88   | 0.03%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-3                                      | HERTZ 2025-3A B 144A 5.59% 12-26-29                                                                | CUSIP: 42806MDC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7479000 | PA      | $7607399.47    | 0.01%             | 2029-12-26      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                       | HERTZ 2025-4A B 144A 5.9% 12-25-31                                                                 | CUSIP: 42806MDG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4223000 | PA      | $4339022.70    | 0.00%             | 2031-12-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-3                                      | HERTZ 2025-3A A 144A 5.06% 12-26-29                                                                | CUSIP: 42806MDB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18863000 | PA      | $19125044.80   | 0.02%             | 2029-12-26      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-3                                      | HERTZ 2025-3A C 144A 6.13% 12-26-29                                                                | CUSIP: 42806MDD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5167000 | PA      | $5255247.19    | 0.01%             | 2029-12-26      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                       | HERTZ 2025-4A C 144A 6.48% 12-25-31                                                                | CUSIP: 42806MDH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     949000 | PA      | $972606.38     | 0.00%             | 2031-12-25      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                       | HERTZ 2025-4A A 144A 5.41% 12-25-31                                                                | CUSIP: 42806MDF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23867000 | PA      | $24566040.56   | 0.02%             | 2031-12-25      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-1A                                                                   | HPEFS 2025-1A A3 144A 4.43% 09-20-32                                                               | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1322000 | PA      | $1332314.24    | 0.00%             | 2032-09-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-2A                                                                   | HPEFS 2025-2A C 144A 4.41% 11-22-32                                                                | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4234000 | PA      | $4239504.20    | 0.00%             | 2032-11-22      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-2A                                                                   | HPEFS 2025-2A A3 144A 4.03% 11-22-32                                                               | CUSIP: 442927AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8535000 | PA      | $8555842.47    | 0.01%             | 2032-11-22      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-2A                                                                   | HPEFS 2025-2A B 144A 4.21% 11-22-32                                                                | CUSIP: 442927AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2448000 | PA      | $2451321.94    | 0.00%             | 2032-11-22      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| HFMOT 2025-1A                                                                   | HFMOT 2025-1A A 144A 4.01% 10-15-30                                                                | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   41755000 | PA      | $41803853.35   | 0.04%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-6                                      | HERTZ 2025-6A A 144A 4.89% 05-25-32                                                                | CUSIP: 42806MDQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23461000 | PA      | $23611619.62   | 0.02%             | 2032-05-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-5                                      | HERTZ 2025-5A C 144A 5.5% 05-25-30                                                                 | CUSIP: 42806MDN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1644000 | PA      | $1645890.60    | 0.00%             | 2030-05-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-5                                      | HERTZ 2025-5A A 144A 4.62% 05-25-30                                                                | CUSIP: 42806MDL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15162000 | PA      | $15150628.50   | 0.02%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-6                                      | HERTZ 2025-6A C 144A 5.82% 05-25-32                                                                | CUSIP: 42806MDS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2335000 | PA      | $2338549.20    | 0.00%             | 2032-05-25      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| JDOT 2024-B                                                                     | JDOT 2024-B A3 5.2% 03-15-29                                                                       | CUSIP: 47786WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6126000 | PA      | $6215978.69    | 0.01%             | 2029-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JTWN 2021-16A                                                                   | JTWN 2021-16A CR CLO 144A FRN 07-25-34                                                             | CUSIP: 47048RAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2960000 | PA      | $2960828.80    | 0.00%             | 2034-07-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 11 LLC                                                                  | KKR 11 AR CLO 144A FRN 01-15-31                                                                    | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-O            | CORP              | US        |    3468165 | PA      | $3470142.23    | 0.00%             | 2031-01-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| KCOT 2024-2A                                                                    | KCOT 2024-2A A2 144A 5.45% 04-15-27                                                                | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3371910 | PA      | $3383414.88    | 0.00%             | 2027-04-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                           | LADAR 2022-1A B 144A 5.87% 09-15-27                                                                | CUSIP: 501687AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1267468 | PA      | $1269140.93    | 0.00%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 01-31-29                                                          | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21384000 | PA      | $21659652.59   | 0.02%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 02-15-27                                                        | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  164330000 | PA      | $165424470.67  | 0.17%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 02-15-28                                                         | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18000000 | PA      | $18276895.80   | 0.02%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 02-15-45                                                         | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  200842000 | PA      | $200092397.40  | 0.20%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55                                 | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  326020050 | PA      | $309515386.16  | 0.31%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 02-29-32                                                        | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  154346300 | PA      | $156591961.49  | 0.16%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 02-28-27                                                        | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  267039800 | PA      | $268845896.98  | 0.27%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STATE OF VICTORIA AUSTRALIA                                                     | TREASURY CORP OF VICTORIA AUD 5.5% 09-15-39                                                        | CUSIP: N/A<br>LEI: 98450066F0AF9A5F9744       | Long             | DBT              | NUSS              | AU        |   22079000 | PA      | $14385362.27   | 0.01%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 04-15-28                                                         | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     310600 | PA      | $312233.20     | 0.00%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 04-30-32                                                          | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  285000000 | PA      | $286984483.50  | 0.29%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 04-30-27                                                         | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  279020400 | PA      | $279895128.95  | 0.28%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 04-30-30                                                        | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  429435700 | PA      | $432857787.21  | 0.44%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 05-15-55                                                         | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  189316100 | PA      | $186457010.39  | 0.19%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 05-15-35                                                         | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67536000 | PA      | $68148051.75   | 0.07%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.12% 05-31-32                                                         | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  175000000 | PA      | $177372037.50  | 0.18%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 2.65% 02-01-30                                                               | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   14401000 | PA      | $13597150.58   | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.666% 01-29-31/30                                                          | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9092000 | PA      | $8512803.23    | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 05-31-30                                                          | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8790000 | PA      | $8903308.37    | 0.01%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 06-30-27                                                         | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  888201800 | PA      | $891636209.90  | 0.90%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18675000 | PA      | $17595062.10   | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.412% 03-31-31/30                                                          | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $3425400.73    | 0.00%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 06-30-32                                                          | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  406926400 | PA      | $409517381.77  | 0.42%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 06-30-30                                                        | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23620300 | PA      | $23800220.55   | 0.02%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 3.75% 04-01-40                                                               | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6430000 | PA      | $5304782.15    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   18250000 | PA      | $18082392.00   | 0.02%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 07-15-28                                                        | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4516300 | PA      | $4555112.18    | 0.00%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.875% 07-15-35                                 | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  271722520 | PA      | $271149268.00  | 0.28%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 07-31-32                                                          | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  532342000 | PA      | $535418830.29  | 0.54%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 07-31-27                                                        | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1567597700 | PA      | $1576801222.86 | 1.60%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 07-31-30                                                        | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 2258857000 | PA      | $2275974844.23 | 2.31%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 08-15-35                                                         | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  655508000 | PA      | $660731612.15  | 0.67%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 08-15-55                                                         | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1194199000 | PA      | $1176652395.25 | 1.19%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 08-15-28                                                        | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11694900 | PA      | $11725041.27   | 0.01%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.875% 08-15-45                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  187446400 | PA      | $189526249.02  | 0.19%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.62% 08-31-27                                                         | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  204448900 | PA      | $204897113.32  | 0.21%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 08-31-32                                                        | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5002000 | PA      | $4991448.78    | 0.01%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 08-31-30                                                        | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  110157600 | PA      | $109785201.22  | 0.11%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 09-15-28                                                        | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   93654200 | PA      | $93281521.84   | 0.09%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 09-30-27                                                          | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  772214000 | PA      | $772442343.68  | 0.78%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 09-30-30                                                        | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  365443000 | PA      | $364115418.67  | 0.37%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB6468 06-01-53                                                                      | CUSIP: 3140QSFJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5396562 | PA      | $5653945.72    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB6490 06-01-53                                                                      | CUSIP: 3140QSF89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6961077 | PA      | $7254591.17    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB6486 06-01-53                                                                      | CUSIP: 3140QSF48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15490451 | PA      | $15967448.34   | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.8% 04-01-31                                 | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   12775000 | PA      | $11500374.38   | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                                 | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |  159303000 | PA      | $100668982.00  | 0.10%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 2.875% 05-01-30                                                  | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    8545000 | PA      | $8045382.40    | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 4.25% 12-15-27                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   57049000 | PA      | $56748465.87   | 0.06%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 3.375% 02-15-30                                                              | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   41054000 | PA      | $37843946.69   | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 4.625% 12-15-29                                                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   41433000 | PA      | $40216692.85   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 6.0% 06-01-63                                                             | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7180000 | PA      | $6964937.46    | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG SR UNSEC 4.55% 04-17-26                                                               | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7000000 | PA      | $7012180.00    | 0.01%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                        | COTY INC 144A LIFE SR UNSEC 6.625% 07-15-30                                                        | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   10276000 | PA      | $10567519.84   | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                        | COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 5.927% 08-15-30                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8474992.00    | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                        | COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 6.497% 08-15-43                             | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3869000 | PA      | $4105121.20    | 0.00%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                        | COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 6.544% 11-15-53                             | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8155000 | PA      | $8725213.91    | 0.01%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 5.55% 03-15-54                                                          | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   11488000 | PA      | $11065333.50   | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 7.05% 11-15-30                                                   | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   61803000 | PA      | $65171078.09   | 0.07%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 7.2% 11-15-33                                                    | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   10425000 | PA      | $11022258.68   | 0.01%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 6.85% 11-15-28                                                   | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   63122000 | PA      | $66087787.17   | 0.07%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 5.2% 11-15-33                                                                    | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    7866000 | PA      | $8193123.34    | 0.01%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33                                               | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1872000 | PA      | $2089294.27    | 0.00%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                           | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.625% 11-01-30                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    4665000 | PA      | $4892068.88    | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                         | CHARLES SCHWAB CORP SR UNSEC 6.196% 11-17-29/28                                                    | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5290330.00    | 0.01%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | CREDIT AGRICOLE SA 144A LIFE SR NON PREF 5.335% 01-10-30/29                                        | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $15459480.00   | 0.02%             | 2030-01-10      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                    | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.841% 01-23-30/29                                           | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   65428000 | PA      | $68254685.88   | 0.07%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 5.706% 02-08-28/27                                                    | CUSIP: 251526CV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17768000 | PA      | $18052714.43   | 0.02%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.15% 02-15-34                                                            | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1442000 | PA      | $1431918.98    | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.6% 02-15-54                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    5724000 | PA      | $4980486.74    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO SR UNSEC 5.1% 03-01-29                                                               | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $8866717.10    | 0.01%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                       | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 10-31-46                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    3106000 | PA      | $2738703.08    | 0.00%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                      | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 6.75% 12-30-31                                               | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    5645000 | PA      | $6353374.12    | 0.01%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.45% 12-18-26                    | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2307318.83    | 0.00%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30                           | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    4913000 | PA      | $4299268.04    | 0.00%             | 2030-08-07      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 2.3% 11-01-30                            | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    1422000 | PA      | $1283987.79    | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.832% 10-15-27                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     173000 | PA      | $166120.14     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                             | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 4.345% 09-17-27                                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   23000000 | PA      | $22705025.00   | 0.02%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                             | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 4.81% 09-17-30                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    7308000 | PA      | $6894374.51    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG ENERGY INC 144A LIFE SR UNSEC 3.625% 02-15-31                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4675265.00    | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                              | NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.8% 01-14-26                     | CUSIP: 66815L2A6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    2062000 | PA      | $2059783.35    | 0.00%             | 2026-01-14      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.85% 01-15-26                          | CUSIP: 64952WDW0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    3803000 | PA      | $3799022.06    | 0.00%             | 2026-01-15      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.75% 03-09-28                                   | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   11315000 | PA      | $10759456.13   | 0.01%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 2.25% 04-01-31                                            | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    5199000 | PA      | $4723707.42    | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                               | NOVANT HEALTH INC SR UNSEC 3.168% 11-01-51                                                         | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $3677151.50    | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 1.85% 09-16-26                                   | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    4874000 | PA      | $4770334.89    | 0.00%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.45% 09-15-28                                   | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13948365.00   | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 5.5% 03-15-29                                                                | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9934360.00    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 1.875% 01-15-27                                       | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1439551.89    | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                       | NEWS CORP 144A LIFE SR UNSEC 5.125% 02-15-32                                                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    8175000 | PA      | $8061334.80    | 0.01%             | 2032-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 3.25% 04-07-27                          | CUSIP: 64952WEQ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    2164000 | PA      | $2152154.26    | 0.00%             | 2027-04-07      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC SR UNSEC 5.0% 06-15-52                                                                | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      24000 | PA      | $21379.87      | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.55% 01-28-33                          | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    3067000 | PA      | $3058311.19    | 0.00%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33                                                      | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   11653000 | PA      | $11626337.94   | 0.01%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 5.15% 04-01-35                                                               | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   91112000 | PA      | $92634390.41   | 0.09%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 5.7% 04-01-55                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   37250000 | PA      | $36991224.25   | 0.04%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 4.85% 04-01-30                                                               | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   30215000 | PA      | $30869124.54   | 0.03%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD REG S SR UNSEC 3.68% 04-22-41                                                 | CUSIP: 88032XBB9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |     794000 | PA      | $669673.89     | 0.00%             | 2041-04-22      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                 | TSMC GLOBAL LTD REG S SR UNSEC 1.75% 04-23-28                                                      | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | TW        |    5000000 | PA      | $4769240.00    | 0.00%             | 2028-04-23      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                 | TSMC GLOBAL LTD REG S SR UNSEC 2.25% 04-23-31                                                      | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | TW        |   11000000 | PA      | $9991234.00    | 0.01%             | 2031-04-23      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                 | TSMC GLOBAL LTD REG S SR UNSEC 1.25% 04-23-26                                                      | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | TW        |   10000000 | PA      | $9916560.00    | 0.01%             | 2026-04-23      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.0% 02-15-41                                                            | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3131406.60    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.75% 04-15-27                                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9971680.00    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                                           | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $11423350.00   | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.875% 04-15-30                                                          | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   14367000 | PA      | $14130907.09   | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.05% 02-15-28                                                           | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     221000 | PA      | $212232.49     | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                              | TRITON CONTAINER INTERNATIONAL LTD 144A LIFE SR UNSEC 3.15% 06-15-31                               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |   15346000 | PA      | $13851882.75   | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                               | TSMC ARIZONA CORP SR UNSEC 3.25% 10-25-51                                                          | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8319685.00    | 0.01%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                               | TSMC ARIZONA CORP SR UNSEC 3.125% 10-25-41                                                         | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4031855.00    | 0.00%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                            | DTE ELECTRIC CO SR SEC 1ST LIEN 4.85% 12-01-26                                                     | CUSIP: 23338VAU0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1363726.80    | 0.00%             | 2026-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC SR UNSEC 5.75% 04-18-54                                                     | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7095195.00    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                               | DEVON ENERGY CORP SR UNSEC 5.2% 09-15-34                                                           | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $22908483.00   | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 5.5% 02-12-55                                                              | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   30556000 | PA      | $30617631.45   | 0.03%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.75% 05-09-27                             | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    9980000 | PA      | $10017973.90   | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29                            | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   98810000 | PA      | $100006687.91  | 0.10%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   42665000 | PA      | $44640346.84   | 0.05%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC SR UNSEC 5.35% 01-15-36                                                          | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    4545000 | PA      | $4672046.39    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                     | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33                   | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8590927 | PA      | $8590927.00    | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| TSMC ARIZONA CORP                                                               | TSMC ARIZONA CORP SR UNSEC 4.25% 04-22-32                                                          | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8021096.00    | 0.01%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                          | ENGIE ENERGIA CHILE SA 144A LIFE SR UNSEC 3.4% 01-28-30                                            | CUSIP: 29287TAA7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    7054000 | PA      | $6652056.03    | 0.01%             | 2030-01-28      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 2.9% 03-15-51                                                | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   14533000 | PA      | $9154830.82    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TRANSPORTADORA DE GAS DEL PERU SA                                               | TRANSPORTADORA DE GAS DEL PERU SA REG S SR UNSEC SF 4.25% 04-30-28                                 | CUSIP: N/A<br>LEI: 529900SKHHNI5HVI0Y66       | Long             | DBT              | CORP              | PE        |     514200 | PA      | $513789.15     | 0.00%             | 2028-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.4% 10-15-52                                                            | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   33939000 | PA      | $22837790.67   | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP SR UNSEC 4.227% 03-19-40                                                          | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1835542.00    | 0.00%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP SR UNSEC 3.482% 03-19-30                                                          | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9784990.00    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.7% 03-15-32                                                            | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     429000 | PA      | $385830.16     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | TORONTO-DOMINION BANK SR UNSEC 5.156% 01-10-28                                                     | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    8213000 | PA      | $8402851.71    | 0.01%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP SR UNSEC 2.61% 10-15-30                                                           | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   27900000 | PA      | $26170200.00   | 0.03%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51                                                          | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    6702000 | PA      | $4813946.07    | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO SR SEC 1ST LIEN 2.625% 03-15-51                                                  | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     132000 | PA      | $80077.67      | 0.00%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 2.095% 02-11-32/31                                                 | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   11788000 | PA      | $10462050.40   | 0.01%             | 2032-02-11      | Variable      | 2.10%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 2.15% 07-15-30                                                                | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    2678000 | PA      | $2431224.98    | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                                                         | ENN ENERGY HOLDINGS LTD 144A LIFE SR UNSEC 2.625% 09-17-30                                         | CUSIP: 26876FAC6<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | CN        |    1143000 | PA      | $1057189.28    | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                        | UNITED OVERSEAS BANK LTD 144A LIFE SUB 2.0% 10-14-31/26                                            | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    8430000 | PA      | $8279170.44    | 0.01%             | 2031-10-14      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BMK_21-B24                                                                      | BMARK 2021-B24 A4 2.2638% 03-15-54                                                                 | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6750000 | PA      | $6106792.50    | 0.01%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BXP TRUST BXP_17-GM                                                             | BXP 2017-GM A 144A 3.379% 06-13-39                                                                 | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5963000 | PA      | $5857270.05    | 0.01%             | 2039-06-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2021-B25                                                                  | BMARK 2021-B25 A5 2.577% 04-15-54                                                                  | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24661000 | PA      | $22201361.18   | 0.02%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 1.55% 03-15-28                                                                | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     661000 | PA      | $627337.25     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                         | ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30                                      | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |    9848000 | PA      | $9168901.62    | 0.01%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST CFCRE_16-C7                                     | CFCRE 2016-C7 A2 3.5853% 12-10-54                                                                  | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1759537 | PA      | $1746600.76    | 0.00%             | 2054-12-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_16-COR1                                                | COMM 2016-COR1 A4 3.091% 10-10-49                                                                  | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $3958140.00    | 0.00%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | ENTERGY CORP SR UNSEC 1.9% 06-15-28                                                                | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    6531000 | PA      | $6200230.97    | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | ENTERGY CORP SR UNSEC 2.4% 06-15-31                                                                | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    3764000 | PA      | $3386248.72    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                     | ENERGEAN ISRAEL FINANCE LTD 144A LIFE/REG S SR SEC 1ST LIEN 5.875% 03-30-31                        | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    4000000 | PA      | $3878876.00    | 0.00%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 2.35% 06-15-32                                               | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     395000 | PA      | $348698.50     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3                                                                     | CD 2017-CD3 A4 3.631% 02-10-50                                                                     | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $976646.00     | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_17-B1                                 | CGCMT 17-B1 A3 3.197% 08-15-50/07-16-27                                                            | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5947452 | PA      | $5861171.82    | 0.01%             | 2050-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 2.0% 05-05-27/26                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |   10715000 | PA      | $12573304.08   | 0.01%             | 2027-05-05      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 2.5% 05-15-31                                                                 | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2535005.20    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_17-CX9                                    | CSAIL 2017-CX9 A4 3.1755% 09-15-50                                                                 | CUSIP: 12595FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2330188 | PA      | $2294202.44    | 0.00%             | 2050-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_17-COR2                                                | COMM 2017-COR2 A2 3.239% 09-10-50                                                                  | CUSIP: 12595EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     825451 | PA      | $815651.23     | 0.00%             | 2050-09-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_17-COR2                                                | COMM 2017-COR2 A3 3.51% 09-10-50                                                                   | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2261000 | PA      | $2232063.72    | 0.00%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-C4                                                                   | CGCMT 17-C4 A4 3.471% 10-12-50/09-14-27                                                            | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2930000 | PA      | $2891529.10    | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 3.4% 02-15-52                                                                 | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2143546.08    | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD                                   | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD REG S SR UNSEC 3.375% 05-12-26                       | CUSIP: N/A<br>LEI: 3003009YZ3S5V395NR77       | Long             | DBT              | CORP              | VG        |    9060000 | PA      | $9007461.06    | 0.01%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CD 2017-CD6                                                                     | CD 17-CD6 A5 3.456% 11-13-50/10-18-27                                                              | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5888000 | PA      | $5816543.23    | 0.01%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10                                                                 | CSAIL 2017-CX10 A4 3.1908% 11-15-50                                                                | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      56000 | PA      | $55269.37      | 0.00%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                    | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 6.5% 06-01-29                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2855000 | PA      | $2959164.68    | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 4.85% 06-25-31                                                             | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   16291000 | PA      | $16852273.82   | 0.02%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF1                                 | CF 2019-CF1 AS 4.0273% 05-15-52                                                                    | CUSIP: 12529MAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1255000 | PA      | $1205294.47    | 0.00%             | 2052-05-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CGCMT 2019-GC41                                                                 | CGCMT 19-GC41 A4 2.62% 08-10-56/07-12-29                                                           | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $189358.60     | 0.00%             | 2056-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.4% 06-24-31                                                | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4658607.00    | 0.00%             | 2031-06-24      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.55% 09-26-29                                          | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   24606000 | PA      | $24763601.43   | 0.03%             | 2029-09-26      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C17                                    | CSAIL 2019-C17 A5 3.0161% 09-15-52                                                                 | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1889872.00    | 0.00%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_19-G44                                                 | COMM 2019-GC44 AM 3.263% 08-15-57                                                                  | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     804880 | PA      | $753836.93     | 0.00%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                       | HUNTINGTON BANCSHARES INC SR UNSEC 5.272% 01-15-31/30                                              | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15437070.00   | 0.02%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.286% 11-19-30/29                                                      | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5278000 | PA      | $5447508.25    | 0.01%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BD2440 01-01-47                                                                      | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1447025 | PA      | $1366855.07    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_K079                | FHMS K079 A2 (MF) 3.926% 06-25-28                                                                  | CUSIP: 3137FGZT5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     172000 | PA      | $172305.47     | 0.00%             | 2028-06-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNA_18-M12                                                       | FNA 2018-M12 A2 FRN 08-25-30                                                                       | CUSIP: 3136B26W7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3038300 | PA      | $2987357.20    | 0.00%             | 2030-08-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7028 09-01-50                                                                      | CUSIP: 3140QEY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5848491 | PA      | $5062792.75    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.0% 01-07-28                                           | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15240690.00   | 0.02%             | 2028-01-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 01-08-30                                           | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   37000000 | PA      | $38141709.00   | 0.04%             | 2030-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                    | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.875% 03-01-28                                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1605135.03    | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HPHT FINANCE 25 LTD                                                             | HPHT FINANCE 25 LTD REG S SR UNSEC (B) 5.0% 02-21-30                                               | CUSIP: N/A<br>LEI: 391200WO1HJV9NKDQI47       | Long             | DBT              | CORP              | HK        |    9600000 | PA      | $9775008.00    | 0.01%             | 2030-02-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB0290 04-01-51                                                                      | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2608222 | PA      | $2127412.18    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QD7089 02-01-52                                                                      | CUSIP: 3133B42W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4203771 | PA      | $3917389.48    | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.45% 03-03-36/35                                                       | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   31448000 | PA      | $32459713.61   | 0.03%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 02-15-28                                                         | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15156000 | PA      | $14929166.21   | 0.02%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                    | GCAR 2024-2A A3 144A 5.64% 01-18-28                                                                | CUSIP: 37964VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1343738 | PA      | $1344924.87    | 0.00%             | 2028-01-18      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                    | GCAR 2024-2A B 144A 5.77% 11-15-28                                                                 | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10734000 | PA      | $10807023.40   | 0.01%             | 2028-11-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                    | GCAR 2024-2A E 144A 7.98% 05-15-31                                                                 | CUSIP: 37964VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1170000 | PA      | $1223163.63    | 0.00%             | 2031-05-15      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 1.915% 02-01-27                                                  | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    4959000 | PA      | $4841179.12    | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 05-15-28                                                        | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41927000 | PA      | $41337401.56   | 0.04%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.125% 05-15-48                                                        | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1150000 | PA      | $874894.13     | 0.00%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2866 02-01-52                                                                      | CUSIP: 3140QNFG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     804118 | PA      | $684407.17     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ7478 04-01-52                                                                      | CUSIP: 3140KTJY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     210852 | PA      | $179293.55     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 3.132% 12-01-51                                                  | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     663000 | PA      | $417660.83     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC SR UNSEC 2.75% 06-01-26                                                                  | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7956352.00    | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE2310 04-01-52                                                                      | CUSIP: 3133BBR76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     589967 | PA      | $503400.18     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ7435 09-01-51                                                                      | CUSIP: 3140KTHM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1162671 | PA      | $990020.13     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA SR NON PREF 5.294% 08-18-27                                                     | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9800000 | PA      | $9985523.80    | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 5.802% 10-25-28/27                                           | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10339220.00   | 0.01%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC9156 10-01-51                                                                      | CUSIP: 3133AUE53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     143820 | PA      | $122551.42     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV5642 03-01-52                                                                      | CUSIP: 3140MKHU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      22063 | PA      | $18708.08      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 08-15-49                                                         | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  116759500 | PA      | $73412547.30   | 0.07%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.625% 11-30-26                                                        | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        100 | PA      | $98.29         | 0.00%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA4805 11-01-52                                                                      | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6321557 | PA      | $6197977.03    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV2584 07-01-52                                                                      | CUSIP: 3140MF2S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     411416 | PA      | $349661.12     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.5% 06-30-27                                                          | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6000000 | PA      | $5741368.80    | 0.01%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B27                                           | BMARK 2021-B27 A5 2.39% 07-15-54                                                                   | CUSIP: 08163HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3785000 | PA      | $3379789.26    | 0.00%             | 2054-07-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC SR UNSEC 7.437% 11-02-33/32                                                           | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $22877200.00   | 0.02%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                              | BLACKSTONE HOLDINGS FINANCE CO LLC 144A LIFE SR UNSEC 5.9% 11-03-27                                | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $5551079.63    | 0.01%             | 2027-11-03      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                             | BX 2021-ACNT A 144A FRN 11-15-38                                                                   | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   51717721 | PA      | $51697861.53   | 0.05%             | 2038-11-15      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-RISE                                                             | BX 2021-RISE A 144A FRN 11-15-36                                                                   | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   63396301 | PA      | $63364159.26   | 0.06%             | 2036-11-15      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BW4142 07-01-52                                                                      | CUSIP: 3140MVS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      42622 | PA      | $36280.23      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8730 06-01-52                                                                      | CUSIP: 3140MAVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3784103 | PA      | $3219621.09    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV2655 03-01-52                                                                      | CUSIP: 3140MF5R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     276849 | PA      | $235893.40     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC4006 06-01-51                                                                      | CUSIP: 3133ANNX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      39383 | PA      | $33338.07      | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMARK 2021-B31                                                                  | BMARK 2021-B31 A5 2.669% 12-15-54                                                                  | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4485245.00    | 0.00%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1                                   | BRAVO 2022-RPL1 A1 144A 2.75% 09-25-61                                                             | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2256094 | PA      | $2083391.89    | 0.00%             | 2061-09-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0615 03-01-52                                                                      | CUSIP: 3133B9VG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     115803 | PA      | $98407.61      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV5800 03-01-52                                                                      | CUSIP: 3140MKNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     236860 | PA      | $201122.70     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B33                                           | BMARK 2022-B33 A5 FRN 03-15-55                                                                     | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2797494.00    | 0.00%             | 2055-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                              | BX 2022-IND A 144A FRN 04-15-37                                                                    | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17867576 | PA      | $17897968.88   | 0.02%             | 2037-04-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B34                                           | BMARK 2022-B34 A5 FRN 04-15-55                                                                     | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1822264 | PA      | $1703982.67    | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                                          | BX 2022-CSMO A 144A FRN 06-15-27                                                                   | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   53930000 | PA      | $54084671.24   | 0.05%             | 2027-06-15      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7408 05-01-51                                                                      | CUSIP: 3140XBGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     795169 | PA      | $673123.41     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9176 03-01-52                                                                      | CUSIP: 3133B7FR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     428808 | PA      | $362978.21     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C16                        | BBCMS 2022-C16 A5 FRN 06-15-55                                                                     | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     160000 | PA      | $159199.04     | 0.00%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C2                                                                     | BMO 2022-C2 A5 FRN 07-15-54                                                                        | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     400000 | PA      | $405978.40     | 0.00%             | 2054-07-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM2                                   | BRAVO 2022-NQM2 A1 144A 4.272% 11-25-61                                                            | CUSIP: 10568KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1261665 | PA      | $1265468.79    | 0.00%             | 2061-11-25      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C5                                                    | BMO 2023-C5 A5 5.7653% 06-15-56                                                                    | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     403650 | PA      | $423225.01     | 0.00%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 995401 10-01-27                                                                      | CUSIP: 31416BX60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         45 | PA      | $46.28         | 0.00%             | 2027-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 6.5 ZA1959 10-01-26                                                                      | CUSIP: 31329KE83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        388 | PA      | $389.22        | 0.00%             | 2026-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL                                                                 | BBCMS 2018-TALL A 144A FRN 03-15-37                                                                | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1574000 | PA      | $1492559.67    | 0.00%             | 2037-03-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-5C1                                                   | BMO 2023-5C1 AS FRN 08-15-56                                                                       | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2661000 | PA      | $2811559.38    | 0.00%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 6.5 ZS8801 03-01-26                                                                      | CUSIP: 3132A9X69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          3 | PA      | $3.19          | 0.00%             | 2026-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 257431 10-01-28                                                                      | CUSIP: 31371N4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        591 | PA      | $613.64        | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6                                                                    | BMO 2024-5C6 A3 5.3161% 09-15-57                                                                   | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6231000 | PA      | $6412371.95    | 0.01%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V10                                                                  | BMARK 2024-V10 A3 5.2774% 09-15-57                                                                 | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2292995 | PA      | $2361913.26    | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2800 02-01-52                                                                      | CUSIP: 3140QNDE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     735616 | PA      | $651572.17     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD8225 07-01-52                                                                      | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7063117 | PA      | $6263225.63    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BW5402 07-01-52                                                                      | CUSIP: 3140MXAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     462798 | PA      | $471955.64     | 0.00%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QE0764 04-01-52                                                                      | CUSIP: 3133B9Z56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     209478 | PA      | $185754.61     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM1                                   | BRAVO 2024-NQM1 A1 144A 5.943% 12-01-63                                                            | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9906150 | PA      | $9980674.20    | 0.01%             | 2063-12-01      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-FNX                                                                     | BX 2024-FNX B 144A FRN 11-15-41                                                                    | CUSIP: 05593TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10568396 | PA      | $10597236.76   | 0.01%             | 2041-11-15      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV8459 04-01-52                                                                      | CUSIP: 3140MNMH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      75748 | PA      | $67188.77      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA4842 12-01-52                                                                      | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   28104716 | PA      | $28659109.17   | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX 2024-FNX                                                                     | BX 2024-FNX A 144A FRN 11-15-41                                                                    | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   47843064 | PA      | $47932530.87   | 0.05%             | 2041-11-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2024-NQM7                                                                 | BRAVO 2024-NQM7 A1 144A 5.554% 10-27-64                                                            | CUSIP: 105698AC8<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-CBDO         | CORP              | US        |   30962701 | PA      | $31204550.45   | 0.03%             | 2064-10-27      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BW1449 06-01-52                                                                      | CUSIP: 3140MSTF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     148131 | PA      | $131244.05     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB3364 04-01-52                                                                      | CUSIP: 3140QNW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     196151 | PA      | $173911.19     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                              | BLACKSTONE HOLDINGS FINANCE CO LLC 144A LIFE SR UNSEC 6.2% 04-22-33                                | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1106784.66    | 0.00%             | 2033-04-22      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | BANK OF MONTREAL SR UNSEC 5.203% 02-01-28                                                          | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2052326.00    | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                    | BX 2024-GPA2 B 144A FRN 11-15-41                                                                   | CUSIP: 12433DAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19741000 | PA      | $19809323.60   | 0.02%             | 2041-11-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                    | BX 2024-GPA2 A 144A FRN 11-15-41                                                                   | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   42027000 | PA      | $42121896.97   | 0.04%             | 2041-11-15      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA4802 11-01-52                                                                      | CUSIP: 31418EKQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     482771 | PA      | $427761.51     | 0.00%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QE3449 06-01-52                                                                      | CUSIP: 3133BCZN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      58430 | PA      | $51781.85      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V11                                                                  | BMARK 2024-V11 A3 FRN 11-15-57                                                                     | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25295000 | PA      | $26603662.12   | 0.03%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V11                                                                  | BMARK 2024-V11 AM FRN 11-15-57                                                                     | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14669000 | PA      | $15347895.99   | 0.02%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                | BANK5 2024-5YR11 AS 6.139% 11-15-57                                                                | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3763000 | PA      | $3938423.53    | 0.00%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                | BANK5 2024-5YR11 A3 5.893% 11-15-57                                                                | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6927202 | PA      | $7286751.49    | 0.01%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 5.975% 01-18-27/26                                                   | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $15009285.00   | 0.02%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 5.08% 01-20-27/26                                                    | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3343000 | PA      | $3344664.81    | 0.00%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | BANK5 2024-5YR12 A3 FRN 12-15-57                                                                   | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5258000 | PA      | $5532719.98    | 0.01%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | BANK5 2024-5YR12 AS FRN 12-15-57                                                                   | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7094000 | PA      | $7425225.95    | 0.01%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB3061 03-01-52                                                                      | CUSIP: 3140QNMK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     487523 | PA      | $433648.85     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV3353 03-01-52                                                                      | CUSIP: 3140MGWP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     598839 | PA      | $530741.82     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QF0925 09-01-52                                                                      | CUSIP: 3133BNA29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     632784 | PA      | $560815.50     | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV2890 01-01-52                                                                      | CUSIP: 3140MGF89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     278123 | PA      | $246721.78     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                            | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.25% 02-07-29/28                                   | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |   10000000 | PA      | $12329740.11   | 0.01%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 7.25% 02-13-33                                   | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     924000 | PA      | $358636.74     | 0.00%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB3278 04-01-52                                                                      | CUSIP: 3140QNUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     648008 | PA      | $574189.90     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BW1305 11-01-52                                                                      | CUSIP: 3140MSNX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     108135 | PA      | $95786.81      | 0.00%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                    | BMO 2024-5C8 A3 FRN 12-15-57                                                                       | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25940000 | PA      | $27023435.98   | 0.03%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-5C31                                                                 | BBCMS 2024-5C31 AS FRN 12-15-57                                                                    | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6782000 | PA      | $7033469.78    | 0.01%             | 2057-12-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RA7502 06-01-52                                                                      | CUSIP: 3133KPKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     108905 | PA      | $109261.17     | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CA2102 07-01-48                                                                      | CUSIP: 3140Q9KQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     293407 | PA      | $298248.90     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 4.947% 04-26-27/26                                           | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15049230.00   | 0.02%             | 2027-04-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34                                                        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    2157000 | PA      | $2323973.37    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                  | BP CAPITAL MARKETS AMERICA INC SR UNSEC 4.893% 09-11-33                                            | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2719000 | PA      | $2767022.98    | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | BANK OF MONTREAL SR UNSEC 5.3% 06-05-26                                                            | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10060460.00   | 0.01%             | 2026-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3                                                                    | BX 2024-GPA3 A 144A FRN 12-15-39                                                                   | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25022891 | PA      | $25051967.18   | 0.03%             | 2039-12-15      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA3                                                                    | BX 2024-GPA3 B 144A FRN 12-15-39                                                                   | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5438014 | PA      | $5457498.31    | 0.01%             | 2039-12-15      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | BBVA BANCOMER SA 144A LIFE SUB (H) 8.45% 06-29-38/33                                               | CUSIP: 07336UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14100000 | PA      | $15603666.30   | 0.02%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33                                                          | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   26154000 | PA      | $28889917.63   | 0.03%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 6.343% 08-02-30                                                          | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7573468.00    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY3208 05-01-53                                                                      | CUSIP: 3140NKR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     176897 | PA      | $179990.68     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                    | BX 2025-BIO3 A 144A 6.1382% 02-10-42                                                               | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18146000 | PA      | $18647446.56   | 0.02%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                    | BX 2025-BIO3 D 144A FRN 02-10-42                                                                   | CUSIP: 123911AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     960000 | PA      | $976304.64     | 0.00%             | 2042-02-10      | Variable      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY4223 06-01-53                                                                      | CUSIP: 3140NLVR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     166956 | PA      | $169719.47     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BX4070 01-01-53                                                                      | CUSIP: 3140N8QY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     392399 | PA      | $406973.89     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAVO 2025-NQM1                                                                 | BRAVO 2025-NQM1 A1 144A 5.604% 12-25-64                                                            | CUSIP: 10569MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15735191 | PA      | $15878884.34   | 0.02%             | 2064-12-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                                   | IRV 2025-200P A 144A FRN 03-14-47                                                                  | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17106472 | PA      | $17581501.62   | 0.02%             | 2047-03-14      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 5.0 AL6344 02-01-31                                                                      | CUSIP: 3138EPBN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      64537 | PA      | $65017.05      | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB4135 07-01-52                                                                      | CUSIP: 3140QPSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     142116 | PA      | $142720.17     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA6347 11-01-51                                                                      | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5887477 | PA      | $5257357.74    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3356 07-01-53                                                                      | CUSIP: 3132DQWR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15237714 | PA      | $15691188.50   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IRV 2025-200P                                                                   | IRV 2025-200P C 144A FRN 03-14-47                                                                  | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2182001 | PA      | $2220310.39    | 0.00%             | 2047-03-14      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM7                                   | BRAVO 2023-NQM7 A2 144A 7.383% 09-25-63                                                            | CUSIP: 10569HAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4089370 | PA      | $4135575.32    | 0.00%             | 2063-09-25      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA8820 02-01-51                                                                      | CUSIP: 3140QGYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1724455 | PA      | $1417238.48    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5177 10-01-53                                                                      | CUSIP: 31418EXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15522916 | PA      | $14775999.87   | 0.01%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                                  | BMARK 2025-V14 AM FRN 04-15-57                                                                     | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16299000 | PA      | $17040897.88   | 0.02%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                                  | BMARK 2025-V14 A4 5.6599% 04-15-57                                                                 | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   35114000 | PA      | $36756316.89   | 0.04%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8357 08-01-53                                                                      | CUSIP: 3132DWJA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4559210 | PA      | $4337946.96    | 0.00%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD3214 06-01-53                                                                      | CUSIP: 3132DQSB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   18043240 | PA      | $17220666.72   | 0.02%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                | BANK5 2025-5YR14 C FRN 04-15-58                                                                    | CUSIP: 06604MAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2300000 | PA      | $2364561.00    | 0.00%             | 2058-04-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                | BANK5 2025-5YR14 AS FRN 04-15-58                                                                   | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13090000 | PA      | $13708973.74   | 0.01%             | 2058-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5027 05-01-53                                                                      | CUSIP: 31418ESR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8266988 | PA      | $7882332.93    | 0.01%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QG0719 04-01-53                                                                      | CUSIP: 3133C0YQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2436520 | PA      | $2316866.94    | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS 2025-5C34                                                                 | BBCMS 2025-5C34 B FRN 05-15-58                                                                     | CUSIP: 07337BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     394000 | PA      | $416713.31     | 0.00%             | 2058-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BRAVO 2025-NQM5                                                                 | BRAVO 2025-NQM5 A1 144A 5.496% 02-25-65                                                            | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-CBDO         | CORP              | US        |    7861368 | PA      | $7931137.91    | 0.01%             | 2065-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS3981 01-01-53                                                                      | CUSIP: 3140XKM72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   29653198 | PA      | $30252578.60   | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3083 06-01-53                                                                      | CUSIP: 3132DQM86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   19686902 | PA      | $20281957.95   | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                    | BX 2025-VOLT B 144A FRN 12-15-44                                                                   | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8994000 | PA      | $9041434.36    | 0.01%             | 2044-12-15      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                    | BX 2025-VOLT A 144A FRN 12-15-44                                                                   | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   58767000 | PA      | $58910391.48   | 0.06%             | 2044-12-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5163 10-01-53                                                                      | CUSIP: 31418EWZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     813484 | PA      | $795856.76     | 0.00%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FS3189 04-01-50                                                                      | CUSIP: 3140XJRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15775215 | PA      | $15253339.03   | 0.02%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                    | BX 2025-VOLT D 144A FRN 12-15-44                                                                   | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1395000 | PA      | $1398943.67    | 0.00%             | 2044-12-15      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR18                                                                | BANK5 2025-5YR18 AS FRN 12-15-58                                                                   | CUSIP: 06604CAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1685000 | PA      | $1733747.05    | 0.00%             | 2058-12-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5191 11-01-53                                                                      | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16439421 | PA      | $16920109.32   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8373 11-01-53                                                                      | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17097284 | PA      | $17590813.71   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7344 10-01-53                                                                      | CUSIP: 3140QTES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   30979807 | PA      | $31931011.14   | 0.03%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8367 10-01-53                                                                      | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   20092597 | PA      | $20421271.59   | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX 2025-DELC                                                                    | BX 2025-DELC B 144A FRN 12-15-42                                                                   | CUSIP: 05594MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1101000 | PA      | $1104491.27    | 0.00%             | 2042-12-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-DELC                                                                    | BX 2025-DELC A 144A FRN 12-15-42                                                                   | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13110000 | PA      | $13148189.43   | 0.01%             | 2042-12-15      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB4852 10-01-52                                                                      | CUSIP: 3140QQMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6349628 | PA      | $6226153.39    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD2963 09-01-51                                                                      | CUSIP: 3132DQJG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2397788 | PA      | $2029765.64    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                    | CHEVRON CORP SR UNSEC 3.078% 05-11-50                                                              | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8419000 | PA      | $5718774.13    | 0.01%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 20 LTD                                               | CK HUTCHISON INTERNATIONAL 20 LTD REG S SR UNSEC 3.375% 05-08-50                                   | CUSIP: N/A<br>LEI: 254900SSPRZHBMNJF043       | Long             | DBT              | CORP              | KY        |    3200000 | PA      | $2321571.20    | 0.00%             | 2050-05-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2025-BOCA                                                                  | BOCA 2025-BOCA B 144A FRN 12-15-42                                                                 | CUSIP: 05619RAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3170000 | PA      | $3180391.26    | 0.00%             | 2042-12-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2025-BOCA                                                                  | BOCA 2025-BOCA A 144A FRN 12-15-42                                                                 | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   34256000 | PA      | $34357671.81   | 0.03%             | 2042-12-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD2964 03-01-52                                                                      | CUSIP: 3132DQJH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2160813 | PA      | $1829119.56    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD2600 07-01-52                                                                      | CUSIP: 3132DP3H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     829988 | PA      | $702587.22     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX 2025-ARIA                                                                    | BX 2025-ARIA A 144A FRN 12-13-42                                                                   | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27000000 | PA      | $27279288.00   | 0.03%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36                               | CGCMT 16-GC36 A5 3.616% 02-10-49/01-12-26                                                          | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     611027 | PA      | $608181.06     | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QC5857 08-01-51                                                                      | CUSIP: 3133AQQJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     318497 | PA      | $282108.96     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR5589 03-01-51                                                                      | CUSIP: 3140L4F79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     203864 | PA      | $166280.66     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC37                               | CGCMT 16-GC37 A4 3.314% 04-10-49/01-12-26                                                          | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     644318 | PA      | $643539.46     | 0.00%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1                                 | CGCMT 16-C1 AS 3.514% 05-10-49/05-12-26                                                            | CUSIP: 17290YAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $494087.00     | 0.00%             | 2049-05-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP. CSFB_02-30                            | CSFB 2002-30 1A1 7.5% 11-25-32                                                                     | CUSIP: 22541NTQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80788 | PA      | $83429.15      | 0.00%             | 2032-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1                                     | CSAIL 15-C1 B FRN 04-15-50/02-18-25                                                                | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     428688 | PA      | $410541.85     | 0.00%             | 2050-04-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT9828 09-01-51                                                                      | CUSIP: 3140LY4N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2938255 | PA      | $2493253.76    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB0381 05-01-51                                                                      | CUSIP: 3140QKM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     491610 | PA      | $397936.82     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CB4021 06-01-52                                                                      | CUSIP: 3140QPPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23316571 | PA      | $22266929.38   | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-RPL1                            | CSMC 2019-RPL1 A1A 144A FRN 07-25-58                                                               | CUSIP: 12596MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     368236 | PA      | $363579.20     | 0.00%             | 2058-07-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1                                 | CMLTI 2020-EXP1 A1A 144A FRN 05-25-60                                                              | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     299589 | PA      | $283953.85     | 0.00%             | 2060-05-25      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1394 08-01-51                                                                      | CUSIP: 3140QLRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21007289 | PA      | $17782838.00   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0030 04-01-51                                                                      | CUSIP: 3140XFA84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3791192 | PA      | $3219063.32    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CB3379 04-01-52                                                                      | CUSIP: 3140QNXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11278646 | PA      | $10774400.15   | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FA0608 02-01-55                                                                      | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   68080350 | PA      | $69084603.30   | 0.07%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB5912 03-01-53                                                                      | CUSIP: 3140QRSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6785327 | PA      | $7033107.01    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7222 05-01-51                                                                      | CUSIP: 3140XBAY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15632417 | PA      | $13233106.39   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_18-RP1                                  | CMLTI 2018-RP1 M1 144A FRN 09-25-64                                                                | CUSIP: 17326QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3731350 | PA      | $3568678.07    | 0.00%             | 2064-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                                              | COLT 2021-5 A1 144A FRN 11-26-66                                                                   | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3761050 | PA      | $3429257.40    | 0.00%             | 2066-11-26      | Variable      | 1.73%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB6471 06-01-53                                                                      | CUSIP: 3140QSFM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11734383 | PA      | $11494039.10   | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 CB6791 07-01-38                                                                      | CUSIP: 3140QSRM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      28459 | PA      | $26936.28      | 0.00%             | 2038-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R01                                                                    | CAS 2023-R01 1M1 144A FRN 12-25-42                                                                 | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8858045 | PA      | $9038146.45    | 0.01%             | 2042-12-25      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_23-R02                             | CAS 2023-R02 1M1 144A FRN 01-25-43                                                                 | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     683607 | PA      | $697300.34     | 0.00%             | 2043-01-25      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS3619 05-01-52                                                                      | CUSIP: 3140XKAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     253713 | PA      | $215104.54     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS4203 01-01-52                                                                      | CUSIP: 3140XKU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5826538 | PA      | $4932199.53    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-1                                              | COLT 2023-1 A1 144A 6.048% 04-25-68                                                                | CUSIP: 19688NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1607281 | PA      | $1609997.76    | 0.00%             | 2068-04-25      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                               | CGCMT 23-SMRT A 144A FRN 10-12-40                                                                  | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  140201000 | PA      | $144569663.16  | 0.15%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8792 08-01-54                                                                      | CUSIP: 3140XQXW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6305669 | PA      | $6498584.13    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5699 05-01-55                                                                      | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6669055 | PA      | $6656144.07    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS4711 09-01-51                                                                      | CUSIP: 3140XLGV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1360492 | PA      | $1151677.01    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS1169 03-01-52                                                                      | CUSIP: 3140XGJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5548862 | PA      | $4914904.85    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_23-R04                                        | CAS 2023-R04 1M1 144A FRN 05-25-43                                                                 | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4627483 | PA      | $4716465.06    | 0.00%             | 2043-05-25      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3                               | CGCMT 2023-PRM3 A 144A FRN 07-10-28                                                                | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5211795.00    | 0.01%             | 2028-07-10      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5107 08-01-53                                                                      | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  115218381 | PA      | $117231821.81  | 0.12%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8368 10-01-53                                                                      | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   68563823 | PA      | $70587415.90   | 0.07%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8532 05-01-55                                                                      | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6371588 | PA      | $6359252.14    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5735 06-01-55                                                                      | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   81641398 | PA      | $82845771.88   | 0.08%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R05                                                                    | CAS 2023-R05 1M1 144A FRN 06-25-43                                                                 | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2376875 | PA      | $2396158.14    | 0.00%             | 2043-06-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R05                                                                    | CAS 2023-R05 1M2 144A FRN 06-25-43                                                                 | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3367587 | PA      | $3496080.65    | 0.00%             | 2043-06-25      | Variable      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| FS COMMERCIAL TRUST FS_23-4SZN                                                  | FS 2023-4SZN A 144A 7.06626% 11-10-39                                                              | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16156000 | PA      | $16454239.76   | 0.02%             | 2039-11-10      | Fixed         | 7.07%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS5749 09-01-53                                                                      | CUSIP: 3140XML79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   26040484 | PA      | $27069421.57   | 0.03%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0013 06-01-55                                                                      | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11148877 | PA      | $11313345.38   | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5701 05-01-55                                                                      | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   78307392 | PA      | $80463899.41   | 0.08%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06                       | CAS 2023-R06 1M1 144A FRN 07-25-43                                                                 | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11165222 | PA      | $11211524.58   | 0.01%             | 2043-07-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                         | CAS 2024-R01 1M2 144A FRN 01-25-44                                                                 | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6726000 | PA      | $6774595.35    | 0.01%             | 2044-01-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8369 10-01-53                                                                      | CUSIP: 3132DWJN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6129284 | PA      | $6378904.97    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 MA5192 11-01-53                                                                      | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     221175 | PA      | $230160.40     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5697 05-01-55                                                                      | CUSIP: 31418FKK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21420649 | PA      | $20336571.74   | 0.02%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FASST 2025-PC1                                                                  | FASST 2025-PC1 A1 144A 4.5% 05-25-75                                                               | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-CBDO         | CORP              | US        |   40920857 | PA      | $39670479.29   | 0.04%             | 2075-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                         | CAS 2024-R01 1B1 144A FRN 01-25-44                                                                 | CUSIP: 20753UAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6632000 | PA      | $6800525.75    | 0.01%             | 2044-01-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                         | CAS 2024-R01 1M1 144A FRN 01-25-44                                                                 | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4693675 | PA      | $4689483.10    | 0.00%             | 2044-01-25      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QE5750 07-01-52                                                                      | CUSIP: 3133BFL73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   26148023 | PA      | $26205260.67   | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BW1296 11-01-52                                                                      | CUSIP: 3140MSNN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   29008387 | PA      | $28958202.72   | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R02                                                                    | CAS 2024-R02 1M1 144A FRN 02-25-44                                                                 | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1974990 | PA      | $1974302.50    | 0.00%             | 2044-02-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R02                                                                    | CAS 2024-R02 1M2 144A FRN 02-25-44                                                                 | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7873000 | PA      | $7925536.53    | 0.01%             | 2044-02-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QF4623 12-01-52                                                                      | CUSIP: 3133BSD41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   74164621 | PA      | $74307832.45   | 0.08%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BW5057 12-01-52                                                                      | CUSIP: 3140MWTP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18194340 | PA      | $18231346.87   | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5734 06-01-55                                                                      | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3525214 | PA      | $3517564.53    | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RQ0012 06-01-55                                                                      | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7805387 | PA      | $7790275.70    | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QF1352 10-01-52                                                                      | CUSIP: 3133BNQD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21622089 | PA      | $21663841.14   | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BW0958 07-01-52                                                                      | CUSIP: 3140MSB46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19918795 | PA      | $19960346.08   | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SL1094 04-01-55                                                                      | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6845378 | PA      | $6841839.33    | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL0797 02-01-55                                                                      | CUSIP: 31427M3F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13972389 | PA      | $14449322.11   | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R08                                                                    | CAS 2023-R08 1M1 144A FRN 10-25-43                                                                 | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6232081 | PA      | $6244246.38    | 0.01%             | 2043-10-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                                 | CHASE 2024-RPL2 A1A 144A FRN 08-25-64                                                              | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11793911 | PA      | $10539982.16   | 0.01%             | 2064-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD9268 05-01-55                                                                      | CUSIP: 3140BAJN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      41008 | PA      | $42138.21      | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4791 07-01-54                                                                      | CUSIP: 3140M6KD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2249597 | PA      | $2311105.05    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 RQ0019 05-01-55                                                                      | CUSIP: 3142J6AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     396679 | PA      | $376509.81     | 0.00%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0022 05-01-55                                                                      | CUSIP: 3142J6AY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12662154 | PA      | $12845982.84   | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD7200 04-01-55                                                                      | CUSIP: 3140B8AA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1969285 | PA      | $2024340.33    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL1413 04-01-55                                                                      | CUSIP: 31427NSB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2683656 | PA      | $2757832.03    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                                 | CHASE 2024-RPL2 A1B 144A FRN 08-25-64                                                              | CUSIP: 161930AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13010403 | PA      | $11497293.18   | 0.01%             | 2064-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                    | CAS 2024-R04 1B1 144A FRN 05-25-44                                                                 | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2222000 | PA      | $2246082.04    | 0.00%             | 2044-05-25      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC6459 11-01-54                                                                      | CUSIP: 3140AUE90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     786579 | PA      | $808195.01     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC4816 05-01-55                                                                      | CUSIP: 3140ASK64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     913703 | PA      | $942305.74     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8533 05-01-55                                                                      | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   44512709 | PA      | $45169360.90   | 0.05%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5670 04-01-55                                                                      | CUSIP: 31418FJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   44442917 | PA      | $42193749.78   | 0.04%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD9296 04-01-55                                                                      | CUSIP: 3140BAKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      85007 | PA      | $87339.71      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY0266 04-01-55                                                                      | CUSIP: 31426JJL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      78860 | PA      | $81011.74      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R04                                                                    | CAS 2024-R04 1M1 144A FRN 05-25-44                                                                 | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1640934 | PA      | $1640331.49    | 0.00%             | 2044-05-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                    | CAS 2024-R04 1M2 144A FRN 05-25-44                                                                 | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4184000 | PA      | $4202602.06    | 0.00%             | 2044-05-25      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8530 05-01-55                                                                      | CUSIP: 3132DWPP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6999302 | PA      | $6643436.72    | 0.01%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QD9838 04-01-52                                                                      | CUSIP: 3133B74X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     398765 | PA      | $369780.43     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD8109 04-01-55                                                                      | CUSIP: 3140B9AK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2756531 | PA      | $2832898.06    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ9527 11-01-54                                                                      | CUSIP: 3133D1SQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3929197 | PA      | $4037037.39    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                   | CALI 2024-SUN A 144A FRN 07-15-41                                                                  | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8629000 | PA      | $8652505.40    | 0.01%             | 2041-07-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                   | CALI 2024-SUN B 144A FRN 07-15-41                                                                  | CUSIP: 12988DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7911000 | PA      | $7944724.59    | 0.01%             | 2041-07-15      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY0860 04-01-55                                                                      | CUSIP: 31426J5W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10234448 | PA      | $10517328.49   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD9841 05-01-55                                                                      | CUSIP: 3140BA5B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     992273 | PA      | $1019800.66    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                  | CFMT 2024-HB15 M1 144A FRN 08-25-34                                                                | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |     969000 | PA      | $953650.07     | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                  | CFMT 2024-HB15 A 144A FRN 08-25-34                                                                 | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |    1682539 | PA      | $1678223.49    | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ6718 10-01-54                                                                      | CUSIP: 3133CXPB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1757923 | PA      | $1806865.02    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX2195 12-01-54                                                                      | CUSIP: 31425WNM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     907940 | PA      | $933036.50     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R06                                                                    | CAS 2024-R06 1A1 144A FRN 09-25-44                                                                 | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6021278 | PA      | $6035518.31    | 0.01%             | 2044-09-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R06                                                                    | CAS 2024-R06 1M2 144A FRN 09-25-44                                                                 | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6313000 | PA      | $6321996.03    | 0.01%             | 2044-09-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DE4980 07-01-55                                                                      | CUSIP: 3140BHRA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     409214 | PA      | $421403.28     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FA1404 09-01-52                                                                      | CUSIP: 3140W1R21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      97016 | PA      | $85931.64      | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BV5392 04-01-52                                                                      | CUSIP: 3140MJ7E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      66886 | PA      | $62024.28      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC4756 04-01-55                                                                      | CUSIP: 3140ASJA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      69116 | PA      | $71306.35      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB3496 05-01-52                                                                      | CUSIP: 3140QN3E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     218182 | PA      | $193530.41     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV0273 01-01-52                                                                      | CUSIP: 3140MDJT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      51615 | PA      | $45717.94      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV8865 06-01-52                                                                      | CUSIP: 3140MNZ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     226345 | PA      | $200564.86     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SL1763 10-01-53                                                                      | CUSIP: 31427N5Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      56726 | PA      | $50270.07      | 0.00%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC9238 12-01-54                                                                      | CUSIP: 3140AXHQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1190515 | PA      | $1223189.74    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL0924 03-01-55                                                                      | CUSIP: 31427NA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     456997 | PA      | $469730.07     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL4                                                                 | CHASE 2024-RPL4 A1A 144A FRN 12-25-64                                                              | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1427321 | PA      | $1279901.59    | 0.00%             | 2064-12-25      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CHASE 2024-RPL4                                                                 | CHASE 2024-RPL4 A1B 144A FRN 12-25-64                                                              | CUSIP: 16160NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4315579 | PA      | $3816788.79    | 0.00%             | 2064-12-25      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-R1                                                                    | CFMT 2024-R1 A2 144A 4.0% 10-25-54                                                                 | CUSIP: 12530YAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2800000 | PA      | $2733836.00    | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-R1                                                                    | CFMT 2024-R1 A1 144A 4.0% 10-25-54                                                                 | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14130688 | PA      | $13990355.97   | 0.01%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX0553 12-01-54                                                                      | CUSIP: 31425UTK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2147737 | PA      | $2206462.38    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA5841 09-01-51                                                                      | CUSIP: 3133KMP25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12144876 | PA      | $10757323.96   | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SL1039 08-01-52                                                                      | CUSIP: 31427NEM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12681318 | PA      | $11232477.52   | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BR2026 06-01-51                                                                      | CUSIP: 3140L0HC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     528049 | PA      | $468430.24     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0056 10-01-55                                                                      | CUSIP: 3142J6B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16042256 | PA      | $16275157.23   | 0.02%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SL2621 07-01-52                                                                      | CUSIP: 31427P4F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   40180115 | PA      | $34012507.33   | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-RM5                                                                   | CFMT 2024-RM5 A 144A FRN 10-25-54                                                                  | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-CBDO         | CORP              | US        |   43956059 | PA      | $43150740.02   | 0.04%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_24-INV3                                                   | COLT 2024-INV3 A1 144A 5.443% 09-25-69                                                             | CUSIP: 196919AA2<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-CBDO         | CORP              | US        |   10048383 | PA      | $10117295.03   | 0.01%             | 2069-09-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FA2839 07-01-52                                                                      | CUSIP: 3140W3EM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   32274732 | PA      | $27320463.99   | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FP0128 06-01-54                                                                      | CUSIP: 3140XTEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15170571 | PA      | $15769292.55   | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_24-R1                                                             | CIM 2024-R1 A1 144A FRN 06-25-64                                                                   | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6387939 | PA      | $6360649.76    | 0.01%             | 2064-06-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-NR1                                                                   | CFMT 2024-NR1 A1 144A 6.405% 11-25-29                                                              | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6279629 | PA      | $6288031.57    | 0.01%             | 2029-11-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FA2842 07-01-55                                                                      | CUSIP: 3140W3EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   81475904 | PA      | $84740806.58   | 0.09%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FA2843 03-01-55                                                                      | CUSIP: 3140W3ER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25771987 | PA      | $26804747.60   | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R01                                                                    | CAS 2025-R01 1A1 144A FRN 01-25-45                                                                 | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6958596 | PA      | $6961852.91    | 0.01%             | 2045-01-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-3                                              | COLT 2023-3 A1 144A 7.18% 09-25-68                                                                 | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-CBDO         | CORP              | US        |    9777405 | PA      | $9892905.61    | 0.01%             | 2068-09-25      | Variable      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 MA5649 03-01-55                                                                      | CUSIP: 31418FH34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   63982743 | PA      | $67313108.66   | 0.07%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 SL2928 01-01-55                                                                      | CUSIP: 31427QHE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13204839 | PA      | $13892507.59   | 0.01%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BW4993 03-01-53                                                                      | CUSIP: 3140MWRP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      29210 | PA      | $24751.86      | 0.00%             | 2053-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RA7510 06-01-52                                                                      | CUSIP: 3133KPKX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     107871 | PA      | $100030.63     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BU8727 06-01-52                                                                      | CUSIP: 3140MAVV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      47600 | PA      | $44139.78      | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QD7942 03-01-52                                                                      | CUSIP: 3133B5ZF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     622641 | PA      | $580224.93     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-4                                              | COLT 2023-4 A1 144A 7.163% 10-25-68                                                                | CUSIP: 12598WAA0<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-CBDO         | CORP              | US        |    1147769 | PA      | $1162794.54    | 0.00%             | 2068-10-25      | Variable      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                    | CAS 2025-R02 1A1 144A FRN 02-25-45                                                                 | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2280570 | PA      | $2285044.58    | 0.00%             | 2045-02-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FS3955 08-01-52                                                                      | CUSIP: 3140XKMD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      25499 | PA      | $23645.47      | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD4840 01-01-52                                                                      | CUSIP: 3133B2LV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1307905 | PA      | $1107127.07    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS ZA5889 11-01-48                                                                          | CUSIP: 31329PRJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1329305 | PA      | $1284504.69    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS QA4692 11-01-49                                                                          | CUSIP: 31346YF99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   14858883 | PA      | $13464629.64   | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RA1580 10-01-49                                                                      | CUSIP: 3133KGXH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6109956 | PA      | $5793906.20    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QA0284 06-01-49                                                                      | CUSIP: 31334WJ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2498103 | PA      | $2363538.10    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 932606 02-01-40                                                                          | CUSIP: 31412RDK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      47327 | PA      | $48620.93      | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE5009 01-01-45                                                                      | CUSIP: 3140FQR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     524949 | PA      | $499930.15     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BH3122 06-01-47                                                                      | CUSIP: 3140GRPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      34767 | PA      | $33686.96      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS AE1283 12-01-41                                                                          | CUSIP: 31419BM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      42143 | PA      | $43293.63      | 0.00%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 SD0740 10-01-51                                                                      | CUSIP: 3132DMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      18938 | PA      | $17627.56      | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QD9585 04-01-52                                                                      | CUSIP: 3133B7UJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      71277 | PA      | $66096.17      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QE1173 04-01-52                                                                      | CUSIP: 3133BAJS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     276938 | PA      | $256808.46     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QH6697 12-01-53                                                                      | CUSIP: 3133CKNN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     542799 | PA      | $503345.44     | 0.00%             | 2053-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FS4750 08-01-52                                                                      | CUSIP: 3140XLH43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     743071 | PA      | $689059.90     | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CB4116 07-01-52                                                                      | CUSIP: 3140QPSE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     394281 | PA      | $365622.24     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FP0130 12-01-54                                                                      | CUSIP: 3140XTEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6209014 | PA      | $6454058.72    | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM7210 04-01-51                                                                      | CUSIP: 3140XBAL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7422139 | PA      | $6007931.94    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BK9761 08-01-48                                                                      | CUSIP: 3140HPZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     180410 | PA      | $180924.11     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54701 03-01-48                                                                          | CUSIP: 3132XXGK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     787860 | PA      | $739881.69     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM9930 12-01-51                                                                      | CUSIP: 3140XEA87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     797872 | PA      | $645841.90     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QC1270 04-01-51                                                                      | CUSIP: 3133AKMT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     719300 | PA      | $582241.80     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS7057 07-01-52                                                                      | CUSIP: 3140XNZX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   24849529 | PA      | $21069741.96   | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 FA2203 08-01-55                                                                      | CUSIP: 3140W2NV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   62385570 | PA      | $65644966.68   | 0.07%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q52069 11-01-47                                                                          | CUSIP: 3132XUJP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1172140 | PA      | $1102899.66    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BJ8411 08-01-49                                                                      | CUSIP: 3140HAKZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1694806 | PA      | $1603513.97    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 2001-50 BA 7.0% 10-25-41                                                                       | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      62036 | PA      | $64062.09      | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6163 02-01-51                                                                      | CUSIP: 3140X9Z57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     187932 | PA      | $159319.65     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AE1277 11-01-41                                                                      | CUSIP: 31419BM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      89202 | PA      | $91605.98      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BJ5015 12-01-47                                                                      | CUSIP: 3140H6SD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     724560 | PA      | $702050.56     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BJ4901 03-01-48                                                                      | CUSIP: 3140H6NT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     621473 | PA      | $587988.43     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BK9743 08-01-48                                                                      | CUSIP: 3140HPZH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     175451 | PA      | $169827.89     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AE1290 02-01-42                                                                      | CUSIP: 31419BNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     123477 | PA      | $126343.76     | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BH2848 05-01-47                                                                      | CUSIP: 3140GREW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     112061 | PA      | $105799.54     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNGT 2001-T10 A1 7.0% 12-25-41                                                                     | CUSIP: 3139216A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     517407 | PA      | $532921.31     | 0.00%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SPCS SERIES K-174              | FHMS K-174 A2 FRN 10-25-35                                                                         | CUSIP: 3137HNWM6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4000000 | PA      | $4003652.00    | 0.00%             | 2035-10-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CA2850 12-01-48                                                                      | CUSIP: 3140QAEY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1042390 | PA      | $1015418.99    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE8742 05-01-47                                                                      | CUSIP: 3140FUWC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     218098 | PA      | $206893.86     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SL2625 07-01-55                                                                      | CUSIP: 31427P4K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   49673584 | PA      | $51634101.18   | 0.05%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5789 08-01-55                                                                      | CUSIP: 31418FNF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     500000 | PA      | $474577.90     | 0.00%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM1443 09-01-49                                                                      | CUSIP: 3140X4S98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4886486 | PA      | $4623260.56    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AT7161 06-01-43                                                                      | CUSIP: 3138WU5X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     575465 | PA      | $548937.55     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q55056 03-01-48                                                                          | CUSIP: 3132XXTN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     493405 | PA      | $466506.15     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RA1463 10-01-49                                                                      | CUSIP: 3133KGTU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5872471 | PA      | $5568693.90    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 190445 03-01-55                                                                      | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  109562998 | PA      | $113887120.34  | 0.12%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5822 09-01-55                                                                      | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11891161 | PA      | $12063796.79   | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54781 03-01-48                                                                          | CUSIP: 3132XXJ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     492084 | PA      | $465606.07     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54699 03-01-48                                                                          | CUSIP: 3132XXGH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     332333 | PA      | $312591.72     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC1547 09-01-54                                                                      | CUSIP: 3140ANWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     443112 | PA      | $455420.35     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD3858 09-01-53                                                                      | CUSIP: 3132E0JB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      29599 | PA      | $30984.27      | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54831 03-01-48                                                                          | CUSIP: 3132XXLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230585 | PA      | $218682.58     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BK6840 06-01-48                                                                      | CUSIP: 3140HLS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     578499 | PA      | $560524.93     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 SD8536 05-01-55                                                                      | CUSIP: 3132DWPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   70756409 | PA      | $74439492.83   | 0.08%             | 2055-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD2437 12-01-51                                                                      | CUSIP: 3133AYV64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      38652 | PA      | $31321.56      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A                                                                    | EART 2024-2A D 5.92% 02-15-30                                                                      | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15959000 | PA      | $16289159.79   | 0.02%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AC0794 10-01-39                                                                      | CUSIP: 31417J3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      20076 | PA      | $20637.42      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AX8521 12-01-44                                                                      | CUSIP: 3138YAPF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     238882 | PA      | $227097.95     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QA2748 09-01-49                                                                      | CUSIP: 31339SBR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     735464 | PA      | $694967.70     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q28558 09-01-44                                                                          | CUSIP: 3132M9E75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2225613 | PA      | $2121507.45    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 RQ0082 01-01-56                                                                      | CUSIP: 3142J6CU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2638127 | PA      | $2503986.16    | 0.00%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0820 12-01-51                                                                      | CUSIP: 3132DM4D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      27857 | PA      | $24712.13      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q55971 05-01-48                                                                          | CUSIP: 3132XYT56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     365545 | PA      | $351759.21     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM2318 09-01-49                                                                      | CUSIP: 3140X5SG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   32773458 | PA      | $30882855.48   | 0.03%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA8285 12-01-50                                                                      | CUSIP: 3140QGF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   44232845 | PA      | $40038996.42   | 0.04%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA8969 02-01-51                                                                      | CUSIP: 3140QG6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4106667 | PA      | $3695827.85    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A                                                                    | EART 2024-2A C 5.74% 05-15-29                                                                      | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15785000 | PA      | $15923544.95   | 0.02%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A                                                                    | EART 2024-2A B 5.61% 04-17-28                                                                      | CUSIP: 30166DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2544511 | PA      | $2546090.98    | 0.00%             | 2028-04-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| EFF 2024-2                                                                      | EFF 2024-2 A4 144A 5.69% 12-20-30                                                                  | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7180000 | PA      | $7422856.32    | 0.01%             | 2030-12-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| EFF 2024-2                                                                      | EFF 2024-2 A2 144A 5.74% 12-20-26                                                                  | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     158474 | PA      | $159053.66     | 0.00%             | 2026-12-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-3A                                                                    | EART 2024-3A C 5.7% 07-16-29                                                                       | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9039000 | PA      | $9157880.93    | 0.01%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3                                                                      | EFF 2024-3 A2 144A 5.31% 04-20-27                                                                  | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4311319 | PA      | $4327184.32    | 0.00%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-4A                                                                    | EART 2024-4A D 5.81% 12-16-30                                                                      | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16141000 | PA      | $16505221.67   | 0.02%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A                                                                    | EART 2024-4A C 5.48% 08-15-30                                                                      | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9158000 | PA      | $9264022.17    | 0.01%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A                                                                    | EART 2024-4A B 5.29% 08-15-30                                                                      | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12630000 | PA      | $12684460.56   | 0.01%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EQS 2024-1C                                                                     | EQS 2024-1C A 144A 6.05% 01-20-31                                                                  | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21376220 | PA      | $21775698.99   | 0.02%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-5A                                                                    | EART 2024-5A C 4.64% 01-15-30                                                                      | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15775000 | PA      | $15849158.28   | 0.02%             | 2030-01-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A                                                                    | EART 2024-5A A3 4.45% 03-15-28                                                                     | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5751539 | PA      | $5753828.23    | 0.01%             | 2028-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A A2 144A 4.64% 11-15-27                                                               | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1657564 | PA      | $1658633.04    | 0.00%             | 2027-11-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A C 144A 4.93% 03-15-30                                                                | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3670000 | PA      | $3719735.84    | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A D 144A 5.18% 02-17-32                                                                | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1864000 | PA      | $1884712.77    | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-4                                                                    | SDART 2024-4 D 5.32% 12-15-31                                                                      | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18627000 | PA      | $18870603.91   | 0.02%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                  | SUBWAY 2024-3A A2I 144A 5.246% 07-30-54                                                            | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4063950 | PA      | $4056777.13    | 0.00%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                  | SUBWAY 2024-3A A2II 144A 5.566% 07-30-54                                                           | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2398770 | PA      | $2384197.47    | 0.00%             | 2054-07-30      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| STCR 2019-1A                                                                    | STCR 2019-1A ARR CLO 144A FRN 04-15-32                                                             | CUSIP: 85817BAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   22588809 | PA      | $22568930.99   | 0.02%             | 2032-04-15      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SMB 2025-A                                                                      | SMB 2025-A A1A 144A 5.13% 04-15-54                                                                 | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4916811 | PA      | $4995111.26    | 0.01%             | 2054-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A2                                       | SYNIT 2025-A2 A 4.49% 05-15-31                                                                     | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25857000 | PA      | $26252431.10   | 0.03%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                               | USRE 2021-1 A1 144A 1.91% 10-20-61                                                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  357770000 | PA      | $299726110.74  | 0.30%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                              | UACST 2025-1 A 144A 4.8% 06-10-27                                                                  | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3736859 | PA      | $3739785.09    | 0.00%             | 2027-06-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                              | UACST 2025-1 B 144A 5.05% 02-10-28                                                                 | CUSIP: 90945JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12573000 | PA      | $12597014.43   | 0.01%             | 2028-02-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                                | WLAKE 2022-3A C 144A 6.44% 12-15-27                                                                | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1512646 | PA      | $1516481.83    | 0.00%             | 2027-12-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                                | WLAKE 2023-1A D 144A 6.79% 11-15-28                                                                | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4024000 | PA      | $4117151.58    | 0.00%             | 2028-11-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                                | WLAKE 2023-1A C 144A 5.74% 08-15-28                                                                | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1648768 | PA      | $1657015.11    | 0.00%             | 2028-08-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO WINDR_19-2A                                                      | WINDR 2019-2A CR CLO 144A FRN 01-15-35                                                             | CUSIP: 97314EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2001500.00    | 0.00%             | 2035-01-15      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                | WLAKE 2023-3A C 144A 6.02% 09-15-28                                                                | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15698000 | PA      | $15868040.74   | 0.02%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                | WLAKE 2023-3A B 144A 5.92% 09-15-28                                                                | CUSIP: 96041CAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10730796 | PA      | $10755851.91   | 0.01%             | 2028-09-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                | WLAKE 2023-3A D 144A 6.47% 03-15-29                                                                | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8740000 | PA      | $8941797.86    | 0.01%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-C                                    | WOART 2023-C A3 5.15% 11-15-28                                                                     | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1217445 | PA      | $1224736.46    | 0.00%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                                                | ARCOS DORADOS BV 144A LIFE SR UNSEC 6.375% 01-29-32                                                | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    3465000 | PA      | $3675949.20    | 0.00%             | 2032-01-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.442% 01-30-36/35                                                    | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6236000 | PA      | $6479921.14    | 0.01%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 4.875% 02-04-28                                                          | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3256000 | PA      | $3310791.97    | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.2% 03-15-35                                                                  | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   13146000 | PA      | $13617783.65   | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.6% 03-15-55                                                                  | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5833000 | PA      | $5850405.67    | 0.01%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                                       | AMERICOLD REALTY OPERATING PARTNERSHIP LP SR UNSEC 5.6% 05-15-32                                   | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    9660000 | PA      | $9731087.94    | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 4.731% 04-25-29/28                                                    | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10155850.00   | 0.01%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.016% 04-25-31/30                                                    | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   15933000 | PA      | $16423513.34   | 0.02%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                       | AESOP 2020-2A A 144A 2.02% 02-20-27                                                                | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8615000 | PA      | $8597907.75    | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                       | AESOP 2020-2A C 144A 4.25% 02-20-27                                                                | CUSIP: 05377REC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1193667 | PA      | $1193427.92    | 0.00%             | 2027-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                               | BHG 2021-A A 144A 1.42% 11-17-33                                                                   | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     136702 | PA      | $135757.53     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                               | BHG 2021-A B 144A 2.79% 11-17-33                                                                   | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     914000 | PA      | $900671.14     | 0.00%             | 2033-11-17      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                     | BBIRD 2021-1A B 144A 3.446% 07-15-46                                                               | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1837244 | PA      | $1767457.89    | 0.00%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                     | BBIRD 2021-1A A 144A 2.443% 07-15-46                                                               | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14465227 | PA      | $13750991.50   | 0.01%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-B                                               | BHG 2021-B B 144A 1.67% 10-17-34                                                                   | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     648515 | PA      | $642689.60     | 0.00%             | 2034-10-17      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| BARDIN HILL CLO LTD BARDN_21-2                                                  | BARDN 2021-2A C CLO 144A FRN 10-25-34                                                              | CUSIP: 06744BAE3<br>LEI: 549300MBY3B6FX1O8T44 | Long             | ABS-O            | CORP              | KY        |    1240000 | PA      | $1241698.80    | 0.00%             | 2034-10-25      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| BARINGS MIDDLE MARKET CLO BMM_21-I                                              | BMM 2021-IA A1 CLO 144A FRN 07-20-33                                                               | CUSIP: 06760WAC0<br>LEI: 549300NSFWDKJE15UK02 | Long             | ABS-O            | CORP              | US        |     842292 | PA      | $843395.30     | 0.00%             | 2033-07-20      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_23-1                        | BLAST 2023-1 B 6.8% 08-15-29                                                                       | CUSIP: 108056AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2471248 | PA      | $2481085.94    | 0.00%             | 2029-08-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                        | BLAST 2024-1 B 5.43% 08-15-28                                                                      | CUSIP: 107933AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4332633 | PA      | $4342312.49    | 0.00%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                        | BLAST 2024-1 D 6.03% 11-15-29                                                                      | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6201000 | PA      | $6333726.20    | 0.01%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                        | BLAST 2024-1 C 5.65% 04-16-29                                                                      | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5660000 | PA      | $5717715.02    | 0.01%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_24-25                                                   | BATLN 2024-25A C CLO 144A FRN 03-13-37                                                             | CUSIP: 07134FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2407464.00    | 0.00%             | 2037-03-13      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1                              | BREX 2024-1 A1 144A 6.05% 07-15-27                                                                 | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6123000 | PA      | $6141950.69    | 0.01%             | 2027-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1                              | BREX 2024-1 A2 144A 6.68% 07-15-27                                                                 | CUSIP: 05601DAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6275000 | PA      | $6288415.95    | 0.01%             | 2027-07-15      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2024-3                                                                    | BLAST 2024-3 D 5.83% 05-15-30                                                                      | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16137000 | PA      | $16494918.66   | 0.02%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-3                                                                    | BLAST 2024-3 B 5.37% 10-16-28                                                                      | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3676000 | PA      | $3694810.09    | 0.00%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-3                                                                    | BLAST 2024-3 A3 5.34% 04-17-28                                                                     | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2112550 | PA      | $2115872.56    | 0.00%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                        | BLAST 2024-4 C 4.83% 08-15-30                                                                      | CUSIP: 10806EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14576000 | PA      | $14682550.56   | 0.01%             | 2030-08-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                        | BLAST 2024-4 A3 4.72% 09-15-28                                                                     | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4783000 | PA      | $4792919.94    | 0.00%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A B 144A 4.74% 01-15-30                                                                | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4854000 | PA      | $4908923.01    | 0.00%             | 2030-01-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A A4 144A 4.6% 12-17-29                                                                | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2791000 | PA      | $2818441.11    | 0.00%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A A3 144A 4.52% 03-15-29                                                               | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6888000 | PA      | $6919726.13    | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| LBZZ 2025-1X                                                                    | LBZZ 2025-1A A2 144A 5.1% 10-15-30                                                                 | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4278583 | PA      | $4280063.72    | 0.00%             | 2030-10-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-5A                                                                    | EART 2024-5A B 4.48% 04-16-29                                                                      | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6250000 | PA      | $6255806.25    | 0.01%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A                                                                    | EART 2024-5A D 5.06% 02-18-31                                                                      | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21836000 | PA      | $21951687.13   | 0.02%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 5.35% 03-15-35                                                 | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5147745.00    | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 4.55% 01-15-35                                                             | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    4492000 | PA      | $4494457.12    | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE CO                                                  | MEIJI YASUDA LIFE INSURANCE CO 144A LIFE SUB (H) 5.8% 09-11-54/34                                  | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    6000000 | PA      | $6110574.00    | 0.01%             | 2054-09-11      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.85% 01-08-29                    | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15317310.00   | 0.02%             | 2029-01-08      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 01-08-34                    | CUSIP: 59217GFS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2041090.00    | 0.00%             | 2034-01-08      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  133950000 | PA      | $136059712.50  | 0.14%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.466% 01-18-35/34                                                         | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     799000 | PA      | $830834.56     | 0.00%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.173% 01-16-30/29                                                         | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   38408000 | PA      | $39451852.62   | 0.04%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.4% 03-15-54                                             | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   10669000 | PA      | $10394145.22   | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC SR UNSEC 5.583% 03-01-28/27                                                      | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $20361620.00   | 0.02%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)                                   | NATIONAL AUSTRALIA BANK LTD SR UNSEC 5.087% 06-11-27                                               | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10194950.00   | 0.01%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                     | NATIONAL AUSTRALIA BANK LTD 144A LIFE SR UNSEC 5.181% 06-11-34                                     | CUSIP: 632525BS9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1243000 | PA      | $1292778.42    | 0.00%             | 2034-06-11      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC SR UNSEC 5.594% 07-02-27                                                       | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   15000000 | PA      | $15332910.00   | 0.02%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC SR UNSEC 5.783% 07-03-34                                                       | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   17188000 | PA      | $18174281.82   | 0.02%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC SR UNSEC FRN 07-02-27                                                          | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $5040600.00    | 0.01%             | 2027-07-02      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                              | NIAGARA ENERGY SAC 144A LIFE SR UNSEC 5.746% 10-03-34                                              | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |    4400000 | PA      | $4491370.40    | 0.00%             | 2034-10-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                              | NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.9% 06-12-28                     | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12279876.00   | 0.01%             | 2028-06-12      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.9% 06-13-28                           | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7675680.00    | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)                                   | NATIONAL AUSTRALIA BANK LTD SR UNSEC 4.9% 06-13-28                                                 | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5123470.00    | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC SR UNSEC 5.35% 06-28-28                                                                 | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     960000 | PA      | $990981.12     | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NONGHYUP BANK                                                                   | NONGHYUP BANK 144A LIFE SR UNSEC 4.875% 07-03-28                                                   | CUSIP: 65540JAK4<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |   13213000 | PA      | $13529993.08   | 0.01%             | 2028-07-03      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 5.05% 08-01-30                                                      | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    9546000 | PA      | $9900395.25    | 0.01%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54                                                      | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   35721000 | PA      | $34147347.07   | 0.03%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                             | NOVA CHEMICALS CORP 144A LIFE SR SEC 1ST LIEN 8.5% 11-15-28                                        | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    1490000 | PA      | $1559724.55    | 0.00%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)                                   | NATIONAL AUSTRALIA BANK LTD SR UNSEC 4.787% 01-10-29                                               | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12278928.00   | 0.01%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.55% 10-01-34                                                  | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   81493000 | PA      | $83174852.53   | 0.08%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.375% 01-01-32                                                 | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   98000000 | PA      | $100412074.00  | 0.10%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.2% 08-01-29                                                   | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   27164000 | PA      | $27857116.62   | 0.03%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.25% 02-03-32                                                                | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $5126322.25    | 0.01%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.5% 08-03-35                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   17320000 | PA      | $16980787.80   | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 4.8% 08-03-28                                                                 | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5025830.00    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 6.0% 08-03-55                                                                 | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   39068000 | PA      | $34483721.81   | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP SR UNSEC 6.5% 03-15-33                                                        | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4048504.00    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 6.1% 09-26-65                                                                 | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   39830000 | PA      | $35153719.02   | 0.04%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.875% 09-26-45                                                               | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   24307000 | PA      | $21964461.49   | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.2% 09-26-35                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   53185000 | PA      | $50974631.40   | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.95% 09-26-55                                                                | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   69230000 | PA      | $61383264.11   | 0.06%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 4.45% 09-26-30                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   22150000 | PA      | $21675126.15   | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 4.8% 09-26-32                                                                 | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   43290000 | PA      | $41804936.55   | 0.04%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.45% 09-15-36                                                  | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   10286000 | PA      | $10968578.96   | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.6% 03-15-46                                                   | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5186485.00    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OIL & NATURAL GAS CORP LTD                                                      | OIL & NATURAL GAS CORP LTD REG S SR UNSEC 3.375% 12-05-29                                          | CUSIP: N/A<br>LEI: 335800FPDZ9MRSNO7N41       | Long             | DBT              | CORP              | IN        |    5000000 | PA      | $4812340.00    | 0.00%             | 2029-12-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                  | OPEN TEXT CORP 144A LIFE SR UNSEC 3.875% 02-15-28                                                  | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    6500000 | PA      | $6382889.50    | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD4693 01-01-54                                                                      | CUSIP: 3132DSGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4159665 | PA      | $4339321.22    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB5214 07-01-54                                                                      | CUSIP: 3140AEYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3653029 | PA      | $3752905.96    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB2495 05-01-54                                                                      | CUSIP: 3140ABXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1377202 | PA      | $1415631.03    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.572% 06-03-31/30                                                          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   65677000 | PA      | $60876930.78   | 0.06%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.95% 07-15-30                                             | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     206000 | PA      | $194457.20     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6034 08-01-54                                                                      | CUSIP: 3132DTV31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17365494 | PA      | $18177383.32   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6047 08-01-54                                                                      | CUSIP: 3132DTWG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6539530 | PA      | $6859260.85    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7792 08-01-54                                                                      | CUSIP: 3140AHUS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3619628 | PA      | $3721781.07    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4707 07-01-54                                                                      | CUSIP: 3140M6GR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6130234 | PA      | $6297846.76    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6035 08-01-54                                                                      | CUSIP: 3132DTV49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2133472 | PA      | $2234015.89    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS8467 07-01-54                                                                      | CUSIP: 3140XQMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10581696 | PA      | $10812545.78   | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD5701 06-01-54                                                                      | CUSIP: 3132DTKN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4393085 | PA      | $4614096.67    | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2314 09-01-54                                                                      | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8077922 | PA      | $8328563.61    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2325 09-01-54                                                                      | CUSIP: 3142GSSP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2693063 | PA      | $2810000.67    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2298 09-01-54                                                                      | CUSIP: 3142GSRU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11799468 | PA      | $11999953.15   | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2320 09-01-54                                                                      | CUSIP: 3142GSSJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3189858 | PA      | $3330301.01    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2309 09-01-54                                                                      | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2397333 | PA      | $2470950.22    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2306 09-01-54                                                                      | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3912696 | PA      | $4071766.45    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4                                                                      | EFF 2024-4 A2 144A 4.69% 07-20-27                                                                  | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7339973 | PA      | $7366734.85    | 0.01%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                        | EQS 2024-2M B 144A 6.43% 12-20-32                                                                  | CUSIP: 69121NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2374227 | PA      | $2387539.77    | 0.00%             | 2032-12-20      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                        | EQS 2024-2M A 144A 5.7% 12-20-32                                                                   | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   38930288 | PA      | $39537249.61   | 0.04%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                                 | EVGRN 2025-CRT5 B 144A 5.24% 05-15-29                                                              | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |    1928000 | PA      | $1954089.70    | 0.00%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| ACUSHNET CO                                                                     | ACUSHNET CO 144A LIFE SR UNSEC 5.625% 12-01-33                                                     | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     405000 | PA      | $410563.08     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 4.1% 11-20-30                                                              | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5006955.00    | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 5.45% 11-20-55                                                             | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   68281000 | PA      | $66692237.69   | 0.07%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.7% 12-01-55                                 | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   27239000 | PA      | $26136419.76   | 0.03%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | CIGNA GROUP SR UNSEC 5.25% 01-15-36                                                                | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   40500000 | PA      | $41257471.50   | 0.04%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | CIGNA GROUP SR UNSEC 6.0% 01-15-56                                                                 | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   20442000 | PA      | $21035615.24   | 0.02%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.62% 01-15-34                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3137358.00    | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 5.174% 09-11-36/35                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17786000 | PA      | $17960053.80   | 0.02%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.503% 09-11-31/30                                                          | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   26001000 | PA      | $26088571.37   | 0.03%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR UNSEC 5.12% 05-01-29                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   29725000 | PA      | $30069483.03   | 0.03%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                                        | COTY INC 144A LIFE SR UNSEC 5.6% 01-15-31                                                          | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   15191000 | PA      | $15343532.83   | 0.02%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATURAL RESOURCES LTD SR UNSEC 5.4% 12-15-34                                              | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3055212.00    | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                       | CARPENTER TECHNOLOGY CORP 144A LIFE SR UNSEC 5.625% 03-01-34                                       | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4784867.38    | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                            | COMMERCIAL METALS CO 144A LIFE SR UNSEC 5.75% 11-15-33                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1468165.72    | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.384% 10-23-35                               | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1163000 | PA      | $1201284.80    | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.484% 10-23-45                               | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6448439.30    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 5.125% 05-01-27                                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40020000 | PA      | $39988184.10   | 0.04%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.85% 06-01-27                                             | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2275000 | PA      | $2270345.35    | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                              | CROWN AMERICAS LLC SR UNSEC 4.25% 09-30-26                                                         | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3987336.00    | 0.00%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                              | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28                                | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2627050.38    | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.2% 03-15-28                                 | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9952880.00    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                                 | EVGRN 2025-CRT5 C 144A 5.53% 05-15-29                                                              | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |    1475000 | PA      | $1492121.80    | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                   | WLAKE 2024-3A C 144A 4.92% 11-15-29                                                                | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20412000 | PA      | $20567212.85   | 0.02%             | 2029-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC SR UNSEC 5.25% 06-15-37                                                         | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     822000 | PA      | $800658.41     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC SR UNSEC 5.4% 06-15-47                                                          | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   12727000 | PA      | $11645332.27   | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29/28                                                 | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    5485000 | PA      | $5456148.90    | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 4.1% 02-15-48                                                    | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $789829.00     | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL LIMITED FCBSL_22-2A                                         | FCBSL 2022-2A CR CLO 144A FRN 10-18-33                                                             | CUSIP: 34964WAS1<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-O            | CORP              | KY        |    6000000 | PA      | $6009360.00    | 0.01%             | 2033-10-18      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL LIMITED FCBSL_22-2A                                         | FCBSL 2022-2A AR CLO 144A FRN 10-18-33                                                             | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-O            | CORP              | KY        |    7874000 | PA      | $7876519.68    | 0.01%             | 2033-10-18      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 3.8% 03-01-28                                                                    | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2457877.02    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.8% 11-15-28                                                  | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     593000 | PA      | $591135.61     | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-C                                                                    | FORDO 2024-C A4 4.11% 07-15-30                                                                     | CUSIP: 34532UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7868000 | PA      | $7917702.16    | 0.01%             | 2030-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FCBSL 2022-3A                                                                   | FCBSL 2022-3A BR CLO 144A FRN 10-20-35                                                             | CUSIP: 349927AQ6<br>LEI: 254900KG4E8W7Q68M916 | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $2001340.00    | 0.00%             | 2035-10-20      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-3                             | FORDF 2024-3 A1 144A 4.3% 09-15-29                                                                 | CUSIP: 34528QJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   38805000 | PA      | $39145358.66   | 0.04%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2019-1A                                                                   | FCBSL 2019-1A CR CLO 144A FRN 07-23-32                                                             | CUSIP: 34956NAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4250000 | PA      | $4257140.00    | 0.00%             | 2032-07-23      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                   | WLAKE 2024-3A A3 144A 4.71% 04-17-28                                                               | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11517000 | PA      | $11555777.74   | 0.01%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                     | ACAR 2024-4 A 144A 4.81% 03-13-28                                                                  | CUSIP: 024945AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     426391 | PA      | $426516.74     | 0.00%             | 2028-03-13      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2019-2A                                                                   | FCBSL 2019-2A A1AR CLO 144A FRN 10-20-32                                                           | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5176899 | PA      | $5175656.20    | 0.01%             | 2032-10-20      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2019-2A                                                                   | FCBSL 2019-2A DR CLO 144A FRN 10-20-32                                                             | CUSIP: 34962DAW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2470000 | PA      | $2469283.70    | 0.00%             | 2032-10-20      | Variable      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (23) LTD                                             | CK HUTCHISON INTERNATIONAL 23 LTD REG S SR UNSEC 4.875% 04-21-33                                   | CUSIP: N/A<br>LEI: 2549003AJI1YI8883K46       | Long             | DBT              | CORP              | HK        |    3000000 | PA      | $3037581.00    | 0.00%             | 2033-04-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 4.9% 05-01-33                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2583000 | PA      | $2596772.56    | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-2A                                                                   | FCBSL 2019-2A CR CLO 144A FRN 10-20-32                                                             | CUSIP: 34962DAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3503290.00    | 0.00%             | 2032-10-20      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_25-1                                     | FNMNT 2025-1 A 4.85% 02-15-30                                                                      | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9652000 | PA      | $9851960.48    | 0.01%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL LTD FCBSL_23-1                                              | FCBSL 2023-1A BR CLO 144A FRN 04-23-36                                                             | CUSIP: 34965DAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2488000 | PA      | $2493548.24    | 0.00%             | 2036-04-23      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_25-2                             | FORDF 2025-2 A1 4.06% 09-15-30                                                                     | CUSIP: 34528QJU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27305000 | PA      | $27419653.70   | 0.03%             | 2030-09-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 4.8% 05-15-33                                                                | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10257000 | PA      | $10348595.01   | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 5.3% 05-15-53                                                           | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   24358000 | PA      | $22706454.53   | 0.02%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GCAR 2025-1A                                                                    | GCAR 2025-1A B 144A 4.98% 07-16-29                                                                 | CUSIP: 36271KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7220000 | PA      | $7295412.90    | 0.01%             | 2029-07-16      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-1A                                                                    | GCAR 2025-1A A3 144A 4.77% 09-15-28                                                                | CUSIP: 36271KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4184000 | PA      | $4200497.51    | 0.00%             | 2028-09-15      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                         | CHARLES SCHWAB CORP SR UNSEC 5.643% 05-19-29/28                                                    | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15577260.00   | 0.02%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC SR UNSEC 3.85% 04-05-29                                                   | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   17379000 | PA      | $17106201.84   | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GCAR 2025-1A                                                                    | GCAR 2025-1A A2 144A 4.68% 12-15-27                                                                | CUSIP: 36271KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3381974 | PA      | $3385457.66    | 0.00%             | 2027-12-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| GALC 2025-1                                                                     | GALC 2025-1 A3 144A 4.49% 04-16-29                                                                 | CUSIP: 39154GAJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    2407000 | PA      | $2437643.52    | 0.00%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC SR UNSEC 4.35% 04-05-42                                                   | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     208000 | PA      | $178674.08     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.534% 11-29-45/44                                                    | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7096000 | PA      | $7211026.16    | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| GALC 2025-1                                                                     | GALC 2025-1 A2 144A 4.52% 10-15-27                                                                 | CUSIP: 39154GAH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    3396900 | PA      | $3409380.25    | 0.00%             | 2027-10-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_25-2                                  | GFORT 2025-2A A 144A 4.64% 03-15-30                                                                | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17724000 | PA      | $17993440.25   | 0.02%             | 2030-03-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.14% 01-24-31/30                                                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8331000 | PA      | $8612471.17    | 0.01%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.502% 01-24-36/35                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     198000 | PA      | $207057.51     | 0.00%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAR 2025-2A                                                                    | GCAR 2025-2A B 144A 4.97% 10-15-29                                                                 | CUSIP: 37989BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21213000 | PA      | $21424387.55   | 0.02%             | 2029-10-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-2A                                                                    | GCAR 2025-2A A3 144A 4.75% 01-16-29                                                                | CUSIP: 37989BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5176000 | PA      | $5207977.33    | 0.01%             | 2029-01-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                                    | GOST 2024-1A AR CLO 144A FRN 07-20-35                                                              | CUSIP: 381929AN8<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |   16863000 | PA      | $16863674.52   | 0.02%             | 2035-07-20      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                                    | GOST 2024-1A CR CLO 144A FRN 07-20-35                                                              | CUSIP: 381929AS7<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |    9437000 | PA      | $9437943.70    | 0.01%             | 2035-07-20      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GSAR_25-3                                            | GSAR 2025-3A A2 144A 4.46% 10-15-30                                                                | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4269465 | PA      | $4297972.25    | 0.00%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-3A                                                                    | GCAR 2025-3A B 144A 4.57% 01-15-30                                                                 | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8712000 | PA      | $8749783.94    | 0.01%             | 2030-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                             | J M SMUCKER CO SR UNSEC 5.9% 11-15-28                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4192276.00    | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                             | J M SMUCKER CO SR UNSEC 6.2% 11-15-33                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3253341.00    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GCAR 2025-3A                                                                    | GCAR 2025-3A D 144A 5.16% 06-16-31                                                                 | CUSIP: 37989YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9720000 | PA      | $9715557.96    | 0.01%             | 2031-06-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-3A                                                                    | GCAR 2025-3A A3 144A 4.44% 03-15-29                                                                | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3425000 | PA      | $3439474.05    | 0.00%             | 2029-03-15      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| GGAMMT 2025-1A                                                                  | GGAMMT 2025-1A A 144A 5.923% 09-30-60                                                              | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19184000 | PA      | $19349960.78   | 0.02%             | 2060-09-30      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-4A                                                                    | GSAR 2025-4A A2 144A 4.17% 02-18-31                                                                | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10598000 | PA      | $10633386.72   | 0.01%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-4A                                                                    | GCAR 2025-4A B 144A 4.53% 04-15-30                                                                 | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11189000 | PA      | $11242930.98   | 0.01%             | 2030-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-4A                                                                    | GCAR 2025-4A D 144A 5.13% 08-15-31                                                                 | CUSIP: 36273HAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6412000 | PA      | $6469195.04    | 0.01%             | 2031-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-4A                                                                    | GCAR 2025-4A C 144A 4.74% 08-15-31                                                                 | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6330000 | PA      | $6370195.50    | 0.01%             | 2031-08-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES GALC_25-2                                     | GALC 2025-2 B 144A 4.5% 09-15-32                                                                   | CUSIP: 39154TCS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1420000 | PA      | $1434342.00    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GLM 2023-18A                                                                    | GLM 2023-18A DR CLO 144A FRN 01-20-37                                                              | CUSIP: 38139LAU1<br>LEI: 549300NF42KVPC7ZHX42 | Long             | ABS-O            | CORP              | JE        |    4224000 | PA      | $4230547.20    | 0.00%             | 2037-01-20      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| GLM 2023-18A                                                                    | GLM 2023-18A CR CLO 144A FRN 01-20-37                                                              | CUSIP: 38139LAS6<br>LEI: 549300NF42KVPC7ZHX42 | Long             | ABS-O            | CORP              | JE        |    2588000 | PA      | $2591390.28    | 0.00%             | 2037-01-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-3                                      | HERTZ 2023-3A A 144A 5.94% 02-25-28                                                                | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36391000 | PA      | $36953277.34   | 0.04%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES HACLN_24-2                      | HACLN 2024-2 B1 144A 5.442% 10-20-32                                                               | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8205584 | PA      | $8297519.42    | 0.01%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                      | HERTZ 2025-1A B 144A 5.45% 09-25-29                                                                | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    3341000 | PA      | $3392204.17    | 0.00%             | 2029-09-25      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                | SALTT 2021-1A A 144A 2.675% 02-28-33                                                               | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2797416 | PA      | $2729128.70    | 0.00%             | 2033-02-28      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 6.07% 10-22-27/26                                                     | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10159930.00   | 0.01%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                             | MINEJESA CAPITAL BV REG S SR SEC 1ST LIEN SF 4.625% 08-10-30                                       | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |    3693092 | PA      | $3682411.58    | 0.00%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                | SALTT 2021-1A AA 144A 2.301% 02-28-33                                                              | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2052785 | PA      | $2004930.03    | 0.00%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| STELLAR JAY US LLC STELLAR_21-1                                                 | STELR 2021-1 A 144A 3.967% 10-15-41                                                                | CUSIP: 858558AA7<br>LEI: 254900N0ZJ7Y0Q6V4A92 | Long             | ABS-O            | CORP              | US        |     660481 | PA      | $651247.25     | 0.00%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                             | MINEJESA CAPITAL BV REG S SR SEC 1ST LIEN SF 5.625% 08-10-37                                       | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |   13500000 | PA      | $13397467.50   | 0.01%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                       | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 5.5% 07-31-47                                  | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    2165000 | PA      | $1902905.10    | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                       | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 3.875% 04-30-28                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   11400000 | PA      | $11157100.20   | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                       | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 07-31-47                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    9756000 | PA      | $8574938.64    | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                       | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 3.875% 04-30-28                                | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     690000 | PA      | $675298.17     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC COMPANY (THE)                                                            | MOSAIC CO SR UNSEC 4.05% 11-15-27                                                                  | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    1486000 | PA      | $1486297.20    | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SPRITE LIMITED SPRTE_21-1                                                       | SPRTE 2021-1 A 144A 3.75% 11-15-46                                                                 | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6760226 | PA      | $6619335.71    | 0.01%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOLRR AIRCRAFT SOLRR_21-1 LIMITED                                               | SOLRR 2021-1 A 144A 2.636% 10-15-46                                                                | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    9759043 | PA      | $9321330.61    | 0.01%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSEC 4.0% 03-15-28                                                                     | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3493871.50    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                                        | METLIFE CAPITAL TRUST IV PFD 144A LIFE JR SUB (H) 7.875% 12-15-67/37                               | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $110963.00     | 0.00%             | 2067-12-15      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 4.45% 09-01-48                                                            | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     242000 | PA      | $205836.97     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 3.625% 09-01-49                                                           | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    6857000 | PA      | $5052607.88    | 0.01%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                               | SDART 2022-4 C 5.0% 11-15-29                                                                       | CUSIP: 80286FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5427387 | PA      | $5451044.85    | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                               | SORT 2022-1A A1 144A 5.97% 08-15-62                                                                | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   97933169 | PA      | $96708417.19   | 0.10%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                      | CRVNA 2021-N4 A2 1.8% 09-11-28                                                                     | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1610196 | PA      | $1584397.44    | 0.00%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_23-A                                             | CPS 2023-A C 144A 5.54% 04-16-29                                                                   | CUSIP: 12664LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     615186 | PA      | $615883.26     | 0.00%             | 2029-04-16      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                               | SORT 2022-1A A2 144A 6.11% 08-15-62                                                                | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42982756 | PA      | $41862711.58   | 0.04%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                               | SDART 2022-5 C 4.74% 10-16-28                                                                      | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1349049 | PA      | $1349974.20    | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2022-6                                                                    | SDART 2022-6 C 4.96% 11-15-28                                                                      | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2007915 | PA      | $2011782.32    | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                               | SDART 2022-7 C 6.69% 03-17-31                                                                      | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2368000 | PA      | $2416098.82    | 0.00%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                      | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 3.15% 04-15-50                                               | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2964000 | PA      | $2014850.14    | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC SR UNSEC 4.55% 03-23-30                                                                | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     417000 | PA      | $426062.24     | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 4.2% 04-01-50                                                             | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     708000 | PA      | $573020.51     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 2.95% 04-09-30                    | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     980000 | PA      | $930525.68     | 0.00%             | 2030-04-09      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 2.25% 11-15-30                                                   | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     221000 | PA      | $202044.17     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2091352.75    | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                                     | WEF 2025-1A B 144A 4.57% 09-20-33                                                                  | CUSIP: 97415CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     701000 | PA      | $703522.90     | 0.00%             | 2033-09-20      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3                                    | WLAKE 2025-3A C 144A 4.68% 07-15-31                                                                | CUSIP: 96043QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5793000 | PA      | $5812765.72    | 0.01%             | 2031-07-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3                                    | WLAKE 2025-3A B 144A 4.28% 07-15-31                                                                | CUSIP: 96043QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5991000 | PA      | $6012747.33    | 0.01%             | 2031-07-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 2.726% 03-25-31                                                          | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1768000 | PA      | $1630948.18    | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.831% 10-24-51/50                                                   | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $2273013.72    | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30                                                   | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   32244000 | PA      | $28847449.28   | 0.03%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 2.75% 02-01-26                                                                  | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   55594000 | PA      | $55530789.62   | 0.06%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 3.25% 02-01-28                                                                  | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   49283000 | PA      | $48483087.63   | 0.05%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | MERCK & CO INC SR UNSEC 1.45% 06-24-30                                                             | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     465000 | PA      | $416037.36     | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                 | MV24 CAPITAL BV 144A LIFE SR SEC 1ST LIEN SF 6.748% 06-01-34                                       | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1377650 | PA      | $1368391.75    | 0.00%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                               | SDART 2022-7 B 5.95% 01-17-28                                                                      | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     156863 | PA      | $157017.15     | 0.00%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SDART 2023-1                                                                    | SDART 2023-1 C 5.09% 05-15-30                                                                      | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500648 | PA      | $3524123.79    | 0.00%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_19-2A                                                 | SNDPT 2019-2A CR CLO 144A FRN 07-15-34                                                             | CUSIP: 83614BAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1001350.00    | 0.00%             | 2034-07-15      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                            | SFAST 2023-1A B 144A 5.71% 01-22-30                                                                | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2244000 | PA      | $2299157.52    | 0.00%             | 2030-01-22      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                            | SFAST 2023-1A C 144A 5.97% 02-20-31                                                                | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3578000 | PA      | $3682141.27    | 0.00%             | 2031-02-20      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3                               | SDART 2023-3 B 5.61% 07-17-28                                                                      | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4691812 | PA      | $4708115.94    | 0.00%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3                               | SDART 2023-3 C 5.77% 11-15-30                                                                      | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5960000 | PA      | $6072983.72    | 0.01%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1                                       | SYNIT 2023-A1 A 5.54% 07-15-29                                                                     | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26177000 | PA      | $26401624.84   | 0.03%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C                                       | SMB 2023-C A1A 144A 5.67% 11-15-52                                                                 | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2013500 | PA      | $2069573.62    | 0.00%             | 2052-11-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6                               | SDART 2023-6 A3 5.93% 07-17-28                                                                     | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2997821 | PA      | $3007234.60    | 0.00%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                    | SDART 2024-1 A3 5.25% 04-17-28                                                                     | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1244878 | PA      | $1245688.85    | 0.00%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                    | SDART 2024-1 C 5.45% 03-15-30                                                                      | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2142000 | PA      | $2168395.87    | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                    | SDART 2024-1 B 5.23% 12-15-28                                                                      | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2556000 | PA      | $2567744.82    | 0.00%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD STCP_23-2R                                                | STCP 2023-2A DR CLO 144A FRN 01-20-37                                                              | CUSIP: 87122CAQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $3009180.00    | 0.00%             | 2037-01-20      | Variable      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SEACO 2025-1H                                                                   | SEACO 2025-1H A 144A 6.169% 09-20-45                                                               | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   39759993 | PA      | $39865675.50   | 0.04%             | 2045-09-20      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A3                                       | SYNIT 2025-A3 A 4.06% 11-15-31                                                                     | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16833000 | PA      | $16925244.84   | 0.02%             | 2031-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-2A                                                                   | SCFET 2025-2A D 144A 5.33% 06-20-36                                                                | CUSIP: 78439XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     269000 | PA      | $271458.66     | 0.00%             | 2036-06-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SDART 2025-4                                                                    | SDART 2025-4 D 4.95% 01-15-32                                                                      | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     924000 | PA      | $928514.66     | 0.00%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4                                                                    | SDART 2025-4 A3 4.17% 04-15-30                                                                     | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9610000 | PA      | $9651563.25    | 0.01%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4                                                                    | SDART 2025-4 C 4.52% 01-15-32                                                                      | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3988000 | PA      | $4000905.17    | 0.00%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_21-1A                                                 | SNDPT 2021-1A CR CLO 144A FRN 04-25-34                                                             | CUSIP: 83614VAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2002080.00    | 0.00%             | 2034-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SFUEL 2025-CA                                                                   | SFUEL 2025-CA A3 144A 4.11% 04-20-29                                                               | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1703000 | PA      | $1706133.52    | 0.00%             | 2029-04-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                                                         | MEITUAN REG S SR UNSEC 3.05% 10-28-30                                                              | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | CN        |   15000000 | PA      | $13994040.00   | 0.01%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 1.928% 04-28-32/31                                                         | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1176000 | PA      | $1032331.61    | 0.00%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                              | MURPHY OIL USA INC 144A LIFE SR UNSEC 3.75% 02-15-31                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   10160000 | PA      | $9545675.60    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                              | NIAGARA ENERGY SAC REG S SR UNSEC 5.75% 10-03-34                                                   | CUSIP: N/A<br>LEI: 254900V9UGCG42YQ6848       | Long             | DBT              | CORP              | PE        |    3000000 | PA      | $3062298.00    | 0.00%             | 2034-10-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                               | NFE FINANCING LLC 144A LIFE SR SEC 1ST LIEN 12.0% 11-15-29                                         | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21385639 | PA      | $6201835.31    | 0.01%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 5.35% 01-23-35                                 | CUSIP: 64952WFM0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15657600.00   | 0.02%             | 2035-01-23      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 3.625% 02-01-31                                                                 | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3864000 | PA      | $3713663.35    | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 2.55% 11-13-50                                                    | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   15075000 | PA      | $8930565.68    | 0.01%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE CO                                                        | NIPPON LIFE INSURANCE CO 144A LIFE SUB (H) 6.5% 04-30-55/35                                        | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   18201000 | PA      | $19610012.21   | 0.02%             | 2055-04-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.05% 05-15-35                                            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    4707000 | PA      | $4799784.38    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.65% 05-15-55                                            | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     600000 | PA      | $604468.80     | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 5.1% 05-01-35                                                       | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   23386000 | PA      | $23958255.42   | 0.02%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 7.875% 06-15-32                                                              | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4189764.00    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 5.071% 05-20-31/30                                                  | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    8394000 | PA      | $8625439.37    | 0.01%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.6% 06-03-30                           | CUSIP: 64952WFN8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3049332.00    | 0.00%             | 2030-06-03      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP SR UNSEC 4.65% 07-15-30                                                      | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   14212000 | PA      | $14470843.16   | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 2.196% 02-04-26                                                                 | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   22816000 | PA      | $22773493.79   | 0.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                                    | BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 1.65% 05-15-31                                               | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    4039000 | PA      | $3522597.69    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA                                                                   | SFUEL 2025-CA A2 144A 4.06% 06-20-28                                                               | CUSIP: 85855EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7564000 | PA      | $7574665.24    | 0.01%             | 2028-06-20      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                               | SORT 2020-1 A1 144A 1.69% 07-15-60                                                                 | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   88509466 | PA      | $75194102.25   | 0.08%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                             | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.5% 07-17-30                                               | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   39000000 | PA      | $40959204.00   | 0.04%             | 2030-07-17      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                             | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.75% 07-17-32                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   29320000 | PA      | $31170385.20   | 0.03%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                               | SORT 2020-1 B1 144A 2.28% 07-15-60                                                                 | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12880500 | PA      | $8186034.23    | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                               | SORT 2020-1 A2 144A 1.99% 07-15-60                                                                 | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15355591 | PA      | $12982614.58   | 0.01%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                               | SORT 2020-1 B2 144A 2.6% 07-15-60                                                                  | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     989397 | PA      | $640219.14     | 0.00%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                      | SEACO 2020-1A B 144A 3.55% 10-17-40                                                                | CUSIP: 37959PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     657543 | PA      | $636321.79     | 0.00%             | 2040-10-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                             | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 8.125% 07-17-35                                             | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   59905000 | PA      | $63710285.41   | 0.06%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 6.125% 09-30-30                                  | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6005250.00    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                           | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 7.625% 11-15-32                                           | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3147235.20    | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| TRUST 2401                                                                      | TRUST 2401 144A LIFE SR UNSEC 7.7% 01-23-32                                                        | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1007000 | PA      | $1114930.26    | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-A                                                | SBALT 2024-A A3 144A 5.39% 11-20-26                                                                | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1442652 | PA      | $1445142.47    | 0.00%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-2                                                                    | SDART 2024-2 B 5.78% 07-16-29                                                                      | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15172000 | PA      | $15359222.48   | 0.02%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                                                | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6267681.25    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                                       | SEACO 2020-2A A 144A 2.26% 11-19-40                                                                | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1465738 | PA      | $1409766.22    | 0.00%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM1062 06-01-49                                                                      | CUSIP: 3140X4FC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6447844 | PA      | $6114309.67    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC SR UNSEC 1.018% 08-12-27                                                           | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    2757000 | PA      | $2644801.13    | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 1.75% 08-21-30                                                            | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5029521.28    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B                                                                    | SBALT 2024-B A3 144A 5.56% 11-22-27                                                                | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4085846 | PA      | $4107794.79    | 0.00%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY 2024-1A                                                                  | SUBWAY 2024-1A A2I 144A 6.028% 07-30-54                                                            | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   44240130 | PA      | $44886168.62   | 0.05%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY 2024-1A                                                                  | SUBWAY 2024-1A A2II 144A 6.268% 07-30-54                                                           | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   50675130 | PA      | $51809948.86   | 0.05%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                   | SCFET 2024-1A C 144A 5.82% 09-20-32                                                                | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1625000 | PA      | $1680781.38    | 0.00%             | 2032-09-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 931768 08-01-39                                                                      | CUSIP: 31412QFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27761 | PA      | $28563.20      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS AT0300 03-01-43                                                                          | CUSIP: 3138WMKN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      53833 | PA      | $52151.98      | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                   | SCFET 2024-1A A2 144A 5.88% 11-20-29                                                               | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1930396 | PA      | $1939374.03    | 0.00%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                   | SCFET 2024-1A A3 144A 5.52% 01-20-32                                                               | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1439000 | PA      | $1467761.29    | 0.00%             | 2032-01-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                   | SCFET 2024-1A B 144A 5.56% 04-20-32                                                                | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4128648.00    | 0.00%             | 2032-04-20      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-3                                                                    | SDART 2024-3 B 5.55% 09-17-29                                                                      | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8732000 | PA      | $8840626.08    | 0.01%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BH2847 05-01-47                                                                      | CUSIP: 3140GREV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      32623 | PA      | $30864.85      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AD3566 10-01-35                                                                      | CUSIP: 31418Q6C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      18084 | PA      | $18563.63      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SDART 2024-3                                                                    | SDART 2024-3 A3 5.63% 01-16-29                                                                     | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5321625 | PA      | $5343443.80    | 0.01%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SARATOGA INVESTMENT CORP CLO 2013-1 LTD                                         | SARAT 2013-1A A1R4 CLO 144A FRN 04-20-33                                                           | CUSIP: 80349BCD7<br>LEI: 549300471O2DE0Y4L506 | Long             | ABS-O            | CORP              | US        |   16429442 | PA      | $16433878.04   | 0.02%             | 2033-04-20      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BH2846 05-01-47                                                                      | CUSIP: 3140GREU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     124009 | PA      | $117527.15     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q56591 06-01-48                                                                          | CUSIP: 3132Y0KD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154034 | PA      | $144952.83     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_23-A                                             | CPS 2023-A D 144A 6.44% 04-16-29                                                                   | CUSIP: 12664LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3525000 | PA      | $3580924.13    | 0.00%             | 2029-04-16      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-1A                                                                    | EART 2025-1A B 4.91% 08-15-29                                                                      | CUSIP: 30167MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23206000 | PA      | $23407915.41   | 0.02%             | 2029-08-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                    | EART 2025-1A A2 4.7% 09-15-27                                                                      | CUSIP: 30167MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131178 | PA      | $131200.14     | 0.00%             | 2027-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                    | EART 2025-1A A3 4.67% 08-15-28                                                                     | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5583000 | PA      | $5593468.13    | 0.01%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                    | EART 2025-1A D 5.49% 05-15-31                                                                      | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23284000 | PA      | $23650746.28   | 0.02%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A                                                                    | EART 2025-2A D 5.89% 07-15-31                                                                      | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9000000 | PA      | $9223218.00    | 0.01%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| SCCU 2024-1A                                                                    | SCCU 2024-1A A3 144A 5.11% 06-15-29                                                                | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10161000 | PA      | $10232167.64   | 0.01%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-4                                                                    | SDART 2024-4 A3 4.85% 01-16-29                                                                     | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34512670 | PA      | $34605923.24   | 0.04%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 695412 06-01-33                                                                      | CUSIP: 31400RR94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2392 | PA      | $2449.40       | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54700 03-01-48                                                                          | CUSIP: 3132XXGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     651390 | PA      | $611992.91     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                    | SDART 2024-4 B 4.93% 09-17-29                                                                      | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10970000 | PA      | $11057101.80   | 0.01%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                    | SDART 2024-4 C 4.95% 04-15-30                                                                      | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15291000 | PA      | $15462060.42   | 0.02%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A                                                                    | EART 2025-2A A2 4.78% 06-15-27                                                                     | CUSIP: 30168JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     956910 | PA      | $957237.05     | 0.00%             | 2027-06-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A                                                                    | EART 2025-2A B 4.92% 09-17-29                                                                      | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6660000 | PA      | $6720446.16    | 0.01%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A                                                                    | EART 2025-2A C 5.16% 07-15-31                                                                      | CUSIP: 30168JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9000000 | PA      | $9112653.00    | 0.01%             | 2031-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1                           | ESART 2025-1 A2 4.83% 10-16-28                                                                     | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2466624 | PA      | $2474712.42    | 0.00%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | FED FUND 30DAY FUT FFG6 02-27-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       3724 | NC      | $-206577.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | FED FUND 30DAY FUT FFF6 01-30-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        533 | NC      | $65900.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5876 11-01-55                                                                      | CUSIP: 31418FQ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7954440 | PA      | $7549988.62    | 0.01%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 DF2187 11-01-55                                                                      | CUSIP: 3140BSND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1063409 | PA      | $1009338.08    | 0.00%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1                           | ESART 2025-1 C 5.4% 08-15-31                                                                       | CUSIP: 30185AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4513000 | PA      | $4592018.12    | 0.00%             | 2031-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1                           | ESART 2025-1 A3 4.69% 04-15-30                                                                     | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9672000 | PA      | $9783295.70    | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                               | ITA GB 10YR FUT IKH6 03-06-26                                                                      | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |       2798 | NC      | $-1195733.14   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT SFRM6 09-15-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        805 | NC      | $-194811.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 MA5738 06-01-55                                                                      | CUSIP: 31418FLU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   33997620 | PA      | $35767298.24   | 0.04%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX JPY 2.477% 10-06-25/10-06-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-644637.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX JPY 2.47% 10-07-25/10-07-55 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3695658.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX JPY 1.51812% 10-07-25/10-07-35 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3655239.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EART 2025-3A                                                                    | EART 2025-3A D 5.57% 10-15-31                                                                      | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7153000 | PA      | $7296811.07    | 0.01%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A                                                                    | EART 2025-3A C 5.09% 10-15-31                                                                      | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5905000 | PA      | $6001092.07    | 0.01%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT SFRZ5 03-17-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         69 | NC      | $-11436.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT TYH6 03-20-26                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       1445 | NC      | $-1414879.37   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EART 2025-3A                                                                    | EART 2025-3A B 4.86% 02-15-30                                                                      | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7458000 | PA      | $7555520.81    | 0.01%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A                                                                    | EART 2025-3A A3 4.78% 07-16-29                                                                     | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     679000 | PA      | $684174.66     | 0.00%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 30YR FUT ULTRA WNH6 03-20-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      24702 | NC      | $-43692186.24  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT ULTRA UXYH6 03-20-26                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       2838 | NC      | $-942647.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX JPY 1.4925% 10-08-25/10-08-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $662991.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX JPY 2.5425% 10-08-25/10-08-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-499758.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.6775% 10-08-25/10-08-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1463311.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX JPY 1.53% 10-09-25/10-09-35 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $598698.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC 25-1M                                                 | EQS 2025-1M A 144A 5.48% 09-26-33                                                                  | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17435979 | PA      | $17567533.43   | 0.02%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ELM15 2022-2A                                                                   | ELM15 2022-2A DR CLO 144A FRN 04-22-35                                                             | CUSIP: 29003JAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5600000 | PA      | $5567576.00    | 0.01%             | 2035-04-22      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX JPY 2.57% 10-09-25/10-09-55 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-455135.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.953% 10-09-25/10-09-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2136640.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 20YR FUT USH6 03-20-26                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      13072 | NC      | $-19222764.98  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT FVH6 03-31-26                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      85711 | NC      | $-25769126.19  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.663% 10-09-25/10-09-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1195285.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX JPY 2.515% 10-10-25/10-10-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-557213.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                      | EART 2025-4A A3 4.39% 09-17-29                                                                     | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6376000 | PA      | $6406145.73    | 0.01%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                      | EART 2025-4A A2 4.53% 03-15-28                                                                     | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6751227 | PA      | $6761562.78    | 0.01%             | 2028-03-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX JPY 1.5225% 10-10-25/10-10-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $621252.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX JPY 2.52% 10-14-25/10-14-55 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-549994.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX JPY 1.51% 10-14-25/10-14-35 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $647166.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX JPY 1.491% 10-15-25/10-15-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $682372.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX JPY 2.5% 10-15-25/10-15-55 LCH                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-584689.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX JPY 1.475% 10-16-25/10-16-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $438381.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 2YR FUT TUH6 03-31-26                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     120249 | NC      | $-4157098.70   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 1/12/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-472279.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX JPY 2.51625% 10-16-25/10-16-55 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-342423.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.2715% 10-17-25/10-17-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $361537.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.8185% 10-24-25/10-24-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6942019.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.475% 11-03-25/11-03-32 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1608634.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                      | EART 2025-4A D 5.23% 01-15-32                                                                      | CUSIP: 30167KAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4740000 | PA      | $4762429.68    | 0.00%             | 2032-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PKAIR 2024-2                                                                    | PKAIR 2024-2 A 144A 5.052% 10-15-39                                                                | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17839998 | PA      | $17919546.77   | 0.02%             | 2039-10-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.66593% 11-03-25/11-03-35 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1707749.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.50061% 11-03-25/11-03-32 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1245088.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 4.052% 12-04-25/11-15-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1214598.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.665% 12-04-25/08-15-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1044762.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 1.3% 08-21-27                                                             | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9571010.00    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP SR UNSEC 2.25% 03-15-26                                                 | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    9530000 | PA      | $9488782.75    | 0.01%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PKAIR 2024-2                                                                    | PKAIR 2024-2 B 144A 5.142% 10-15-39                                                                | CUSIP: 69381EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6291289 | PA      | $6308696.90    | 0.01%             | 2039-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4                                       | PSTAT 2022-4A A1RN CLO 144A FRN 07-24-31                                                           | CUSIP: 69702YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     669621 | PA      | $669869.04     | 0.00%             | 2031-07-24      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | BRL FWD PUR FROM USD NDF 1/23/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-405479.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1407905.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.667% 04-25-36/35                                                    | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   40417000 | PA      | $42690375.42   | 0.04%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 5.3% 05-15-65                                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3890000 | PA      | $3661380.81    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 5.25% 05-15-55                                                               | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   14302000 | PA      | $13708238.17   | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.45% 05-07-35                                           | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    9483000 | PA      | $9882101.54    | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.486% 12-04-25/11-15-32 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1025833.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.325% 12-04-25/05-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $909280.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX LTD                                                                         | AUS GB 10YR FUT XMH6 03-16-26                                                                      | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |        572 | NC      | $-218909.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BUND 10YR FUT RXH6 03-06-26                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |       8898 | NC      | $9076561.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNFED 2025-A                                                                    | PNFED 2025-A A3 144A 4.03% 07-15-30                                                                | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6292000 | PA      | $6311668.79    | 0.01%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2025-2                                                                    | PKAIR 2025-2 A 144A 4.75% 03-15-43                                                                 | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10722176 | PA      | $10759553.37   | 0.01%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BUXL 30YR FUT UBH6 03-06-26                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         15 | NC      | $43526.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 3.0% 10-15-30                                                                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   12066000 | PA      | $10804113.59   | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC SR UNSEC 1.375% 11-01-27                                                        | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     527000 | PA      | $501383.58     | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WFLOOR 2024-1A                                                                  | WFLOOR 2024-1A A 144A 5.43% 02-15-28                                                               | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     894000 | PA      | $895402.69     | 0.00%             | 2028-02-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_22-1                                                   | WINDR 2022-1A AR CLO 144A FRN 07-20-35                                                             | CUSIP: 97316YAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5002450.00    | 0.01%             | 2035-07-20      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD SR UNSEC 6.625% 05-19-55                                                        | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   14536000 | PA      | $14815934.29   | 0.02%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.033% 07-17-30                                | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15121185.00   | 0.02%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                          | ADVANCE AUTO PARTS INC 144A LIFE SR UNSEC 7.0% 08-01-30                                            | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    5210000 | PA      | $5257775.70    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                          | ADVANCE AUTO PARTS INC 144A LIFE SR UNSEC 7.375% 08-01-33                                          | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    8205000 | PA      | $8243399.40    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 5.543% 08-22-35                                       | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2721000 | PA      | $2731467.69    | 0.00%             | 2035-08-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| APA CORP                                                                        | APA CORP SR UNSEC 4.75% 04-15-43                                                                   | CUSIP: 03743QBD9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    2588000 | PA      | $2029043.76    | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                        | APA CORP SR UNSEC 4.25% 01-15-30                                                                   | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    9050000 | PA      | $8894964.45    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 5.62% 11-26-54                                                  | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |    2690000 | PA      | $2729709.78    | 0.00%             | 2054-11-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 5.25% 05-26-35                                                  | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |    8830000 | PA      | $9206917.38    | 0.01%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 4.4% 02-15-33                                                               | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   15040000 | PA      | $14886471.68   | 0.02%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 3.9% 11-15-28                                                               | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14987565.00   | 0.02%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 4.125% 11-15-30                                                             | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9453269.50    | 0.01%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                                        | WFLF 2024-3A A1 144A 4.8% 09-19-39                                                                 | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22409108 | PA      | $22653725.53   | 0.02%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                    | WLAKE 2025-1A D 144A 5.54% 11-15-30                                                                | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1139000 | PA      | $1157401.68    | 0.00%             | 2030-11-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 5.3% 11-15-55                                                               | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   28425000 | PA      | $27174612.68   | 0.03%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 4.625% 02-15-36                                                             | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   59437000 | PA      | $58254679.20   | 0.06%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 5.35% 11-15-45                                                               | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $20883429.00   | 0.02%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 4.375% 11-15-32                                                              | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2037000 | PA      | $2044500.23    | 0.00%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 4.1% 11-15-30                                                                | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2006570.00    | 0.00%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 4.7% 11-15-35                                                                | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   38193000 | PA      | $38217290.75   | 0.04%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.7% 03-01-35                                          | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   72882000 | PA      | $74976191.39   | 0.08%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.05% 03-01-35                                  | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $10016139.00   | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                    | WLAKE 2025-1A B 144A 4.98% 09-16-30                                                                | CUSIP: 96043VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5362000 | PA      | $5410016.71    | 0.01%             | 2030-09-16      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                    | WLAKE 2025-1A C 144A 5.14% 10-15-30                                                                | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1754000 | PA      | $1773432.57    | 0.00%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 5.45% 11-15-55                                                               | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   74923000 | PA      | $73550410.64   | 0.07%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 5.7% 11-15-75                                                                | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   52000000 | PA      | $51224420.00   | 0.05%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SERVICE ENTERPRISE GROUP INC SR UNSEC 4.9% 03-15-30                                         | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   18175000 | PA      | $18593370.33   | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP SR UNSEC 5.625% 01-15-33                                         | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    6514000 | PA      | $6584194.86    | 0.01%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC SR UNSEC 4.2% 11-15-30                                                                  | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   22236000 | PA      | $22344556.15   | 0.02%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26                                         | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   36030000 | PA      | $35943095.64   | 0.04%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                                                    | PTTEP TREASURY CENTER CO LTD REG S SR UNSEC 3.903% 12-06-59                                        | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |    3000000 | PA      | $2261817.00    | 0.00%             | 2059-12-06      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.45% 01-15-30                                  | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    3486000 | PA      | $3279803.10    | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 2.3% 03-08-27                                                             | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |    8000000 | PA      | $7817592.00    | 0.01%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                  | SYNCHRONY BANK SR UNSEC 5.625% 08-23-27                                                            | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17349571.00   | 0.02%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.15% 01-01-50                                  | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   10801000 | PA      | $7392971.27    | 0.01%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                                                    | PTTEP TREASURY CENTER CO LTD REG S SR UNSEC 2.993% 01-15-30                                        | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |    3500000 | PA      | $3335993.50    | 0.00%             | 2030-01-15      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC SR UNSEC 2.625% 04-01-30                                                                | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9439800.00    | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 2.7% 09-15-30                                                           | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    6129000 | PA      | $5638851.61    | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51                                                           | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   25486000 | PA      | $16355869.87   | 0.02%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                        | PRESIDENT AND FELLOWS OF HARVARD COLLEGE SR UNSEC 2.517% 10-15-50                                  | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $3365296.00    | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC SR UNSEC 1.625% 05-01-30                                                               | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     588000 | PA      | $532869.12     | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.7% 05-01-50                                   | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    4301000 | PA      | $2685286.34    | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP SR UNSEC 5.82% 11-04-28/27                                                       | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     430000 | PA      | $444672.89     | 0.00%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| SCRT 2024-2                                                                     | SCRT 2024-2 MT 3.5% 05-25-64                                                                       | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   35130779 | PA      | $30882941.24   | 0.03%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                              | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 2.7% 01-15-51                                        | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1887000 | PA      | $1142912.50    | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC SR UNSEC 1.7% 05-28-30                                                                  | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     690000 | PA      | $625792.74     | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO ENERGY CO SR SEC 1ST LIEN 2.8% 06-15-50                                                       | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6286560.00    | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                                                    | PTTEP TREASURY CENTER CO LTD 144A LIFE SR UNSEC 2.587% 06-10-27                                    | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    4780000 | PA      | $4675552.22    | 0.00%             | 2027-06-10      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| PLDT INC                                                                        | PLDT INC REG S SR UNSEC 3.45% 06-23-50                                                             | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |    3490000 | PA      | $2515756.03    | 0.00%             | 2050-06-23      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   49141000 | PA      | $47670357.29   | 0.05%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40                                          | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   37542000 | PA      | $28514988.56   | 0.03%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                          | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   37258000 | PA      | $25172063.67   | 0.03%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4                                                                  | STAR 2024-SFR4 A 144A FRN 10-17-41                                                                 | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22518189 | PA      | $22607924.02   | 0.02%             | 2041-10-17      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                 | STACR 2024-DNA3 M1 144A FRN 10-25-44                                                               | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |     140846 | PA      | $140808.25     | 0.00%             | 2044-10-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                                          | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  115186000 | PA      | $103809539.52  | 0.11%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 08-15-42                                         | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   23075000 | PA      | $17522739.65   | 0.02%             | 2042-08-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.125% 03-04-43                                           | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     108000 | PA      | $91810.26      | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC SR UNSEC 3.9% 06-01-27                                                         | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5603000 | PA      | $5617214.81    | 0.01%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                    | WLAKE 2025-1A A3 144A 4.75% 08-15-28                                                               | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7121000 | PA      | $7161781.97    | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                    | WLAKE 2025-1A A2A 144A 4.66% 01-18-28                                                              | CUSIP: 96043VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     655627 | PA      | $656836.03     | 0.00%             | 2028-01-18      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA SR UNSEC 5.15% 04-05-34                                                   | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    1221000 | PA      | $1268172.11    | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA SR UNSEC 5.488% 04-05-54                                                  | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   30500000 | PA      | $29511739.00   | 0.03%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 5.153% 08-05-32/31                                                  | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   24833000 | PA      | $25669151.94   | 0.03%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA SR UNSEC 4.724% 09-10-34                                                  | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5045920.00    | 0.01%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| WLAKE 2025-P1                                                                   | WLAKE 2025-P1 A2 144A 4.65% 02-15-28                                                               | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1756000 | PA      | $1761629.74    | 0.00%             | 2028-02-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| WELF 2021-1A                                                                    | WELF 2021-1A CR CLO 144A FRN 04-20-34                                                              | CUSIP: 94950CAS5<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6018060.00    | 0.01%             | 2034-04-20      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA SR UNSEC 5.275% 09-10-54                                                  | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   14400000 | PA      | $13542364.80   | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | TORONTO-DOMINION BANK SR UNSEC 4.568% 12-17-26                                                     | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    8891000 | PA      | $8948302.50    | 0.01%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | TORONTO-DOMINION BANK SR UNSEC 4.783% 12-17-29                                                     | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2317000 | PA      | $2374607.57    | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | TORONTO-DOMINION BANK SR UNSEC 4.861% 01-31-28                                                     | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20336540.00   | 0.02%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                          | TAMPA ELECTRIC CO SR UNSEC 5.15% 03-01-35                                                          | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20321360.00   | 0.02%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.875% 11-15-55                                                          | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2474000 | PA      | $2481998.44    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.125% 05-15-32                                                          | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   12852000 | PA      | $13231301.08   | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.3% 05-15-35                                                            | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   16807000 | PA      | $17239410.50   | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK SR UNSEC 4.671% 05-20-27/26                                                            | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10017930.00   | 0.01%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | TEXAS INSTRUMENTS INC SR UNSEC 5.1% 05-23-35                                                       | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   30701000 | PA      | $31670107.77   | 0.03%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV SR UNSEC 5.75% 12-01-30                              | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   11240000 | PA      | $11668738.56   | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 12-01-32                              | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   26145000 | PA      | $27459256.86   | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                    | WLAKE 2025-2A C 144A 4.85% 01-15-31                                                                | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1297000 | PA      | $1306551.11    | 0.00%             | 2031-01-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                    | WLAKE 2025-2A B 144A 4.63% 01-15-31                                                                | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9014000 | PA      | $9069354.97    | 0.01%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | TORONTO-DOMINION BANK SR UNSEC 4.808% 06-03-30                                                     | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   34000000 | PA      | $34711586.00   | 0.04%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                         | TAKEDA US FINANCING INC SR UNSEC 5.9% 07-07-55                                                     | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    7031000 | PA      | $7119457.01    | 0.01%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                         | TAKEDA US FINANCING INC SR UNSEC 5.2% 07-07-35                                                     | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   68820000 | PA      | $70128130.56   | 0.07%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                         | TRAVELERS COS INC SR UNSEC 5.05% 07-24-35                                                          | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2819000 | PA      | $2866939.91    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.299% 07-24-29/28                                                    | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5016000 | PA      | $5170863.98    | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                        | JBS NV SR UNSEC 3.0% 02-02-29                                                                      | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |    2818000 | PA      | $2715092.28    | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.79% 10-07-35                                               | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6272268.75    | 0.01%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 4.95% 11-15-35                                                           | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4178000 | PA      | $4155376.13    | 0.00%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                    | WLAKE 2025-2A D 144A 5.08% 05-15-31                                                                | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10086940.00   | 0.01%             | 2031-05-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                    | WLAKE 2025-2A A2A 144A 4.66% 09-15-28                                                              | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10519000 | PA      | $10553628.55   | 0.01%             | 2028-09-15      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 4.5% 10-15-31                                                  | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3007839.00    | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC FRN 09-12-31                                           | CUSIP: 606822DM3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6000000 | PA      | $6029988.00    | 0.01%             | 2031-09-12      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| WEFUN 2025-1                                                                    | WEFUN 2025-1 A 144A 4.75% 07-16-35                                                                 | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8343000 | PA      | $8418570.89    | 0.01%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WEFUN 2025-1                                                                    | WEFUN 2025-1 B 144A 4.98% 09-17-35                                                                 | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4486000 | PA      | $4532591.60    | 0.00%             | 2035-09-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 4.527% 09-12-31/30                                     | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    8000000 | PA      | $8046520.00    | 0.01%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND EUR 5.125% 03-19-38                                           | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   18005000 | PA      | $21094029.81   | 0.02%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 5.375% 03-22-33                                               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   30365000 | PA      | $30197992.50   | 0.03%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.356% 10-22-31/30                                                         | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   71155000 | PA      | $70936625.31   | 0.07%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.892% 10-22-36/35                                                         | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   91251000 | PA      | $90478012.78   | 0.09%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                         | MEITUAN 144A LIFE SR UNSEC 4.75% 11-05-32                                                          | CUSIP: 58533EAH6<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |   13410000 | PA      | $13257300.33   | 0.01%             | 2032-11-05      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                                                         | MEITUAN 144A LIFE SR UNSEC 5.125% 11-05-35                                                         | CUSIP: 58533EAJ2<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |   20855000 | PA      | $20650746.13   | 0.02%             | 2035-11-05      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 5.625% 11-15-55                                                        | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  129840000 | PA      | $124714955.52  | 0.13%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 4.875% 11-15-35                                                        | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   68086000 | PA      | $68021182.13   | 0.07%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 4.6% 11-15-32                                                          | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   68662000 | PA      | $69233817.14   | 0.07%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                                              | XIAOMI BEST TIME INTERNATIONAL LTD REG S SR UNSEC 2.875% 07-14-31                                  | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |    1000000 | PA      | $923877.00     | 0.00%             | 2031-07-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 2.35% 11-15-31                                                            | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   15182000 | PA      | $13485426.68   | 0.01%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 4.2% 11-15-30                                                          | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     863000 | PA      | $865044.45     | 0.00%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 5.5% 11-15-45                                                          | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   24102000 | PA      | $23418081.65   | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 5.45% 08-15-33                                                            | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   29414000 | PA      | $30427253.47   | 0.03%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC SR UNSEC 5.6% 11-16-32                                                                  | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   12980000 | PA      | $13809253.26   | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 5.75% 11-15-65                                                         | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   24780000 | PA      | $23657466.00   | 0.02%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                      | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 5.5% 11-15-56                                                | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    5583000 | PA      | $5488256.49    | 0.01%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                                                                 | AXIATA SPV2 BHD SUKUK REG S SR UNSEC 2.163% 08-19-30                                               | CUSIP: N/A<br>LEI: 254900P49KQFQ10AF282       | Long             | DBT              | CORP              | MY        |    4883000 | PA      | $4426815.49    | 0.00%             | 2030-08-19      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                          | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 4.0% 08-11-41                  | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    4100000 | PA      | $3441212.00    | 0.00%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48                                                        | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   23136000 | PA      | $18176104.32   | 0.02%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 5.35% 02-12-28                                                        | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   11978000 | PA      | $12031361.99   | 0.01%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29                                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1833000 | PA      | $1863473.63    | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                          | POWER FINANCE CORP LTD REG S SR UNSEC 3.95% 04-23-30                                               | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |   27000000 | PA      | $26338068.00   | 0.03%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 6.5% 02-15-31                                             | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1748076.00    | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC SR UNSEC 4.6% 05-13-46                                                                 | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     800000 | PA      | $717621.60     | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                       | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 4.25% 10-31-26                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    8700000 | PA      | $8675031.00    | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                 | MURPHY OIL CORP SR UNSEC 5.875% 12-01-42                                                           | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1204682.94    | 0.00%             | 2042-12-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                            | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50                                             | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    3695000 | PA      | $3258409.89    | 0.00%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27                                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6423000 | PA      | $6521837.12    | 0.01%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP SR UNSEC 4.7% 03-15-33                                                       | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   11968000 | PA      | $12088051.01   | 0.01%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP SR UNSEC 4.95% 03-15-53                                                      | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    5032000 | PA      | $4538204.81    | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  118926000 | PA      | $120843919.60  | 0.12%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   92845000 | PA      | $89917318.62   | 0.09%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 7.69% 01-23-50                                                        | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   65743000 | PA      | $58963318.87   | 0.06%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                                        | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   71324000 | PA      | $58112655.48   | 0.06%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                            | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.75% 07-17-54                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     664000 | PA      | $648620.43     | 0.00%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAPITAL BHD                                                 | TNB GLOBAL VENTURES CAPITAL BHD SUKUK REG S SR UNSEC 4.851% 11-01-28                               | CUSIP: N/A<br>LEI: 5493004U8XEGPFWIBZ14       | Long             | DBT              | CORP              | MY        |    4000000 | PA      | $4081908.00    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 4.685% 09-01-27                                       | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10832904.70   | 0.01%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K082                             | FHMS K082 A2 FRN 09-25-28                                                                          | CUSIP: 3137FJKE8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1680000 | PA      | $1683971.52    | 0.00%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 4.4% 02-12-52                                                 | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     229000 | PA      | $167685.25     | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                 | PANAMA GLOBAL 3.75% 04-17-26                                                                       | CUSIP: N/A<br>LEI: 549300SHS4T08CL0LP14       | Long             | DBT              | NUSS              | PA        |   10772000 | PA      | $10793867.16   | 0.01%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CA1532 04-01-48                                                                      | CUSIP: 3140Q8V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4097662 | PA      | $3852286.09    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS MA3518 11-01-33                                                                          | CUSIP: 31418C4C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       7047 | PA      | $7060.25       | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.3% 02-01-32                                 | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17202660.00   | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 144A LIFE SR UNSEC 6.0% 01-15-29                                                | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    1608000 | PA      | $1620888.12    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.5% 06-18-30                                | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |   77550000 | PA      | $86931801.29   | 0.09%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR REG S 144A 0.75% 06-18-31                                    | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |   68950000 | PA      | $72628278.46   | 0.07%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 G61628 09-01-48                                                                          | CUSIP: 31335BYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103947 | PA      | $98165.30      | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 988588 08-01-38                                                                      | CUSIP: 31415TF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2585 | PA      | $2694.50       | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.25% 06-15-33                               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |  176100000 | PA      | $221643259.48  | 0.22%             | 2033-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.625% 06-15-35                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |   21000000 | PA      | $25061234.09   | 0.03%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| WINDR 2021-2A                                                                   | WINDR 2021-2A CR CLO 144A FRN 07-20-34                                                             | CUSIP: 97315VAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3077000 | PA      | $3081615.50    | 0.00%             | 2034-07-20      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WOODS 2021-25A                                                                  | WOODS 2021-25A DR CLO 144A FRN 07-20-34                                                            | CUSIP: 668468AS0<br>LEI: 254900UXEMW3RG9T8D39 | Long             | ABS-O            | CORP              | KY        |    3833000 | PA      | $3836833.00    | 0.00%             | 2034-07-20      | Variable      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1963 07-01-54                                                                      | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11208463 | PA      | $11430850.04   | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8318 07-01-54                                                                      | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15401676 | PA      | $16033129.50   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 ZS4747 12-01-47                                                                      | CUSIP: 3132A5HY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6400638 | PA      | $6023358.66    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 BJ4856 02-01-33                                                                      | CUSIP: 3140H6ME6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     205080 | PA      | $199289.97     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BM4413 12-01-47                                                                      | CUSIP: 3140J83X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3671533 | PA      | $3648626.14    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_19-M5                                                      | FNA 2019-M5 A2 (MF) 3.273% 02-25-29                                                                | CUSIP: 3136B4KB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     391459 | PA      | $384763.55     | 0.00%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1975 07-01-54                                                                      | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   58629724 | PA      | $60631752.98   | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8858 07-01-54                                                                      | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   37991681 | PA      | $39267024.12   | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHLMC POOL #760015 ARH5 FRN 01-01-47                                                               | CUSIP: 31342WAQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1463215 | PA      | $1438457.26    | 0.00%             | 2047-01-01      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS CA3807 07-01-49                                                                          | CUSIP: 3140QBGR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     968654 | PA      | $880491.75     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8317 07-01-54                                                                      | CUSIP: 3140XQG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10428846 | PA      | $10953500.11   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8454 08-01-54                                                                      | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12153887 | PA      | $12486198.29   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5445 08-01-54                                                                      | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11340121 | PA      | $11650942.09   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB6878 06-01-54                                                                      | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7627468 | PA      | $7841761.63    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA3806 07-01-49                                                                      | CUSIP: 3140QBGQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     656258 | PA      | $597655.33     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4282 03-01-51                                                                      | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5521420 | PA      | $4719013.72    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB6901 07-01-54                                                                      | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4716339 | PA      | $4846670.07    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD4614 01-01-54                                                                      | CUSIP: 3132DSDT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     992837 | PA      | $1042177.36    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4306 04-01-51                                                                      | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15752818 | PA      | $13449630.26   | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0299 08-01-58                                                                         | CUSIP: 3140FXKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19153415 | PA      | $17601337.55   | 0.02%             | 2058-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS7162 02-01-54                                                                      | CUSIP: 3140XN5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     864471 | PA      | $907432.50     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS6763 01-01-54                                                                      | CUSIP: 3140XNQR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     913238 | PA      | $959178.11     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA9391 03-01-51                                                                      | CUSIP: 3140QHNH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  163668029 | PA      | $145953092.67  | 0.15%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA4658 02-01-51                                                                      | CUSIP: 3133KLE78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   31717123 | PA      | $28595586.97   | 0.03%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7510 11-01-53                                                                      | CUSIP: 3140QTKY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8621932 | PA      | $9028585.48    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB5545 01-01-53                                                                      | CUSIP: 3140QRET6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1745861 | PA      | $1835097.55    | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0379 04-01-59                                                                         | CUSIP: 3140FXM58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   29151669 | PA      | $26789393.04   | 0.03%             | 2059-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0145 03-01-57                                                                         | CUSIP: 3140FXET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12206488 | PA      | $11232422.76   | 0.01%             | 2057-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DB5213 07-01-54                                                                      | CUSIP: 3140AEYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13363115 | PA      | $13569374.66   | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS4840 05-01-53                                                                      | CUSIP: 3140XLLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10402673 | PA      | $10558848.06   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS6838 11-01-53                                                                      | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   26749377 | PA      | $27202644.69   | 0.03%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3512 08-01-53                                                                      | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     497873 | PA      | $512704.70     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHMS_K127                                                                       | FHMS K127 A2 (MF) 2.108% 01-25-31                                                                  | CUSIP: 3137FXZ35<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1000000 | PA      | $910933.00     | 0.00%             | 2031-01-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0041 04-01-51                                                                      | CUSIP: 3140QKBK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   45803943 | PA      | $41562772.57   | 0.04%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1797 06-01-54                                                                      | CUSIP: 3142GR7K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   61317279 | PA      | $63831226.34   | 0.06%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5873 07-01-54                                                                      | CUSIP: 3132DTQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5715208 | PA      | $5888967.77    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4333 05-01-41                                                                      | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   40748592 | PA      | $35582934.14   | 0.04%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0480 06-01-60                                                                         | CUSIP: 3140FXRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   29229044 | PA      | $26856785.36   | 0.03%             | 2060-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8619 07-01-54                                                                      | CUSIP: 3140XQSH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5206921 | PA      | $5468871.04    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5949 07-01-54                                                                      | CUSIP: 3132DTTE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   20718470 | PA      | $21354693.10   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4208 12-01-50                                                                      | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7021239 | PA      | $5737117.20    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4364 06-01-41                                                                      | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   81068104 | PA      | $70780237.47   | 0.07%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8607 07-01-54                                                                      | CUSIP: 3140XQR58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4101753 | PA      | $4295072.69    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD5905 07-01-54                                                                      | CUSIP: 3132DTR28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2346764 | PA      | $2457369.54    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5118 07-01-41                                                                      | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   85638405 | PA      | $74605095.42   | 0.08%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4387 07-01-41                                                                      | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   27700422 | PA      | $24216706.22   | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1986 07-01-54                                                                      | CUSIP: 3142GSF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7881085 | PA      | $8204492.78    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8448 07-01-54                                                                      | CUSIP: 3132DWL50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   56211688 | PA      | $58431205.98   | 0.06%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ0854 01-01-54                                                                      | CUSIP: 3142GQ5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     483690 | PA      | $504582.43     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1725 06-01-54                                                                      | CUSIP: 3142GR4K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     582302 | PA      | $613580.74     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 ZS4735 09-01-47                                                                      | CUSIP: 3132A5HL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      55926 | PA      | $52501.25      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K742                             | FHMS K742 A2 (MF) 1.76% 03-25-28                                                                   | CUSIP: 3137FYZK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3000000 | PA      | $2878464.00    | 0.00%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8591 07-01-54                                                                      | CUSIP: 3140XQRM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3782821 | PA      | $3929076.31    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC0296 08-01-54                                                                      | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     214157 | PA      | $222937.58     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI3 5.5 BF0320 01-01-49                                                                         | CUSIP: 3140FXLA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4260468 | PA      | $4453194.28    | 0.00%             | 2049-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q47620 04-01-47                                                                          | CUSIP: 3132WMPE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5419492 | PA      | $5279511.73    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 MA5446 08-01-54                                                                      | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3367852 | PA      | $3500831.98    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8455 08-01-54                                                                      | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   52075003 | PA      | $54131184.18   | 0.05%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7687 08-01-54                                                                      | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     275960 | PA      | $285531.89     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7039 07-01-54                                                                      | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     563713 | PA      | $582319.42     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM7694 06-01-51                                                                      | CUSIP: 3140XBRQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15654940 | PA      | $14103363.47   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 G67700 08-01-46                                                                          | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3869287 | PA      | $3662423.69    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 G60238 10-01-45                                                                          | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10307018 | PA      | $9806437.34    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-8INV                                            | FSMT 2021-8INV A3 144A FRN 09-25-51                                                                | CUSIP: 33852HAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12240209 | PA      | $10237662.25   | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 G05267 12-01-38                                                                          | CUSIP: 3128M7FG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1279 | PA      | $1335.31       | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-11INV                                           | FSMT 2021-11IN A4 144A FRN 11-25-51                                                                | CUSIP: 33851TAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12826621 | PA      | $10728134.19   | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2292 11-01-51                                                                      | CUSIP: 3140QMRN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1605762 | PA      | $1448591.80    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2293 12-01-51                                                                      | CUSIP: 3140QMRP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1651153 | PA      | $1487951.58    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BM6693 08-01-59                                                                         | CUSIP: 3140JBNK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21517035 | PA      | $19770820.37   | 0.02%             | 2059-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 AE5471 10-01-40                                                                      | CUSIP: 31419GCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     395627 | PA      | $398595.31     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ0326 11-01-53                                                                      | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9363769 | PA      | $9763086.71    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8756 08-01-54                                                                      | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1495406 | PA      | $1546363.21    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD6029 08-01-54                                                                      | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2291323 | PA      | $2369402.18    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4916 08-01-54                                                                      | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1734208 | PA      | $1787461.94    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5813 07-01-54                                                                      | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3728887 | PA      | $3846838.65    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8757 08-01-54                                                                      | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3711818 | PA      | $3854915.51    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2375 12-01-51                                                                      | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8382387 | PA      | $7214653.81    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6483 12-01-51                                                                      | CUSIP: 3133KNFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6934400 | PA      | $5968861.22    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QJ8523 11-01-54                                                                      | CUSIP: 3133D0PG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      29689 | PA      | $30158.17      | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DC9986 01-01-55                                                                      | CUSIP: 3140AYCY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     474318 | PA      | $481315.24     | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QJ8904 11-01-54                                                                      | CUSIP: 3133D03M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     261115 | PA      | $264966.44     | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8790 07-01-54                                                                      | CUSIP: 3140XQXU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25855679 | PA      | $26939238.39   | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2414 12-01-51                                                                      | CUSIP: 3140QMVG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23316870 | PA      | $21060496.56   | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7545 09-01-51                                                                      | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   54910499 | PA      | $47587305.16   | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM7751 05-01-51                                                                      | CUSIP: 3140XBTH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   33372414 | PA      | $27013500.43   | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD1805 02-01-55                                                                      | CUSIP: 3140B2AF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1548871 | PA      | $1613683.50    | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2373 12-01-51                                                                      | CUSIP: 3140QMT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9257871 | PA      | $7975905.42    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9492 11-01-51                                                                      | CUSIP: 3140XDRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17858588 | PA      | $15451910.90   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QX9148 03-01-55                                                                      | CUSIP: 31426GEW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2902440 | PA      | $3044656.32    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DB8661 07-01-54                                                                      | CUSIP: 3140AJTT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1943900 | PA      | $2022413.92    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2319 12-01-51                                                                      | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   46027416 | PA      | $39665414.67   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2372 12-01-51                                                                      | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   24751777 | PA      | $21316972.62   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9804 12-01-51                                                                      | CUSIP: 3140XD3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9904011 | PA      | $8588233.84    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9694 11-01-51                                                                      | CUSIP: 3140XDXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9042178 | PA      | $7854759.48    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QC2407 05-01-51                                                                      | CUSIP: 3133ALU89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7666838 | PA      | $6205968.13    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DD7303 06-01-55                                                                      | CUSIP: 3140B8DH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3919856 | PA      | $3977681.88    | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 G03695 11-01-37                                                                          | CUSIP: 3128M5NL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1502 | PA      | $1572.95       | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 A15120 10-01-33                                                                          | CUSIP: 31296PVM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1525 | PA      | $1563.06       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 G05937 08-01-40                                                                          | CUSIP: 3128M74W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3277143 | PA      | $3307099.51    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 AC2641 10-01-39                                                                      | CUSIP: 31417L5B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2577501 | PA      | $2601201.09    | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB1186 07-01-51                                                                      | CUSIP: 3140QLJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   68782320 | PA      | $55917618.76   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5761 07-01-55                                                                      | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   56217319 | PA      | $57768074.08   | 0.06%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ4529 05-01-55                                                                      | CUSIP: 3142GVA76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5363156 | PA      | $5511237.63    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QD8689 03-01-52                                                                      | CUSIP: 3133B6UN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     967789 | PA      | $897443.95     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 G04804 05-01-37                                                                          | CUSIP: 3128M6U55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     775059 | PA      | $783078.33     | 0.00%             | 2037-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5121 08-01-41                                                                      | CUSIP: 3133KYVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  133528286 | PA      | $116202055.97  | 0.12%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FS9324 09-01-52                                                                      | CUSIP: 3140XRLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      79141 | PA      | $73388.41      | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 MA5693 04-01-55                                                                      | CUSIP: 31418FKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2999702 | PA      | $2781665.92    | 0.00%             | 2055-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8408 03-01-54                                                                      | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   54931157 | PA      | $55775173.78   | 0.06%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8163 03-01-54                                                                      | CUSIP: 3140QUB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19799870 | PA      | $20450296.21   | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FS6597 08-01-52                                                                      | CUSIP: 3140XNKK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      82729 | PA      | $76715.92      | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QE1079 04-01-52                                                                      | CUSIP: 3133BAFU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      81084 | PA      | $75190.69      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANYC 2021-1A                                                                   | CANYC 2021-1A AR CLO 144A FRN 04-15-34                                                             | CUSIP: 13877EAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   25050000 | PA      | $25069038.00   | 0.03%             | 2034-04-15      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8151 03-01-54                                                                      | CUSIP: 3140QUBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11578184 | PA      | $11778301.45   | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2216 08-01-54                                                                      | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16658701 | PA      | $17170256.76   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BV4519 03-01-52                                                                      | CUSIP: 3140MJAV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     433438 | PA      | $401987.15     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QE0744 04-01-52                                                                      | CUSIP: 3133B9ZH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      98781 | PA      | $91601.35      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANYC 2021-1A                                                                   | CANYC 2021-1A CR CLO 144A FRN 04-15-34                                                             | CUSIP: 13877EAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3500000 | PA      | $3506265.00    | 0.00%             | 2034-04-15      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-3A                                                                   | CLAST 2025-3A A 144A 5.087% 11-15-50                                                               | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   50403999 | PA      | $50636966.58   | 0.05%             | 2050-11-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 SD6584 09-01-52                                                                      | CUSIP: 3132DUJ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.03          | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BT7848 07-01-52                                                                      | CUSIP: 3140LWWJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4935053 | PA      | $4576343.64    | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2228 08-01-54                                                                      | CUSIP: 3142GSPN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6780895 | PA      | $7073788.91    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2222 08-01-54                                                                      | CUSIP: 3142GSPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   35903308 | PA      | $37581895.32   | 0.04%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-2                                                    | CCG 2025-2 A2 144A 4.14% 08-15-34                                                                  | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24274000 | PA      | $24334442.26   | 0.02%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-D                                                                      | CPS 2025-D A 144A 4.46% 07-16-29                                                                   | CUSIP: 223936AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9790889 | PA      | $9802902.04    | 0.01%             | 2029-07-16      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 SD2986 09-01-52                                                                      | CUSIP: 3132DQJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     392443 | PA      | $363918.06     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 SD2494 03-01-52                                                                      | CUSIP: 3132DPXX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1970887 | PA      | $1827631.41    | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPS 2025-D                                                                      | CPS 2025-D D 144A 5.45% 02-17-32                                                                   | CUSIP: 223936AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3032256.00    | 0.00%             | 2032-02-17      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-D                                                                      | CPS 2025-D B 144A 4.48% 04-15-30                                                                   | CUSIP: 223936AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3841000 | PA      | $3848075.12    | 0.00%             | 2030-04-15      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY7483 07-01-55                                                                      | CUSIP: 31426SJ59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10892721 | PA      | $11198425.45   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 SD8529 03-01-55                                                                      | CUSIP: 3132DWPN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8999100 | PA      | $8344991.50    | 0.01%             | 2055-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A                                                                     | WEF 2025-1A A2 144A 4.33% 09-20-33                                                                 | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1315000 | PA      | $1317998.20    | 0.00%             | 2033-09-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                                     | WEF 2025-1A D 144A 5.45% 09-20-33                                                                  | CUSIP: 97415CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320000 | PA      | $322531.20     | 0.00%             | 2033-09-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-D                                                                      | CPS 2025-D C 144A 4.85% 02-17-32                                                                   | CUSIP: 223936AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1423000 | PA      | $1430603.09    | 0.00%             | 2032-02-17      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| CEFI 2025-1A                                                                    | CEFI 2025-1A A 144A 4.83% 05-15-31                                                                 | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1658130 | PA      | $1666331.19    | 0.00%             | 2031-05-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/16/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-2982277.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/28/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $297801.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 SD8520 03-01-55                                                                      | CUSIP: 3132DWPD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     999900 | PA      | $927221.45     | 0.00%             | 2055-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAALT 2025-2A                                                                   | CAALT 2025-2A C 144A 5.38% 03-17-36                                                                | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     876000 | PA      | $891785.52     | 0.00%             | 2036-03-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CAALT 2025-2A                                                                   | CAALT 2025-2A B 144A 4.87% 01-15-36                                                                | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4539000 | PA      | $4590018.36    | 0.00%             | 2036-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CAALT 2025-2A                                                                   | CAALT 2025-2A A 144A 4.5% 11-15-35                                                                 | CUSIP: 224940AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13718000 | PA      | $13776987.40   | 0.01%             | 2035-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS ONSHORE CLO LLC CERB_25-4                                              | CERB 2025-4A A CLO 144A FRN 01-15-38                                                               | CUSIP: 15674YAA6<br>LEI: 635400YQBXB1DKX6JK08 | Long             | ABS-O            | CORP              | KY        |    6000000 | PA      | $6005880.00    | 0.01%             | 2038-01-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                              | CLIF 2020-1A A 144A 2.08% 09-18-45                                                                 | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    2259581 | PA      | $2135125.54    | 0.00%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                              | CLIF 2020-1A B 144A 3.62% 09-18-45                                                                 | CUSIP: 12563LAP2<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     583224 | PA      | $559575.82     | 0.00%             | 2045-09-18      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                       | CLIF 2020-2A B 144A 3.56% 09-15-45                                                                 | CUSIP: 12563LAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     309686 | PA      | $296811.61     | 0.00%             | 2045-09-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                       | CLIF 2020-2A A 144A 2.03% 09-15-45                                                                 | CUSIP: 12563LAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4885236 | PA      | $4617295.08    | 0.00%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                              | CLIF 2020-3A A 144A 2.07% 10-18-45                                                                 | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3399667 | PA      | $3217808.32    | 0.00%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-1                                                  | DTAOT 2023-1A D 144A 6.44% 11-15-28                                                                | CUSIP: 23346KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8340000 | PA      | $8456292.96    | 0.01%             | 2028-11-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-1                                                  | DTAOT 2023-1A C 144A 5.55% 10-16-28                                                                | CUSIP: 23346KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1043181 | PA      | $1045510.30    | 0.00%             | 2028-10-16      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-3                                                  | DTAOT 2023-3A D 144A 7.12% 05-15-29                                                                | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6061000 | PA      | $6247072.70    | 0.01%             | 2029-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                    | DRIVE 2024-1 B 5.31% 01-16-29                                                                      | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7068845 | PA      | $7098986.24    | 0.01%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                    | DRIVE 2024-1 C 5.43% 11-17-31                                                                      | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13119000 | PA      | $13308149.74   | 0.01%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                                           | DTRT 2024-1 A3 5.49% 12-15-27                                                                      | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     671544 | PA      | $677307.29     | 0.00%             | 2027-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                                           | DTRT 2024-1 A4 5.56% 07-15-31                                                                      | CUSIP: 233874AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3048000 | PA      | $3105229.25    | 0.00%             | 2031-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| DEFT 2023-3                                                                     | DEFT 2023-3 A3 144A 5.93% 04-23-29                                                                 | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3102397 | PA      | $3119230.44    | 0.00%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                   | DLLAD 2024-1A A3 144A 5.3% 07-20-29                                                                | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22017000 | PA      | $22493139.64   | 0.02%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                   | DLLAD 2024-1A A4 144A 5.38% 09-22-31                                                               | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2412000 | PA      | $2504449.55    | 0.00%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                   | DLLAD 2024-1A A2 144A 5.5% 08-20-27                                                                | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2965916 | PA      | $2979515.13    | 0.00%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-3A                                                                    | EART 2024-3A D 5.98% 09-16-30                                                                      | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11864000 | PA      | $12133894.14   | 0.01%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-2                                                  | DTAOT 2022-2A E 144A 6.45% 05-15-29                                                                | CUSIP: 23345AAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8215000 | PA      | $8280654.28    | 0.01%             | 2029-05-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-1                                                  | DTAOT 2023-1A E 144A 10.39% 01-15-30                                                               | CUSIP: 23346KAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11520000 | PA      | $12026096.64   | 0.01%             | 2030-01-15      | Fixed         | 10.39%                | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-2                                                                    | DRIVE 2024-2 A3 4.5% 09-15-28                                                                      | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15041000 | PA      | $15061876.91   | 0.02%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2                                                                    | DRIVE 2024-2 A2 4.94% 12-15-27                                                                     | CUSIP: 26207AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     385390 | PA      | $385531.96     | 0.00%             | 2027-12-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| DRSLF 2016-45A                                                                  | DRSLF 2016-45A A1RR CLO 144A FRN 10-15-30                                                          | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-O            | CORP              | KY        |    5846296 | PA      | $5848867.97    | 0.01%             | 2030-10-15      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                                     | WEF 2025-1A C 144A 4.76% 09-20-33                                                                  | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     107000 | PA      | $107341.12     | 0.00%             | 2033-09-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3                                    | WLAKE 2025-3A A3 144A 4.22% 06-15-29                                                               | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10694000 | PA      | $10734797.61   | 0.01%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2024-2                                                                     | DEFT 2024-2 B 144A 4.82% 08-22-30                                                                  | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1083000 | PA      | $1094037.94    | 0.00%             | 2030-08-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2024-2                                                                     | DEFT 2024-2 A3 144A 4.59% 08-22-30                                                                 | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7522000 | PA      | $7580852.13    | 0.01%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| DEXT 2023-1                                                                     | DEXT 2023-1 A2 144A 5.99% 03-15-32                                                                 | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2601049 | PA      | $2616103.81    | 0.00%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| DRVPNK_25-1                                                                     | DRVPNK 2025-1A A2 144A 4.72% 04-10-28                                                              | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1450705 | PA      | $1454057.12    | 0.00%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                             | ACCENDRA HEALTH INC 144A LIFE SR UNSEC 6.625% 04-01-30                                             | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $709346.61     | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO ENAP                                              | EMPRESA NACIONAL DEL PETROLEO 144A LIFE SR UNSEC 5.95% 07-30-34                                    | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    4370000 | PA      | $4577994.52    | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2025-1                                                                    | DRIVE 2025-1 A3 4.73% 09-15-32                                                                     | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     476000 | PA      | $478544.22     | 0.00%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS2535 08-01-52                                                                      | CUSIP: 3140XHY92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      25067 | PA      | $21335.19      | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA7021 03-01-52                                                                      | CUSIP: 3133KNYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      86623 | PA      | $73666.06      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT4725 09-01-51                                                                      | CUSIP: 3140LTHB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     133733 | PA      | $113207.79     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8885 03-01-52                                                                      | CUSIP: 3140MA2T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     152963 | PA      | $129479.90     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV8126 04-01-52                                                                      | CUSIP: 3140MNA48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1107417 | PA      | $941855.70     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8436 09-01-51                                                                      | CUSIP: 3140XCLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   22160735 | PA      | $18758973.86   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS1885 02-01-52                                                                      | CUSIP: 3140XHCX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17254956 | PA      | $14641020.19   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA9291 02-01-51                                                                      | CUSIP: 3140QHKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17646811 | PA      | $14938361.00   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV8015 08-01-52                                                                      | CUSIP: 3140MM3Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      77720 | PA      | $66065.63      | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV7096 04-01-52                                                                      | CUSIP: 3140ML3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     464244 | PA      | $394213.04     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE2101 04-01-52                                                                      | CUSIP: 3133BBKN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      57447 | PA      | $48847.16      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-4                                                                     | ACAR 2024-4 D 144A 5.34% 08-12-31                                                                  | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17745000 | PA      | $17948535.15   | 0.02%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV4656 04-01-52                                                                      | CUSIP: 3140MJE68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1683961 | PA      | $1431166.04    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8692 09-01-51                                                                      | CUSIP: 3140XCUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23825526 | PA      | $20168545.98   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-4                                                                     | ACAR 2024-4 B 144A 4.8% 11-13-28                                                                   | CUSIP: 024945AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4364000 | PA      | $4369987.41    | 0.00%             | 2028-11-13      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                         | RAIZEN FUELS FINANCE SA REG S SR UNSEC 5.3% 01-20-27                                               | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    1440000 | PA      | $1392072.48    | 0.00%             | 2027-01-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC SR UNSEC 3.625% 05-15-30                                              | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7375064.00    | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 3.4% 05-06-30                                                            | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     916000 | PA      | $882399.29     | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0554 03-01-51                                                                      | CUSIP: 3132DMTK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1890171 | PA      | $1600064.06    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0520 05-01-51                                                                      | CUSIP: 3140QKSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14168902 | PA      | $11994273.07   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 3.667% 11-30-27                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    3000000 | PA      | $2976429.00    | 0.00%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC SR UNSEC 4.445% 05-08-30/29                                                      | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9464000 | PA      | $9505528.03    | 0.01%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB4847 10-01-50                                                                      | CUSIP: 3133ABL40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     586161 | PA      | $497070.58     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6433 12-01-51                                                                      | CUSIP: 3133KNEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9287706 | PA      | $7862052.69    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR7222 04-01-51                                                                      | CUSIP: 3140L6AY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      76511 | PA      | $64767.84      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8271 10-01-52                                                                      | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     841266 | PA      | $713710.92     | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | REYNOLDS AMERICAN INC SR UNSEC 4.75% 11-01-42                                                      | CUSIP: 761713AW6<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2083010.00    | 0.00%             | 2042-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC SR UNSEC 3.073% 05-22-28/27                                                      | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $7407247.50    | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8224 07-01-52                                                                      | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     792580 | PA      | $674097.50     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 6.25% 10-19-40                                              | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |     750000 | PA      | $833486.25     | 0.00%             | 2040-10-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.5% 04-01-28                                       | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20368880.00   | 0.02%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 1.9% 09-01-31                                                                    | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2488000 | PA      | $2185153.18    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 2.82% 09-01-51                                                                   | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1092645.75    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC SR UNSEC 2.375% 03-15-33                                                     | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    1252000 | PA      | $1093862.38    | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 2.375% 03-15-32                                                                  | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    7474000 | PA      | $6670537.53    | 0.01%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 3.03% 03-15-52                                                                   | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3263360.00    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 1.93% 12-13-28                                               | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    3114000 | PA      | $2956630.90    | 0.00%             | 2028-12-13      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.375% 06-30-50                                          | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    6730000 | PA      | $5625822.36    | 0.01%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 2.3% 02-25-31                                                                   | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3704000 | PA      | $3359983.59    | 0.00%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.076% 12-13-31                                              | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   28187000 | PA      | $24960405.92   | 0.03%             | 2031-12-13      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 3.625% 01-12-52                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    2000000 | PA      | $1466868.00    | 0.00%             | 2052-01-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 2.875% 01-12-32                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    3000000 | PA      | $2739489.00    | 0.00%             | 2032-01-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 3.75% 01-12-62                                              | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |     300000 | PA      | $216358.50     | 0.00%             | 2062-01-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 3.625% 05-04-27                                                      | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     748000 | PA      | $747569.15     | 0.00%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 4.9% 01-12-28                                                        | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1650000 | PA      | $1684476.75    | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 5.0% 02-01-33                                                        | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7246000 | PA      | $7462264.12    | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3040 03-01-52                                                                      | CUSIP: 3140QNLW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11444134 | PA      | $9286090.71    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 2.75% 06-01-31                                                                   | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   34105000 | PA      | $31338163.67   | 0.03%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 2.3% 06-01-27                                                                    | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5860000 | PA      | $5729046.58    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QE4412 04-01-52                                                                      | CUSIP: 3133BD3V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      93446 | PA      | $75654.77      | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR4694 03-01-51                                                                      | CUSIP: 3140L3GC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2631771 | PA      | $2136926.77    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB9090 02-01-51                                                                      | CUSIP: 3133AGC31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     151022 | PA      | $122245.66     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3000 12-01-51                                                                      | CUSIP: 3140QNKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     159890 | PA      | $129465.10     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                             | AVANTOR FUNDING INC 144A LIFE SR UNSEC 4.625% 07-15-28                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    6320000 | PA      | $6290593.04    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 1.65% 02-01-28                                                                   | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1518000 | PA      | $1447390.23    | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6774 02-01-52                                                                      | CUSIP: 3133KNQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      52164 | PA      | $42514.92      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BT4771 08-01-51                                                                      | CUSIP: 3140LTJR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      24936 | PA      | $20184.87      | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 2.25% 02-01-32                                                                   | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   17355000 | PA      | $15229411.67   | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC SR UNSEC 0.7% 04-08-26                                                             | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    2291000 | PA      | $2272046.56    | 0.00%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BT1897 02-01-52                                                                      | CUSIP: 3140LQDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14014359 | PA      | $11344007.38   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM9448 10-01-51                                                                      | CUSIP: 3140XDQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      41651 | PA      | $33779.75      | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD6951 02-01-52                                                                      | CUSIP: 3133B4WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10233894 | PA      | $8283886.97    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7757 03-01-51                                                                      | CUSIP: 3140KTTP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11901081 | PA      | $9633401.07    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS6605 06-01-52                                                                      | CUSIP: 3140XNKT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13271090 | PA      | $10744049.04   | 0.01%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS2040 02-01-52                                                                      | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     681118 | PA      | $553001.25     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RQ0072 12-01-55                                                                      | CUSIP: 3142J6CJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.03          | 0.00%             | 2055-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FP0138 02-01-55                                                                      | CUSIP: 3140XTEL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31226102 | PA      | $32458470.90   | 0.03%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC2000 09-01-54                                                                      | CUSIP: 3140APGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1999801 | PA      | $2054483.66    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD7343 04-01-55                                                                      | CUSIP: 3140B8ER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1999800 | PA      | $2056850.66    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC8833 12-01-54                                                                      | CUSIP: 3140AWY78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     999900 | PA      | $1027405.36    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FP0129 12-01-54                                                                      | CUSIP: 3140XTEB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31900829 | PA      | $33159826.82   | 0.03%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC8826 12-01-54                                                                      | CUSIP: 3140AWYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     999900 | PA      | $1027394.27    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD0827 01-01-55                                                                      | CUSIP: 3140B04M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1999801 | PA      | $2056323.62    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 DE0112 06-01-55                                                                      | CUSIP: 3140BCDS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     814663 | PA      | $773241.22     | 0.00%             | 2055-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QY3408 05-01-55                                                                      | CUSIP: 31426MYE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     885909 | PA      | $840865.09     | 0.00%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC SR UNSEC 1.375% 08-06-30                                                           | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    4305000 | PA      | $3828884.22    | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 2.95% 11-21-26                                                                 | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   16395000 | PA      | $16271693.21   | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 3.2% 11-21-29                                                                  | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3606000 | PA      | $3497971.45    | 0.00%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 2.7% 02-09-41                                                   | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |   13406000 | PA      | $9861761.94    | 0.01%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALPEK SAB DE CV                                                                 | ALPEK SAB DE CV 144A LIFE SR UNSEC 3.25% 02-25-31                                                  | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    5000000 | PA      | $4259060.00    | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC CO                                                       | ATLANTIC CITY ELECTRIC CO SR SEC 1ST LIEN 2.3% 03-15-31                                            | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $1972794.60    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 1.7% 03-25-26                                                                    | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1667000 | PA      | $1658705.01    | 0.00%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP SR UNSEC 2.7% 04-15-31                                                         | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4593725.00    | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC SR UNSEC 2.7% 03-15-31                                                                 | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2809000 | PA      | $2589024.40    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC SR UNSEC 3.45% 05-15-51                                                              | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1563000 | PA      | $1061780.29    | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL    | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                              | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2077451.87    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 2.9% 03-15-30                                                        | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   68683000 | PA      | $64469916.10   | 0.07%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26                                                          | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    6482000 | PA      | $6451152.16    | 0.01%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 4.758% 09-06-49                                                          | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3873000 | PA      | $3280663.38    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                      | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |   19965000 | PA      | $18956048.76   | 0.02%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.884% 10-22-30/29                                                   | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1136000 | PA      | $1081441.33    | 0.00%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 4.952% 05-07-31/30                                                          | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6454000 | PA      | $6594484.22    | 0.01%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 6.05% 05-15-55                                                               | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7317083.00    | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 5.3% 05-15-35                                                                | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5676000 | PA      | $5806230.14    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.244% 01-24-31/30                                                       | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5128000 | PA      | $5312920.81    | 0.01%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 4.97% 04-23-29/28                                                        | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1013682.12    | 0.00%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.15% 04-23-31/30                                                        | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   61325000 | PA      | $63315057.58   | 0.06%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.605% 04-23-36/35                                                       | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26213250.00   | 0.03%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC SR UNSEC 4.9% 04-28-35                                                                 | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4962000 | PA      | $5103570.82    | 0.01%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC SR UNSEC 3.755% 03-15-27                                                  | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   15165000 | PA      | $15090721.83   | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52                                                  | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   36149000 | PA      | $23907141.15   | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   81199000 | PA      | $57346793.75   | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC SR UNSEC 4.279% 03-15-32                                                  | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  161648000 | PA      | $142099907.36  | 0.14%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC SR UNSEC 4.054% 03-15-29                                                  | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   93124000 | PA      | $90599408.36   | 0.09%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                | WISCONSIN ELECTRIC POWER CO SR UNSEC 4.15% 10-15-30                                                | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1725198.38    | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                           | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 6.75% 10-15-33                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    3910000 | PA      | $4006350.22    | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP SR UNSEC 5.55% 11-15-35                                                              | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    4057000 | PA      | $4058367.21    | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP SR UNSEC 6.375% 11-15-55                                                             | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    3463000 | PA      | $3411037.69    | 0.00%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP SR UNSEC 5.0% 08-15-46                                                               | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    5265000 | PA      | $4543452.81    | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP SR UNSEC 4.375% 11-15-47                                                             | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $861419.94     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                                 | WEA FINANCE LLC 144A LIFE SR UNSEC 3.5% 06-15-29                                                   | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    6247000 | PA      | $6047951.84    | 0.01%             | 2029-06-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                               | WISCONSIN POWER AND LIGHT CO SR UNSEC 3.65% 04-01-50                                               | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $1953386.65    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 2.393% 06-02-28/27                                                       | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     225000 | PA      | $219912.98     | 0.00%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $4420669.05    | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNA 2017-M3 A2 FRN 12-25-26                                                                        | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       5920 | PA      | $5845.65       | 0.00%             | 2026-12-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BH0876 04-01-47                                                                      | CUSIP: 3140GN6N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1295589 | PA      | $1276692.88    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY1235 04-01-55                                                                      | CUSIP: 31426KLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1263617 | PA      | $1298506.61    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QZ7948 11-01-55                                                                      | CUSIP: 31427HZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     947508 | PA      | $899328.93     | 0.00%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 DE6901 12-01-55                                                                      | CUSIP: 3140BKU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     302362 | PA      | $286987.50     | 0.00%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC8675 01-01-55                                                                      | CUSIP: 3140AWT90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1334293 | PA      | $1371378.04    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3877 10-01-54                                                                      | CUSIP: 3140ARJX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1359337 | PA      | $1397007.99    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785998 03-20-52                                                                           | CUSIP: 3622ABRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2675377 | PA      | $2294063.94    | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 786647 03-20-52                                                                           | CUSIP: 3622ACHY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83854 | PA      | $72525.95      | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QY9739 08-01-55                                                                      | CUSIP: 31426UZD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     916212 | PA      | $869634.08     | 0.00%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 DE3109 07-01-55                                                                      | CUSIP: 3140BFN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     499999 | PA      | $474577.01     | 0.00%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 BZ3978 11-20-50                                                                           | CUSIP: 3617QYM36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1260581 | PA      | $1085586.96    | 0.00%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 786502 02-20-52                                                                           | CUSIP: 3622ACDF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1505346 | PA      | $1296895.89    | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 786706 12-20-51                                                                           | CUSIP: 3622ACKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8163006 | PA      | $6959314.05    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 786701 03-20-52                                                                           | CUSIP: 3622ACKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     472273 | PA      | $407920.07     | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785575 08-20-51                                                                           | CUSIP: 3622ABCL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26189474 | PA      | $22367827.21   | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785659 10-20-51                                                                           | CUSIP: 3622ABE81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30221910 | PA      | $25877086.99   | 0.03%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QZ2481 09-01-55                                                                      | CUSIP: 31426YXK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     843007 | PA      | $800144.99     | 0.00%             | 2055-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QZ2718 09-01-55                                                                      | CUSIP: 31427AAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     499999 | PA      | $474576.62     | 0.00%             | 2055-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785607 08-20-51                                                                           | CUSIP: 3622ABDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   40193884 | PA      | $34415570.62   | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 785847 01-20-52                                                                           | CUSIP: 3622ABL42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29213872 | PA      | $25014056.12   | 0.03%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 4.88 725876 09-20-61                                                                          | CUSIP: 3620ACMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        292 | PA      | $293.89        | 0.00%             | 2061-09-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 4.88 725879 10-20-61                                                                          | CUSIP: 3620ACM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        289 | PA      | $291.09        | 0.00%             | 2061-10-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6660 03-01-51                                                                      | CUSIP: 3140XAMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     175622 | PA      | $149315.13     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 ZS4711 02-01-47                                                                      | CUSIP: 3132A5GU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     272107 | PA      | $237017.54     | 0.00%             | 2047-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 4.694 AC1008 10-20-63                                                                         | CUSIP: 36179ADM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        400 | PA      | $396.58        | 0.00%             | 2063-10-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 4.738 776095 02-20-64                                                                         | CUSIP: 36176T7G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        330 | PA      | $327.27        | 0.00%             | 2064-02-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 MA7936 03-20-52                                                                           | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5960354 | PA      | $5147677.98    | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA8199 08-20-52                                                                           | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6227398 | PA      | $5710573.95    | 0.01%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.0 MA8148 07-20-52                                                                           | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33641778 | PA      | $30288499.87   | 0.03%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA8425 11-20-52                                                                           | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3391476 | PA      | $3111492.48    | 0.00%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA8487 12-20-52                                                                           | CUSIP: 36179XNC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27741 | PA      | $25459.20      | 0.00%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA8799 04-20-53                                                                           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  166630449 | PA      | $163425311.98  | 0.17%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT7316 09-01-51                                                                      | CUSIP: 3140LWDW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     512972 | PA      | $434227.64     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNW 2002-W1 2A FRN 02-25-42                                                                        | CUSIP: 31392CMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     457363 | PA      | $460012.06     | 0.00%             | 2042-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| PEAC 2024-1A                                                                    | PEAC 2024-1A A2 144A 5.79% 06-21-27                                                                | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10148944 | PA      | $10230592.27   | 0.01%             | 2027-06-21      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                                    | PEAC 2024-1A B 144A 5.79% 11-20-30                                                                 | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2728000 | PA      | $2805467.02    | 0.00%             | 2030-11-20      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC PCG_24-A                                              | PG&E RECOVERY FUNDING LLC 4.838% 06-01-33                                                          | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11082919 | PA      | $11281458.32   | 0.01%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PILOT 2024-1A                                                                   | PILOT 2024-1A A3 144A 4.67% 11-22-27                                                               | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9164000 | PA      | $9201847.32    | 0.01%             | 2027-11-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-2A                                                                    | PART 2024-2A B 144A 4.56% 02-15-29                                                                 | CUSIP: 74113SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3815000 | PA      | $3806912.20    | 0.00%             | 2029-02-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4                                       | PSTAT 2022-4A CR CLO 144A FRN 07-24-31                                                             | CUSIP: 69702YAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3571000 | PA      | $3559715.64    | 0.00%             | 2031-07-24      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                                                    | PEAC 2024-2A A2 144A 4.74% 04-20-27                                                                | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2675971 | PA      | $2682430.55    | 0.00%             | 2027-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                                                    | PEAC 2024-2A A3 144A 4.65% 10-20-31                                                                | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5839000 | PA      | $5876737.46    | 0.01%             | 2031-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                                                    | PEAC 2024-2A B 144A 4.83% 10-20-31                                                                 | CUSIP: 69392BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2847000 | PA      | $2868332.57    | 0.00%             | 2031-10-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| PILOT 2024-2A                                                                   | PILOT 2024-2A A4 144A 4.26% 09-20-30                                                               | CUSIP: 73328NAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8230000 | PA      | $8261216.39    | 0.01%             | 2030-09-20      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| PILOT 2024-2A                                                                   | PILOT 2024-2A A3 144A 4.35% 10-20-27                                                               | CUSIP: 73328NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6547000 | PA      | $6561010.58    | 0.01%             | 2027-10-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                   | PSTAT 2024-2A C CLO 144A FRN 01-15-33                                                              | CUSIP: 69703RAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5627000 | PA      | $5634371.37    | 0.01%             | 2033-01-15      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                   | PSTAT 2024-2A A1N CLO 144A FRN 01-15-33                                                            | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25652422 | PA      | $25665248.54   | 0.03%             | 2033-01-15      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                   | PSTAT 2024-2A B CLO 144A FRN 01-15-33                                                              | CUSIP: 69703RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13000000 | PA      | $13014300.00   | 0.01%             | 2033-01-15      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                   | PSTAT 2024-2A A2 CLO 144A FRN 01-15-33                                                             | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26016000 | PA      | $25981658.88   | 0.03%             | 2033-01-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PREF 2025-1A                                                                    | PREF 2025-1A C 144A 5.13% 05-15-31                                                                 | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1725000 | PA      | $1754547.53    | 0.00%             | 2031-05-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PREF 2025-1A                                                                    | PREF 2025-1A B 144A 5.04% 05-15-31                                                                 | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     725000 | PA      | $737008.90     | 0.00%             | 2031-05-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| PREF 2025-1A                                                                    | PREF 2025-1A A2 144A 4.9% 05-15-31                                                                 | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3214354 | PA      | $3240940.14    | 0.00%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                    | PEAC 2025-1A A2 144A 4.94% 10-20-28                                                                | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4348000 | PA      | $4376553.32    | 0.00%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PROG 2022-SFR1                                                                  | PROG 2022-SFR1 A 144A 2.709% 02-17-41                                                              | CUSIP: 74333YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2470751 | PA      | $2359831.72    | 0.00%             | 2041-02-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                   | ACHV 2024-3AL A 144A 5.01% 12-26-31                                                                | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1851214 | PA      | $1870405.11    | 0.00%             | 2031-12-26      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 2.5% 05-15-51                                                                    | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $947474.66     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP SR UNSEC 2.722% 02-15-30                                                       | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   12746000 | PA      | $12005380.92   | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                   | ACHV 2024-3AL B 144A 5.45% 12-26-31                                                                | CUSIP: 00092KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1289326 | PA      | $1303664.56    | 0.00%             | 2031-12-26      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ARES 2013-2A                                                                    | ARES 2013-2A CR3 CLO 144A FRN 10-28-34                                                             | CUSIP: 00190YBT1<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-O            | CORP              | KY        |    4174000 | PA      | $4177130.50    | 0.00%             | 2034-10-28      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| AERO CAPITAL SOLUTIONS FUND IV LP                                               | AERO CAPITAL SOLUTIONS INC TL (TSFR1M+300) FRN 11-17-29                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   53836991 | PA      | $53433213.45   | 0.05%             | 2029-11-17      | Variable      | 7.61%                 | Yes           |                  3 | On Loan: No      |
| AFFRM 2024-X2                                                                   | AFFRM 2024-X2 A 144A 5.22% 12-17-29                                                                | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     773645 | PA      | $773881.63     | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                          | AASET 2025-1A A 144A 5.943% 02-16-50                                                               | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13805228 | PA      | $14098423.06   | 0.01%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-3                          | ACAR 2023-3 D 144A 6.82% 10-12-29                                                                  | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3054942.00    | 0.00%             | 2029-10-12      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-1                                                                     | ACAR 2025-1 B 144A 4.9% 03-12-29                                                                   | CUSIP: 02528DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2197000 | PA      | $2206545.97    | 0.00%             | 2029-03-12      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2025-1PL                                                                   | ACHV 2025-1PL C 144A 5.31% 04-26-32                                                                | CUSIP: 00112MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6253559 | PA      | $6283145.03    | 0.01%             | 2032-04-26      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2025-1PL                                                                   | ACHV 2025-1PL B 144A 5.04% 04-26-32                                                                | CUSIP: 00112MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3521422 | PA      | $3538307.18    | 0.00%             | 2032-04-26      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2025-1PL                                                                   | ACHV 2025-1PL A 144A 4.76% 04-26-32                                                                | CUSIP: 00112MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     657315 | PA      | $659885.49     | 0.00%             | 2032-04-26      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-4A                                      | AESOP 2022-4A A 144A 4.77% 02-20-29                                                                | CUSIP: 05377RFP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $15176070.00   | 0.02%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-2                                                                     | ACAR 2025-2 B 144A 4.85% 05-14-29                                                                  | CUSIP: 024938AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6253000 | PA      | $6292631.51    | 0.01%             | 2029-05-14      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-2                                                                     | ACAR 2025-2 C 144A 5.11% 03-12-31                                                                  | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7035000 | PA      | $7108867.50    | 0.01%             | 2031-03-12      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1                                       | AESOP 2025-1A A 144A 4.8% 08-20-29                                                                 | CUSIP: 05377RKL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2885000 | PA      | $2933499.74    | 0.00%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1                                       | AESOP 2025-1A B 144A 5.24% 08-20-29                                                                | CUSIP: 05377RKM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     335000 | PA      | $340980.76     | 0.00%             | 2029-08-20      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-2                                       | AESOP 2025-2A A 144A 5.12% 08-20-31                                                                | CUSIP: 05377RKQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1751000 | PA      | $1797930.30    | 0.00%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AASET 2025-2A                                                                   | AASET 2025-2A A 144A 5.522% 02-16-50                                                               | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   45831473 | PA      | $46199224.94   | 0.05%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_25-2-A                                                | AFRMT 2025-2A A 144A 4.67% 07-15-33                                                                | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18767000 | PA      | $18903623.76   | 0.02%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                                       | AESOP 2024-1A B 144A 5.85% 06-20-30                                                                | CUSIP: 05377RHZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3347000 | PA      | $3472301.64    | 0.00%             | 2030-06-20      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                                       | AESOP 2024-1A A 144A 5.36% 06-20-30                                                                | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18192000 | PA      | $18786387.22   | 0.02%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1                          | ACAR 2024-1 D 144A 5.86% 05-13-30                                                                  | CUSIP: 02531AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5330000 | PA      | $5401390.02    | 0.01%             | 2030-05-13      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS DRYROCK ISSUANCE TRUST DROCK_25-1                                      | DROCK 2025-1 A 3.97% 07-15-31                                                                      | CUSIP: 06742LBF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33244000 | PA      | $33328871.93   | 0.03%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_22-113                                            | DRSLF 2022-113A BR3 CLO 144A FRN 10-15-37                                                          | CUSIP: 26253EBM9<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-O            | CORP              | JE        |    2500000 | PA      | $2503700.00    | 0.00%             | 2037-10-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_22-113A                                           | DRSLF 2022-113A CR3 CLO 144A FRN 10-15-37                                                          | CUSIP: 26253EBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2804816.00    | 0.00%             | 2037-10-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GSMS 2016-GS4                                                                   | GSMS 16-GS4 A3 3.178% 11-10-49/09-14-26                                                            | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1892908 | PA      | $1881152.87    | 0.00%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| GSMS 2016-GS4                                                                   | GSMS 16-GS4 A4 FRN 11-10-49/11-13-26                                                               | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2654000 | PA      | $2637789.37    | 0.00%             | 2049-11-10      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1                         | ARIVO 2025-1A A2 144A 4.92% 05-15-29                                                               | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1389000 | PA      | $1388509.68    | 0.00%             | 2029-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| APEXC 2021-2A                                                                   | APEXC 2021-2A A2R CLO 144A FRN 10-20-34                                                            | CUSIP: 03755QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1842000 | PA      | $1844173.56    | 0.00%             | 2034-10-20      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BLKMM 2025-2A                                                                   | BLKMM 2025-2A A CLO 144A FRN 11-21-33                                                              | CUSIP: 09264MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25866000 | PA      | $25884882.18   | 0.03%             | 2033-11-21      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| DEXT 2025-2                                                                     | DEXT 2025-2 A2 144A 4.1% 04-17-28                                                                  | CUSIP: 252153AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3198000 | PA      | $3200053.12    | 0.00%             | 2028-04-17      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| AFRMT 2025-3A                                                                   | AFRMT 2025-3A C 144A 4.89% 10-16-34                                                                | CUSIP: 00833BAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9581000 | PA      | $9591989.41    | 0.01%             | 2034-10-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| AFRMT 2025-3A                                                                   | AFRMT 2025-3A A 144A 4.45% 10-16-34                                                                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18745000 | PA      | $18822716.77   | 0.02%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| DEXT 2025-2                                                                     | DEXT 2025-2 A3 144A 4.23% 04-15-36                                                                 | CUSIP: 252153AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4676000 | PA      | $4682822.28    | 0.00%             | 2036-04-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2                                   | EART 2021-2A D 1.4% 04-15-27                                                                       | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3965261 | PA      | $3945335.52    | 0.00%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GSMS 2017-GS6                                                                   | GSMS 2017-GS6 A3 3.433% 05-10-50                                                                   | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     378000 | PA      | $373865.44     | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.0 BC1530 08-20-47                                                                           | CUSIP: 3617B4VX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2775104 | PA      | $2510179.15    | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-3A                                                                   | AFRMT 2025-3A B 144A 4.75% 10-16-34                                                                | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2380000 | PA      | $2379131.30    | 0.00%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| APL FINANCE LLC ASHPL_25-1A                                                     | ASHPL 2025-1A A 144A 4.81% 03-20-36                                                                | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |   15857792 | PA      | $15928660.10   | 0.02%             | 2036-03-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                      | EART 2022-2A D 4.56% 07-17-28                                                                      | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5545241 | PA      | $5550120.57    | 0.01%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                         | EFF 2022-3 A2 144A 4.38% 07-20-29                                                                  | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     225509 | PA      | $225625.93     | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC47                                       | GSMS 20-GC47 A5 2.3772% 05-12-53/02-12-30                                                          | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7483000 | PA      | $6890743.00    | 0.01%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                         | SCRT 2017-1 HA 3.0% 01-25-56                                                                       | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18493713 | PA      | $17674866.66   | 0.02%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES 2021-62A                                                                   | ARES 2021-62A BR CLO 144A FRN 01-25-34                                                             | CUSIP: 00192WAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $3002970.00    | 0.00%             | 2034-01-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| ARES 2021-62A                                                                   | ARES 2021-62A CR CLO 144A FRN 01-25-34                                                             | CUSIP: 00192WAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6000000 | PA      | $6029340.00    | 0.01%             | 2034-01-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                         | SCRT 2017-1 MA 3.0% 01-25-56                                                                       | CUSIP: 35563PAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2709481 | PA      | $2565241.61    | 0.00%             | 2056-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                         | SCRT 2017-2 HA FRN 08-25-56                                                                        | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21418551 | PA      | $20447155.91   | 0.02%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ACAR 2025-4                                                                     | ACAR 2025-4 C 144A 4.83% 01-13-31                                                                  | CUSIP: 024948AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5999000 | PA      | $6032258.46    | 0.01%             | 2031-01-13      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-4                                                                     | ACAR 2025-4 A 144A 4.42% 05-14-29                                                                  | CUSIP: 024948AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9140825 | PA      | $9157031.97    | 0.01%             | 2029-05-14      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                         | EFF 2022-3 A3 144A 4.29% 07-20-29                                                                  | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5938000 | PA      | $5947987.72    | 0.01%             | 2029-07-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-4                                         | EFF 2022-4 A2 144A 5.76% 10-22-29                                                                  | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     147767 | PA      | $148276.79     | 0.00%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                         | SCRT 2017-2 MA 3.0% 08-25-56                                                                       | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22800639 | PA      | $21657597.17   | 0.02%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                    | SCRT 2017-3 HA FRN 07-25-56                                                                        | CUSIP: 35563PBY4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7577618 | PA      | $7309847.94    | 0.01%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ATCLO 2021-16A                                                                  | ATCLO 2021-16A C1R CLO 144A FRN 01-20-34                                                           | CUSIP: 04940AAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4852000 | PA      | $4851514.80    | 0.00%             | 2034-01-20      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2025-X2                                                                   | AFFRM 2025-X2 A 144A 4.45% 10-15-30                                                                | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     450138 | PA      | $451767.65     | 0.00%             | 2030-10-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                   | EART 2022-6A D 8.03% 04-06-29                                                                      | CUSIP: 30168AAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1913000 | PA      | $1972855.86    | 0.00%             | 2029-04-06      | Fixed         | 8.03%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                   | EART 2022-6A C 6.32% 05-15-28                                                                      | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2056243 | PA      | $2062484.01    | 0.00%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X2                                                                   | AFFRM 2025-X2 B 144A 4.56% 10-15-30                                                                | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     212000 | PA      | $212903.12     | 0.00%             | 2030-10-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2025-X2                                                                   | AFFRM 2025-X2 C 144A 4.93% 10-15-30                                                                | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     164000 | PA      | $164706.84     | 0.00%             | 2030-10-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1                                   | EART 2023-1A D 6.69% 06-15-29                                                                      | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3227000 | PA      | $3276063.31    | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                   | EART 2023-3A D 6.68% 04-16-29                                                                      | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5584000 | PA      | $5716977.38    | 0.01%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-3                          | AASET 2025-3A A 144A 5.243% 02-16-50                                                               | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   50946316 | PA      | $51152088.14   | 0.05%             | 2050-02-16      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| APARK 2025-A                                                                    | APARK 2025-A B 144A 4.6% 04-20-35                                                                  | CUSIP: 03637AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1725000 | PA      | $1733159.25    | 0.00%             | 2035-04-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                   | EART 2023-3A C 6.21% 06-15-28                                                                      | CUSIP: 301989AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1663866 | PA      | $1671448.47    | 0.00%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                   | EART 2023-3A E 144A 9.98% 01-15-31                                                                 | CUSIP: 301989AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1150000 | PA      | $1249197.85    | 0.00%             | 2031-01-15      | Fixed         | 9.98%                 | Yes           |                  2 | On Loan: No      |
| APARK 2025-A                                                                    | APARK 2025-A A2 144A 4.43% 04-20-35                                                                | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20396000 | PA      | $20465550.36   | 0.02%             | 2035-04-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| APARK 2025-A                                                                    | APARK 2025-A C 144A 4.82% 04-20-35                                                                 | CUSIP: 03637AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     287000 | PA      | $289011.87     | 0.00%             | 2035-04-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK ELBERT CLO V LLC ELB_5                                                | ELB 5A AR CLO 144A FRN 06-15-34                                                                    | CUSIP: 092913AC6<br>LEI: 54930088K41XQK16ML36 | Long             | ABS-O            | CORP              | US        |    2346152 | PA      | $2351290.42    | 0.00%             | 2034-06-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                                         | EFF 2024-1 A2 144A 5.23% 03-20-30                                                                  | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4480287 | PA      | $4514740.28    | 0.00%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ARES 2019-53A                                                                   | ARES 2019-53A D1R2 CLO 144A FRN 10-24-36                                                           | CUSIP: 04009GBN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2715000 | PA      | $2718909.60    | 0.00%             | 2036-10-24      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| ARES 2019-53A                                                                   | ARES 2019-53A CR2 CLO 144A FRN 10-24-36                                                            | CUSIP: 04009GBL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5011000 | PA      | $5016963.09    | 0.01%             | 2036-10-24      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                       | AESOP 2020-2A B 144A 2.96% 02-20-27                                                                | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     599333 | PA      | $598560.19     | 0.00%             | 2027-02-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BW9888 10-01-52                                                                      | CUSIP: 3140N27A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     184398 | PA      | $176053.89     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                                         | EFF 2024-1 A3 144A 5.16% 09-20-30                                                                  | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5702000 | PA      | $5814574.59    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC SR UNSEC 5.15% 05-15-35                                                       | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    6541000 | PA      | $6556476.01    | 0.01%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BW9778 06-01-53                                                                      | CUSIP: 3140N22L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     291373 | PA      | $277594.50     | 0.00%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1726 06-01-54                                                                      | CUSIP: 3142GR4L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   22692730 | PA      | $23753660.75   | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                         | KB HOME SR UNSEC 6.875% 06-15-27                                                                   | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5107075.00    | 0.01%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL (HONG KONG BRANCH)                                             | KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |   19035000 | PA      | $18802868.18   | 0.02%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD4966 02-01-54                                                                      | CUSIP: 3132DSQT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   31427842 | PA      | $32907150.42   | 0.03%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3155 03-01-52                                                                      | CUSIP: 3140QNQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10327026 | PA      | $8361493.25    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                   | LIMA METRO LINE 2 FINANCE LTD REG S SR SEC 1ST LIEN SF 5.875% 07-05-34                             | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |     419325 | PA      | $436564.35     | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                   | LIMA METRO LINE 2 FINANCE LTD 144A LIFE SR SEC 1ST LIEN SF 5.875% 07-05-34                         | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    1969686 | PA      | $2050661.79    | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS6986 07-01-52                                                                      | CUSIP: 3140XNXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3173930 | PA      | $2572461.01    | 0.00%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS7329 06-01-52                                                                      | CUSIP: 3140XPEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1537686 | PA      | $1246222.42    | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                                | LENOVO GROUP LTD REG S SR UNSEC 3.421% 11-02-30                                                    | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | CN        |    4000000 | PA      | $3806404.00    | 0.00%             | 2030-11-02      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5303 04-01-54                                                                      | CUSIP: 3132DS3L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   39234253 | PA      | $40601919.88   | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS7498 04-01-52                                                                      | CUSIP: 3140XPKL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12493131 | PA      | $10128768.59   | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5388 06-01-54                                                                      | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   39367049 | PA      | $39967908.11   | 0.04%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DB5160 05-01-54                                                                      | CUSIP: 3140AEWW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4606091 | PA      | $4684178.43    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU4699 07-01-54                                                                      | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31884926 | PA      | $32525047.37   | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS7979 12-01-53                                                                      | CUSIP: 3140XP2M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1541247 | PA      | $1247571.64    | 0.00%             | 2053-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD5500 01-01-54                                                                      | CUSIP: 3132DTDD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     174904 | PA      | $141609.69     | 0.00%             | 2054-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4700 07-01-54                                                                      | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21683508 | PA      | $22361812.01   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QI8872 07-01-54                                                                      | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16076158 | PA      | $16398902.49   | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0765 09-01-63                                                                         | CUSIP: 3140FXZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   43534951 | PA      | $39622856.97   | 0.04%             | 2063-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD2602 12-01-52                                                                      | CUSIP: 3132DP3K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2474303 | PA      | $2191977.40    | 0.00%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 1.875% 02-28-31                                                           | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9479000 | PA      | $8320495.58    | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP SR UNSEC 2.7% 02-15-31                                                         | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     479000 | PA      | $444327.11     | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QI8874 07-01-54                                                                      | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9056702 | PA      | $9339434.41    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8872 07-01-54                                                                      | CUSIP: 3140QU2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21667369 | PA      | $22680383.78   | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS7823 07-01-53                                                                      | CUSIP: 3140XPVR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11738944 | PA      | $9517020.55    | 0.01%             | 2053-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD5343 03-01-52                                                                      | CUSIP: 3132DS5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3748695 | PA      | $3038842.28    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8725 06-01-54                                                                      | CUSIP: 3140QUVT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14233514 | PA      | $14847235.13   | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD8064 05-01-55                                                                      | CUSIP: 3140B86A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2881527 | PA      | $2963192.56    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8103 03-01-52                                                                      | CUSIP: 3133B6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     954122 | PA      | $772319.78     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS1742 03-01-52                                                                      | CUSIP: 3140XG5C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1985348 | PA      | $1610158.58    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8408 03-01-52                                                                      | CUSIP: 3133B6KV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     830765 | PA      | $674104.95     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8160 08-01-51                                                                      | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     752293 | PA      | $612194.93     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0566 04-01-51                                                                      | CUSIP: 3132DMTX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1644215 | PA      | $1391855.89    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0718 08-01-51                                                                      | CUSIP: 3132DMYP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3524748 | PA      | $2983684.84    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS8131 06-01-54                                                                      | CUSIP: 3140XQA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16100285 | PA      | $16456472.09   | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD1841 11-01-51                                                                      | CUSIP: 3133AYBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4051007 | PA      | $3281963.64    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7006 01-01-52                                                                      | CUSIP: 3140KSYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3998526 | PA      | $3247650.92    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1768 06-01-54                                                                      | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7659640 | PA      | $7830281.29    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU6678 12-01-51                                                                      | CUSIP: 3140M8M48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     158018 | PA      | $134542.19     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC9987 01-01-55                                                                      | CUSIP: 3140AYCZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     563079 | PA      | $578539.22     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1779 06-01-54                                                                      | CUSIP: 3142GR6R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   25097284 | PA      | $26086869.43   | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1785 06-01-54                                                                      | CUSIP: 3142GR6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   35442965 | PA      | $36668051.51   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BV7814 06-01-52                                                                      | CUSIP: 3140MMVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     952112 | PA      | $882906.89     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 754353 04-20-42                                                                           | CUSIP: 36230NZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     218599 | PA      | $200031.11     | 0.00%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7308 02-01-51                                                                      | CUSIP: 3140XBDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      25215 | PA      | $21519.31      | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU5890 12-01-51                                                                      | CUSIP: 3140M7RL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      61806 | PA      | $52609.93      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.0 MA6994 11-20-50                                                                           | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13407604 | PA      | $11117839.64   | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRACE MORTGAGE TRUST GRCE_20-GRCE                                               | GRACE 2020-GRCE A 144A 2.347% 12-10-40                                                             | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6073193 | PA      | $5456126.23    | 0.01%             | 2040-12-10      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1339 07-01-51                                                                      | CUSIP: 3140LPPZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3230095 | PA      | $2740906.96    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8895 02-01-51                                                                      | CUSIP: 3140QG3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     657275 | PA      | $558009.63     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 783689 02-20-40                                                                           | CUSIP: 3622A2C26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     971365 | PA      | $1006250.21    | 0.00%             | 2040-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 783688 06-20-41                                                                           | CUSIP: 3622A2CZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     886449 | PA      | $905306.87     | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR9082 04-01-51                                                                      | CUSIP: 3140L8CU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     753065 | PA      | $637471.23     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4561 02-01-51                                                                      | CUSIP: 3133KLB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     898438 | PA      | $760549.20     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 AB3820 12-20-35                                                                           | CUSIP: 36178QG55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139537 | PA      | $139774.69     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2                                       | GSMS 2020-GSA2 A5 2.012% 12-12-53                                                                  | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1556000 | PA      | $1375172.57    | 0.00%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS7944 06-01-52                                                                      | CUSIP: 3140XPZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10240479 | PA      | $8679532.88    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BP9537 07-01-50                                                                      | CUSIP: 3140KHS36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     799265 | PA      | $677761.95     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 AC2886 08-20-41                                                                           | CUSIP: 36179CF31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     427807 | PA      | $422153.04     | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 AB3664 08-20-41                                                                           | CUSIP: 36178QB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93554 | PA      | $92059.97      | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB7147 01-01-51                                                                      | CUSIP: 3133AD5G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     810095 | PA      | $691695.45     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB5608 11-01-50                                                                      | CUSIP: 3133ACGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     438285 | PA      | $374500.97     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.0 FS2493 09-01-29                                                                      | CUSIP: 3140XHXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     373143 | PA      | $382917.19     | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1004 07-01-51                                                                      | CUSIP: 3140QLDJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14317057 | PA      | $12119503.57   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.0 MA7051 12-20-50                                                                           | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19143872 | PA      | $15873046.06   | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 AD7620 03-20-43                                                                           | CUSIP: 36180KPD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     722303 | PA      | $658188.14     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7195 09-01-50                                                                      | CUSIP: 3140XA7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5554031 | PA      | $4711189.82    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA9233 02-01-51                                                                      | CUSIP: 3140QHHK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     931873 | PA      | $790007.69     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2773 02-01-52                                                                      | CUSIP: 3140QNCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     108931 | PA      | $88333.39      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB1620 09-01-51                                                                      | CUSIP: 3140QLYS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     368374 | PA      | $299312.96     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2JO 2.5 MA0908 04-20-28                                                                           | CUSIP: 36179NAH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145715 | PA      | $143627.54     | 0.00%             | 2028-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-NQM6                                                         | GCAT 2021-NQM6 A1 144A FRN 08-25-66                                                                | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8978481 | PA      | $8268166.19    | 0.01%             | 2066-08-25      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2361 12-01-51                                                                      | CUSIP: 3140QMTT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14625848 | PA      | $11838980.14   | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD7191 02-01-52                                                                      | CUSIP: 3133B47C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3890366 | PA      | $3150604.92    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA7259 03-20-51                                                                           | CUSIP: 36179WB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15604877 | PA      | $15490040.36   | 0.02%             | 2051-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA6602 04-20-50                                                                           | CUSIP: 36179VKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     341558 | PA      | $337783.66     | 0.00%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8041 02-01-52                                                                      | CUSIP: 3133B55A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3257287 | PA      | $2638529.24    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB7858 01-01-51                                                                      | CUSIP: 3133AEWT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3059826 | PA      | $2476794.88    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 MA7827 01-20-52                                                                           | CUSIP: 36179WVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8359294 | PA      | $7219546.38    | 0.01%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA6600 04-20-50                                                                           | CUSIP: 36179VKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   51529339 | PA      | $47535815.20   | 0.05%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3095 03-01-52                                                                      | CUSIP: 3140QNNM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16595882 | PA      | $13433636.32   | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS0394 11-01-51                                                                      | CUSIP: 3140XFNL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1398610 | PA      | $1135654.33    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA8044 05-20-52                                                                           | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   32298325 | PA      | $29766717.75   | 0.03%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.0 MA7937 03-20-52                                                                           | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17399268 | PA      | $15664978.82   | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA8099 06-20-52                                                                           | CUSIP: 36179W7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4937545 | PA      | $4542916.71    | 0.00%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 MA7881 02-20-52                                                                           | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9664879 | PA      | $8347101.74    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ8457 12-01-50                                                                      | CUSIP: 3140KUMF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     792865 | PA      | $643583.52     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD0552 03-01-51                                                                      | CUSIP: 3132DMTH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     517225 | PA      | $420075.32     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 MA7987 04-20-52                                                                           | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     963648 | PA      | $832256.24     | 0.00%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.0 MA7988 04-20-52                                                                           | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13186022 | PA      | $11871692.37   | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA5258 05-01-51                                                                      | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     361139 | PA      | $293887.99     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA8450 01-01-51                                                                      | CUSIP: 3140QGL88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3445188 | PA      | $2795811.78    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA8488 12-20-52                                                                           | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1022637 | PA      | $974622.16     | 0.00%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA8346 10-20-52                                                                           | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   52807106 | PA      | $50262384.59   | 0.05%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU0968 11-01-51                                                                      | CUSIP: 3140M2CE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     243215 | PA      | $196871.61     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5587 01-01-55                                                                      | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19530260 | PA      | $20064295.73   | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6816 02-01-52                                                                      | CUSIP: 3133KNSD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13805523 | PA      | $11174963.15   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD7060 09-01-52                                                                      | CUSIP: 3132DUZZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      95424 | PA      | $77327.72      | 0.00%             | 2052-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5612 02-01-55                                                                      | CUSIP: 31418FGW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7784025 | PA      | $7605249.30    | 0.01%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RJ3264 02-01-55                                                                      | CUSIP: 3142GTTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   18898674 | PA      | $18464628.28   | 0.02%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8507 02-01-55                                                                      | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   33085646 | PA      | $33991696.20   | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8506 02-01-55                                                                      | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12964329 | PA      | $13155578.44   | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8516 03-01-55                                                                      | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   32313885 | PA      | $33200448.84   | 0.03%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7486 11-01-52                                                                      | CUSIP: 3132DVJ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     198291 | PA      | $168660.49     | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8503 02-01-55                                                                      | CUSIP: 3132DWNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3596877 | PA      | $3414849.92    | 0.00%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MB0294 01-01-55                                                                      | CUSIP: 3138MTKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     151100 | PA      | $143453.01     | 0.00%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5611 02-01-55                                                                      | CUSIP: 31418FGV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3678957 | PA      | $3492776.10    | 0.00%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 DC9872 12-01-54                                                                      | CUSIP: 3140AX6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     126706 | PA      | $120294.00     | 0.00%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5643 03-01-55                                                                      | CUSIP: 31418FHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17755799 | PA      | $16857213.63   | 0.02%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8512 03-01-55                                                                      | CUSIP: 3132DWN58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1653387 | PA      | $1569712.55    | 0.00%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8496 01-01-55                                                                      | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   23072755 | PA      | $23703655.93   | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PIPK 2020-6A                                                                    | PIPK 2020-6A ARR CLO 144A FRN 05-18-34                                                             | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-O            | CORP              | US        |    3840000 | PA      | $3838118.40    | 0.00%             | 2034-05-18      | Variable      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| PARL 2023-1A                                                                    | PARL 2023-1A BR CLO 144A FRN 07-20-36                                                              | CUSIP: 69915NAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2455000 | PA      | $2457823.25    | 0.00%             | 2036-07-20      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| PARL 2023-1A                                                                    | PARL 2023-1A A1R CLO 144A FRN 07-20-36                                                             | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $3007170.00    | 0.00%             | 2036-07-20      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                                    | PNFED 2025-A B 144A 4.37% 07-15-31                                                                 | CUSIP: 706916AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     847000 | PA      | $847104.18     | 0.00%             | 2031-07-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                                    | PNFED 2025-A A4 144A 4.19% 05-15-31                                                                | CUSIP: 706916AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2273000 | PA      | $2281985.17    | 0.00%             | 2031-05-15      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP SR UNSEC 5.25% 07-01-29                                                         | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6493000 | PA      | $6685413.56    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 5.125% 06-26-29                                   | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   15000000 | PA      | $15401520.00   | 0.02%             | 2029-06-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                                       | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   46446000 | PA      | $47317791.42   | 0.05%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                        | EIDP INC SR UNSEC 4.5% 05-15-26                                                                    | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    9028000 | PA      | $9035998.81    | 0.01%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 6.25% 05-23-33                                         | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    8275000 | PA      | $8970133.10    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                 | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 9.875% 07-15-31                                 | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6469824.00    | 0.01%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| TRUST 2401                                                                      | TRUST 2401 144A LIFE SR UNSEC 4.869% 01-15-30                                                      | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1319000 | PA      | $1300085.54    | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.7% 02-15-36                                             | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   21527000 | PA      | $21330867.50   | 0.02%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.6% 02-15-66                                             | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   12998000 | PA      | $12807449.32   | 0.01%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 2.6% 02-07-30                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3284000 | PA      | $3087117.63    | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                             | GRAPHIC PACKAGING INTERNATIONAL LLC 144A LIFE SR UNSEC 3.5% 03-15-28                               | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7753880.00    | 0.01%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/30/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-17514.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 1/16/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-123422.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESART 2025-3                                                                    | ESART 2025-3 A2 4.24% 05-15-29                                                                     | CUSIP: 30185FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12982000 | PA      | $12997435.60   | 0.01%             | 2029-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                                    | EART 2025-5A C 4.68% 03-15-32                                                                      | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2255000 | PA      | $2263891.47    | 0.00%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                                    | EART 2025-5A B 4.28% 07-15-30                                                                      | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2807462.00    | 0.00%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1                                                                    | FORDF 2025-1 A1 4.63% 04-15-30                                                                     | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    1039000 | PA      | $1057330.04    | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES XXXVII CLO LLC FCO_25-37A                         | FCO 2025-37A B CLO 144A FRN 07-20-33                                                               | CUSIP: 34967BAC9<br>LEI: 254900DYT3A93SMZEQ40 | Long             | ABS-O            | CORP              | KY        |    6000000 | PA      | $6010860.00    | 0.01%             | 2033-07-20      | Variable      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD FLAT_24-1A                                                  | FLAT 2024-1A A1R CLO 144A FRN 07-15-36                                                             | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-O            | CORP              | KY        |    9846000 | PA      | $9864215.10    | 0.01%             | 2036-07-15      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                               | WISCONSIN POWER AND LIGHT CO SR UNSEC 1.95% 09-16-31                                               | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    5316000 | PA      | $4664199.92    | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                           | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 8.625% 04-30-30                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |     160000 | PA      | $164112.00     | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                                            | WISCONSIN PUBLIC SERVICE CORP SR UNSEC 2.85% 12-01-51                                              | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     387000 | PA      | $245675.73     | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                                            | WARRIOR MET COAL INC 144A LIFE SR SEC 1ST LIEN 7.875% 12-01-28                                     | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11265595.00   | 0.01%             | 2028-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 3.35% 03-02-33/32                                                        | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1952000 | PA      | $1822447.71    | 0.00%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52                                                       | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   49958000 | PA      | $43019683.09   | 0.04%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27                                                       | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   38248000 | PA      | $38680431.89   | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                               | WISCONSIN POWER AND LIGHT CO SR UNSEC 3.95% 09-01-32                                               | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    1276000 | PA      | $1232554.75    | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 02-15-54                                                         | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29330900 | PA      | $26578875.51   | 0.03%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 02-15-44                                                          | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  223630100 | PA      | $216702844.57  | 0.22%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 02-28-26                                                        | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7897500 | PA      | $7908605.46    | 0.01%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 02-28-29                                                         | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  191037000 | PA      | $194940860.20  | 0.20%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54                                 | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17073042 | PA      | $15357738.63   | 0.02%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 03-15-27                                                         | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72000000 | PA      | $72611863.20   | 0.07%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 03-31-26                                                          | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  135000000 | PA      | $135297945.00  | 0.14%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 04-15-27                                                          | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15000000 | PA      | $15185670.00   | 0.02%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.875% 04-30-26                                                        | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   68000000 | PA      | $68288204.40   | 0.07%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 04-30-29                                                        | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28005000 | PA      | $28915109.29   | 0.03%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 05-15-34                                                        | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23600000 | PA      | $24138426.92   | 0.02%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 05-15-54                                                        | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42894800 | PA      | $41393739.37   | 0.04%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                 | STACR 2024-DNA3 A1 144A FRN 10-25-44                                                               | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |    6536720 | PA      | $6546047.90    | 0.01%             | 2044-10-25      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                 | STACR 2024-DNA3 M2 144A FRN 10-25-44                                                               | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |    4427000 | PA      | $4426544.02    | 0.00%             | 2044-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | CREDIT AGRICOLE SA 144A LIFE SR UNSEC 1.247% 01-26-27/26                                           | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    9050000 | PA      | $9031293.65    | 0.01%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 1.122% 01-28-27/26                                                          | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4988740.00    | 0.01%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 1.305% 02-02-27/26                                                 | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   38389000 | PA      | $38282048.25   | 0.04%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.625% 03-01-29                                            | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $4114700.48    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD SALE TO USD 1/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $1318300.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD SALE TO USD 1/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $2666939.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 3.8% 03-15-30                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9419000 | PA      | $9273495.29    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                        | BOOST NEWCO BORROWER LLC 144A LIFE SR SEC 1ST LIEN 7.5% 01-15-31                                   | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3562306.25    | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31                                            | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    7825000 | PA      | $7537971.18    | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 2.5% 03-01-31                                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   48319000 | PA      | $41754187.38   | 0.04%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                                 | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |  144453000 | PA      | $93361707.34   | 0.09%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                  | COMMONWEALTH BANK OF AUSTRALIA 144A LIFE SUB 2.688% 03-11-31                                       | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   17450000 | PA      | $15903162.20   | 0.02%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                     | COMMONWEALTH EDISON CO SR SEC 1ST LIEN 3.125% 03-15-51                                             | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1383000 | PA      | $921945.14     | 0.00%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.125% 02-21-30                                                           | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7193690.00    | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 1/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1360.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.25% 02-21-33                                                            | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   10737000 | PA      | $11057885.98   | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.625% 05-15-33                                                | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    3492000 | PA      | $3504522.31    | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 3.547% 09-18-31/30                                                    | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17875000 | PA      | $17066674.63   | 0.02%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 2.55% 04-15-31                                           | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     419000 | PA      | $386194.81     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 6.484% 10-24-29/28                                                | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     960000 | PA      | $1018455.36    | 0.00%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA SA ESP                                                     | GRUPO ENERGIA BOGOTA SA ESP 144A LIFE SR UNSEC 7.85% 11-09-33                                      | CUSIP: 40053XAB5<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |    2500000 | PA      | $2862955.00    | 0.00%             | 2033-11-09      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SUB 8.113% 11-03-33/32                                                           | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6963000 | PA      | $8164737.21    | 0.01%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC GBP REG S SUB (B) 8.201% 11-16-34/29                                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |    5190000 | PA      | $7735246.00    | 0.01%             | 2034-11-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                                  | STAR 2025-SFR5 A 144A FRN 02-17-42                                                                 | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1377182 | PA      | $1379403.81    | 0.00%             | 2042-02-17      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40                               | WFCM 2017-C40 AS FRN 10-15-50                                                                      | CUSIP: 95000YBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1953828.00    | 0.00%             | 2050-10-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46                               | WFCM 2018-C46 A3 3.888% 08-15-51                                                                   | CUSIP: 95001QAT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6500000 | PA      | $6481410.00    | 0.01%             | 2051-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C54                                                                   | WFCM 2019-C54 A4 3.146% 12-15-52                                                                   | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3898000 | PA      | $3728168.04    | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.5% 03-30-26                                           | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5016650.00    | 0.01%             | 2026-03-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.6% 03-30-28                                           | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3397221.30    | 0.00%             | 2028-03-30      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2022-C62                                                                   | WFCM 2022-C62 A4 FRN 04-15-55                                                                      | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2520000 | PA      | $2415510.72    | 0.00%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                                     | WMRK 2022-WMRK A 144A FRN 11-15-27                                                                 | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13320608 | PA      | $13427506.06   | 0.01%             | 2027-11-15      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                                                                    | DNB BANK ASA 144A LIFE SR NON PREF 1.535% 05-25-27/26                                              | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    8037000 | PA      | $7956493.37    | 0.01%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC SR UNSEC 2.9% 05-15-30                                                         | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     631000 | PA      | $585981.94     | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-5C1                                                                   | WFCM 2024-5C1 AS 6.52% 07-15-57                                                                    | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1610000 | PA      | $1689667.63    | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                 | WCORE 2024-CORE A 144A FRN 11-15-41                                                                | CUSIP: 951913AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   40000000 | PA      | $40100280.00   | 0.04%             | 2041-11-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC SR UNSEC 2.8% 10-01-50                                                         | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      65000 | PA      | $41334.41      | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                  | GRAY MEDIA INC 144A LIFE SR UNSEC 4.75% 10-15-30                                                   | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    6535000 | PA      | $5074316.41    | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                         | GENM CAPITAL LABUAN LTD REG S SR UNSEC 3.882% 04-19-31                                             | CUSIP: N/A<br>LEI: 254900DWSHIWTSE0YG58       | Long             | DBT              | CORP              | MY        |   26500000 | PA      | $24027046.50   | 0.02%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP SR UNSEC 2.25% 06-01-31                                                      | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     312000 | PA      | $284147.14     | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 1.542% 09-10-27/26                                                | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24568700.00   | 0.02%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.5% 06-10-26                                             | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3006000 | PA      | $2972552.24    | 0.00%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.95% 11-01-32                                       | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6649000 | PA      | $7039322.90    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC REG S SR UNSEC 6.375% 01-17-28                                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    2800000 | PA      | $2926128.80    | 0.00%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC 144A LIFE SR UNSEC 6.375% 01-17-28                                                    | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   10000000 | PA      | $10450460.00   | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                         | THE BANK OF NOVA SCOTIA SR UNSEC 5.25% 06-12-28                                                    | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10302500.00   | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 5.867% 06-08-34/33                                                  | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5322080.00    | 0.01%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.75% 01-15-34                                                           | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5230000 | PA      | $5550253.82    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 7.161% 10-30-29/28                                                  | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    6099000 | PA      | $6580625.83    | 0.01%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.15% 04-15-34                                                           | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6921000 | PA      | $7077248.50    | 0.01%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 2.908% 07-21-42/41                                                | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11961000 | PA      | $8779074.98    | 0.01%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 1.948% 10-21-27/26                                                | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $993149.16     | 0.00%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                  | GRAY MEDIA INC 144A LIFE SR UNSEC 5.375% 11-15-31                                                  | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    3786000 | PA      | $2842358.43    | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32                                                | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1478000 | PA      | $1362019.86    | 0.00%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 3.615% 03-15-28/27                                                | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9946780.00    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                       | GC TREASURY CENTER CO LTD REG S SR UNSEC 4.4% 03-30-32                                             | CUSIP: 36830DAD3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    8000000 | PA      | $7748848.00    | 0.01%             | 2032-03-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                       | GC TREASURY CENTER CO LTD REG S SR UNSEC 2.98% 03-18-31                                            | CUSIP: 36830DAB7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    8000000 | PA      | $7281624.00    | 0.01%             | 2031-03-18      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.857% 03-15-30                                            | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1022000 | PA      | $1081147.23    | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.5% 01-15-55                                                            | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5708000 | PA      | $5412571.04    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 4.85% 01-15-29                                                           | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20432160.00   | 0.02%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 5.435% 01-24-30/29                                                  | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4343000 | PA      | $4497076.61    | 0.00%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                         | UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3343577.25    | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                 | WCORE 2024-CORE B 144A FRN 11-15-41                                                                | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9796000 | PA      | $9847174.30    | 0.01%             | 2041-11-15      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY                                       | STATE OF NEW JERSEY NATL 7.425% 02-15-29                                                           | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    3630000 | PA      | $3791712.87    | 0.00%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| NEBRASKA INVESTMENT FINANCE AUTHORITY                                           | NEBRASKA INVESTMENT FINANCE AUTHORITY 3.5% 09-01-46                                                | CUSIP: 63968MMX4<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |     300000 | PA      | $299859.60     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                    | CITY OF NEW YORK NY 5.372% 10-01-51                                                                | CUSIP: 64966SSF4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    9995000 | PA      | $9744815.16    | 0.01%             | 2051-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 14.24% 12-10-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          1 | NC      | $4693359.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.763% 12-12-24/12-12-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1306779.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.7815% 03-31-25/03-31-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1262763.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.905% 11-22-32                                            | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2759052.80    | 0.00%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.65% 11-15-27                                             | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25757100.00   | 0.03%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 5.2% 06-01-28                                                                     | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   12219000 | PA      | $12521652.41   | 0.01%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC FRN 08-14-27                                                            | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13000000 | PA      | $13082056.00   | 0.01%             | 2027-08-14      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 3.625% 03-15-32                                                                   | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9673000 | PA      | $9147978.58    | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC SR UNSEC 4.625% 03-15-52                                                                   | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     323000 | PA      | $263964.00     | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.375% 04-15-54                                                    | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $5618888.45    | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 5.617% 09-13-30/29                                                 | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   23125000 | PA      | $24164075.63   | 0.02%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.625% 07-15-54                                                    | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   32606000 | PA      | $32018374.67   | 0.03%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.95% 01-15-32                                                     | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   21500000 | PA      | $22045885.00   | 0.02%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 6.377% 11-22-52                                            | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     157000 | PA      | $171357.18     | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33                                                        | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   57555000 | PA      | $60500031.80   | 0.06%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.1% 09-21-28                                           | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1046523.00    | 0.00%             | 2028-09-21      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.5% 01-16-29                                           | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5119000 | PA      | $5424701.56    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.75% 07-15-64                                                     | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5178677.70    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.15% 07-15-34                                                     | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   56025000 | PA      | $57402822.83   | 0.06%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 5.95% 03-15-34                                                                 | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2622970.00    | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SUB 7.399% 11-13-34/33                                                           | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   26937000 | PA      | $30748747.12   | 0.03%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.8% 01-15-30                                                      | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   11475000 | PA      | $11763688.05   | 0.01%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO SR SEC 1ST LIEN 5.125% 03-15-55                                                  | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     441000 | PA      | $404964.57     | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53                                                        | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   16410000 | PA      | $16346509.71   | 0.02%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 5.75% 04-15-54                                                                 | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5056482.95    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 5.6% 12-01-54                                                          | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   18485000 | PA      | $18447198.18   | 0.02%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO SR SEC 1ST LIEN 5.25% 04-15-35                                                   | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    4884000 | PA      | $5041391.78    | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.95% 06-15-55                                                     | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   29456000 | PA      | $30267247.70   | 0.03%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.4% 06-15-28                                                      | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3033663.00    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 06-15-35                                                      | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   51253000 | PA      | $53085192.24   | 0.05%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.65% 01-15-31                                                     | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17298265.00   | 0.02%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 5.375% 04-15-31                                                                | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   18475000 | PA      | $19107620.95   | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 03-19-27                                           | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   14986000 | PA      | $15205484.96   | 0.02%             | 2027-03-19      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SUB 3.1% 04-27-26                                                                       | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6982885.00    | 0.01%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 4.5% 06-01-42                                                                    | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1246881.63    | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 3.125% 05-04-27                                                                  | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $989928.00     | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 4.125% 11-16-28                                                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    6320000 | PA      | $6346720.96    | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 01-08-29                                           | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2820794.52    | 0.00%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP SR UNSEC 5.6% 02-21-54                                                                  | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   39950000 | PA      | $36907767.55   | 0.04%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 4.3% 03-01-49                                                          | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1367000 | PA      | $1135393.29    | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 2.875% 08-15-29                                                    | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1172000 | PA      | $1126984.65    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 5.25% 06-15-31                                              | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   11768000 | PA      | $12335470.61   | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND INC                                                              | INGERSOLL RAND INC SR UNSEC 5.45% 06-15-34                                                         | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    1453000 | PA      | $1513036.51    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                          | HARVEST MIDSTREAM I LP 144A LIFE SR UNSEC 7.5% 05-15-32                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $2096729.49    | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                        | HOST HOTELS & RESORTS LP SR UNSEC 5.7% 07-01-34                                                    | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $22792110.00   | 0.02%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.597% 05-17-28/27                                                      | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   17790000 | PA      | $18126035.31   | 0.02%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.376% 05-26-30/29                                             | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   15000000 | PA      | $15522945.00   | 0.02%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 3.7% 08-15-49                                                      | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3098000 | PA      | $2307235.50    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 3.126% 08-13-30/29                                                 | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2600000 | PA      | $2491860.80    | 0.00%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 2.15% 02-05-27                                                         | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4740000 | PA      | $4657533.48    | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 3.25% 02-05-50                                                         | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   17642000 | PA      | $12233791.97   | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 2.0% 05-15-30                                                      | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   13538000 | PA      | $12353086.55   | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 2.9% 05-15-50                                                      | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9116000 | PA      | $5847057.10    | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.875% 07-01-34                                     | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    8300000 | PA      | $8682912.20    | 0.01%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 4.5% 06-30-28                                       | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   16058000 | PA      | $16191024.47   | 0.02%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29                                                   | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   14966000 | PA      | $15277936.34   | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                             | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 6.25% 04-01-29                                       | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    5194000 | PA      | $5375847.13    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                        | MET TOWER GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.25% 04-12-29                              | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12414000.00   | 0.01%             | 2029-04-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 5.258% 04-17-30/29                                     | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $10307310.00   | 0.01%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.652% 04-13-28/27                                                         | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2594000 | PA      | $2645758.08    | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.656% 04-18-30/29                                                         | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   31689000 | PA      | $33024406.15   | 0.03%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 4.875% 05-09-34                                                            | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1604755.70    | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 5.0% 05-17-29                                                             | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    5773000 | PA      | $5943592.15    | 0.01%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC SR UNSEC 5.3% 12-15-34                                                                 | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4168956.00    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.594% 07-10-35/34                                             | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   11000000 | PA      | $11544401.00   | 0.01%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                          | MORGAN STANLEY BANK NA SR UNSEC 4.968% 07-14-28/27                                                 | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3549689.50    | 0.00%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.32% 07-19-35/34                                                          | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11360000 | PA      | $11698005.44   | 0.01%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 5.4% 08-15-54                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $20485256.00   | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 0.99% 05-27-27                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1000000000 | PA      | $6335508.17    | 0.01%             | 2027-05-27      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI3 3.0 BF0293 07-01-48                                                                         | CUSIP: 3140FXKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5222234 | PA      | $4733714.50    | 0.00%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.0 G61733 12-01-47                                                                          | CUSIP: 31335B4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3814515 | PA      | $3488983.88    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHARM FRN 760012 04-01-45                                                                          | CUSIP: 31342WAM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     315148 | PA      | $319952.19     | 0.00%             | 2045-04-01      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHARM FRN 760013 04-01-45                                                                          | CUSIP: 31342WAN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     244580 | PA      | $247074.08     | 0.00%             | 2045-04-01      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                                         | SCRT 2018-3 MA FRN 08-25-57                                                                        | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   31669377 | PA      | $31099740.17   | 0.03%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CA1189 02-01-48                                                                      | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1042511 | PA      | $978700.73     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QA4673 11-01-49                                                                      | CUSIP: 31346YFN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6026748 | PA      | $5466844.69    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI3 3.5 BF0318 08-01-48                                                                         | CUSIP: 3140FXK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   22490790 | PA      | $21171637.48   | 0.02%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 SD7508 10-01-49                                                                      | CUSIP: 3132DVKV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   46726017 | PA      | $44019412.46   | 0.04%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.0 AL9668 10-01-30                                                                      | CUSIP: 3138ERW63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        998 | PA      | $989.25        | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 945680 09-01-37                                                                      | CUSIP: 31413HCR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      13107 | PA      | $13869.79      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCN UMBS 3.0 MA3131 09-01-27                                                                      | CUSIP: 31418CPR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       9013 | PA      | $8938.24       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCN UMBS 3.0 MA2973 04-01-27                                                                      | CUSIP: 31418CJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        751 | PA      | $745.33        | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 BO1359 08-01-34                                                                      | CUSIP: 3140JVQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     954402 | PA      | $912405.91     | 0.00%             | 2034-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K101                             | FHMS K101 A2 (MF) 2.524% 10-25-29                                                                  | CUSIP: 3137FQ3Z4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      62000 | PA      | $58991.76      | 0.00%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CA0453 09-01-47                                                                      | CUSIP: 3140Q7QF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4815801 | PA      | $4656744.61    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FM1913 09-01-49                                                                      | CUSIP: 3140X5DT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1187427 | PA      | $1148409.66    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AR1512 01-01-43                                                                      | CUSIP: 3138NXVE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     411400 | PA      | $392989.66     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q54709 03-01-48                                                                          | CUSIP: 3132XXGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     796473 | PA      | $751603.68     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q56590 06-01-48                                                                          | CUSIP: 3132Y0KC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     422083 | PA      | $398976.93     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AE1248 06-01-41                                                                      | CUSIP: 31419BL60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      37081 | PA      | $38073.53      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q56589 06-01-48                                                                          | CUSIP: 3132Y0KB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250909 | PA      | $237703.50     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CA4151 09-01-49                                                                      | CUSIP: 3140QBTH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8672633 | PA      | $8224014.78    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q15874 02-01-43                                                                          | CUSIP: 3132J66L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21757 | PA      | $21193.81      | 0.00%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BE5017 02-01-45                                                                      | CUSIP: 3140FQSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1041026 | PA      | $989034.45     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q58378 09-01-48                                                                          | CUSIP: 3132Y2JY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     695574 | PA      | $690375.88     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AY1829 12-01-44                                                                      | CUSIP: 3138YFA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      91273 | PA      | $87005.18      | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AT0412 03-01-43                                                                      | CUSIP: 3138WMN64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     191646 | PA      | $182473.26     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA3726 10-01-50                                                                      | CUSIP: 3133KKD71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1352119 | PA      | $1097214.96    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7409 05-01-51                                                                      | CUSIP: 3140XBGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     313716 | PA      | $265954.28     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS1374 03-01-52                                                                      | CUSIP: 3140XGQ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2917753 | PA      | $2585569.95    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0292 04-01-52                                                                      | CUSIP: 3133B9KD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2054117 | PA      | $1746126.64    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9067 10-01-51                                                                      | CUSIP: 3140XDCD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12141731 | PA      | $10302234.24   | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1892 02-01-52                                                                      | CUSIP: 3140LQC65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1309594 | PA      | $1108553.11    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 5.0 FM9892 09-01-31                                                                      | CUSIP: 3140XD7E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       7773 | PA      | $7822.54       | 0.00%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB5019 08-01-52                                                                      | CUSIP: 3140QQSH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     169077 | PA      | $169344.39     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 5.0 ZT0799 09-01-31                                                                      | CUSIP: 3132AC3G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        643 | PA      | $648.68        | 0.00%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA4993 04-01-53                                                                      | CUSIP: 31418ERP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4969087 | PA      | $4720523.36    | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28371000 | PA      | $28553425.53   | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD2079 10-01-52                                                                      | CUSIP: 3132DPJY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5166978 | PA      | $4933549.64    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8306 03-01-53                                                                      | CUSIP: 3132DWGP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     341181 | PA      | $334052.33     | 0.00%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.0% 08-15-31                                             | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     769000 | PA      | $683434.14     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                                    | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3124000 | PA      | $3074128.46    | 0.00%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF2009 10-01-52                                                                      | CUSIP: 3133BPGS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     181082 | PA      | $177328.60     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF2368 10-01-52                                                                      | CUSIP: 3133BPTZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2461081 | PA      | $2415024.02    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 3.839% 03-20-60                                                        | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2895880.00    | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 1.364% 01-30-27/26                                                 | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   10300000 | PA      | $10277092.80   | 0.01%             | 2027-01-30      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 3.0% 12-15-51                                              | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    8566000 | PA      | $5576149.06    | 0.01%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28                        | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    9125000 | PA      | $8683231.38    | 0.01%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW5182 11-01-52                                                                      | CUSIP: 3140MWXL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2644259 | PA      | $2588883.22    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF2960 11-01-52                                                                      | CUSIP: 3133BQJD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2704801 | PA      | $2651367.51    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.5% 12-14-31                          | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    7312000 | PA      | $6531670.67    | 0.01%             | 2031-12-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27                                                    | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24587000 | PA      | $24186428.60   | 0.02%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BX5040 01-01-53                                                                      | CUSIP: 3140N9S64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     557408 | PA      | $574700.18     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 MA4583 04-01-37                                                                      | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2256770 | PA      | $2136689.38    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                  | DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27                                           | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    8300000 | PA      | $8319305.80    | 0.01%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | DUKE ENERGY CORP SR UNSEC 5.0% 08-15-52                                                            | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     331000 | PA      | $292496.43     | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB6106 04-01-53                                                                      | CUSIP: 3140QRYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4165148 | PA      | $4392822.81    | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8324 05-01-53                                                                      | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   94825465 | PA      | $96526349.60   | 0.10%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8323 05-01-53                                                                      | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   27668192 | PA      | $27717357.93   | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5009 05-01-53                                                                      | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   49014016 | PA      | $49161744.09   | 0.05%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                               | DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27                                        | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14925000 | PA      | $15542671.13   | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 5.35% 01-15-53                                           | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    3710000 | PA      | $3573865.26    | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5010 05-01-53                                                                      | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   81059857 | PA      | $82532471.27   | 0.08%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K156                             | FHMS K156 A2 (MF) 4.43% 02-25-33                                                                   | CUSIP: 3137HA2B1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   24842000 | PA      | $25003622.05   | 0.03%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 6.72% 01-18-29/28                                                     | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29053000 | PA      | $30422790.84   | 0.03%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 7.146% 07-13-27/26                                                    | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7493000 | PA      | $7608699.41    | 0.01%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB0449 05-01-51                                                                      | CUSIP: 3140QKQB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20766922 | PA      | $16893288.47   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K751                       | FHMS K751 A2 (MF) 4.412% 03-25-30                                                                  | CUSIP: 3137HA4B9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  116127000 | PA      | $117833254.01  | 0.12%             | 2030-03-25      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | DUKE ENERGY CORP SR UNSEC 5.75% 09-15-33                                                           | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   33869000 | PA      | $35887761.75   | 0.04%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 5.875% 11-15-33                                            | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    4052000 | PA      | $4377116.27    | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR2095 07-01-51                                                                      | CUSIP: 3140L0KH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   44393337 | PA      | $37935171.96   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR2219 08-01-51                                                                      | CUSIP: 3140L0PD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20355433 | PA      | $17432453.62   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 2.375% 05-20-31                                                        | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   22125000 | PA      | $20296545.75   | 0.02%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 3.05% 05-15-41                                                     | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7293000 | PA      | $5532717.76    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28                                                    | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18638000 | PA      | $19895375.39   | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.0% 01-15-27                           | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    5837000 | PA      | $5894914.71    | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QC7626 09-01-51                                                                      | CUSIP: 3133ASPK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     618544 | PA      | $552350.93     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4070 11-01-50                                                                      | CUSIP: 3133KKQX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   24546820 | PA      | $21058054.47   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 1.33% 05-25-29                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  800000000 | PA      | $4983748.72    | 0.01%             | 2029-05-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| KUWAIT STATE OF (GOVERNMENT)                                                    | KUWAIT INTERNATIONAL GOVERNMENT BOND 144A LIFE 4.652% 10-09-35                                     | CUSIP: 501499AF4<br>LEI: 2549005G75NMAK8TM233 | Long             | DBT              | NUSS              | KW        |   36000000 | PA      | $36041616.00   | 0.04%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8044 12-01-50                                                                      | CUSIP: 3140QF5E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6533793 | PA      | $5605177.76    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8130 12-01-50                                                                      | CUSIP: 3140QGA80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16177887 | PA      | $13878605.01   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 5.35% 03-15-34                                               | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5198845.00    | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 5.65% 04-22-29                                         | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $10415330.00   | 0.01%             | 2029-04-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS3411 01-01-53                                                                      | CUSIP: 3140XJYH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      40141 | PA      | $41312.41      | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY1223 05-01-53                                                                      | CUSIP: 3140NHLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5436593 | PA      | $5523235.63    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 4.875% 04-30-31/30                                              | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    4490000 | PA      | $5610728.43    | 0.01%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA8800 04-20-53                                                                           | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3450858 | PA      | $3458091.30    | 0.00%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX8515 03-01-53                                                                      | CUSIP: 3140NDN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4148131 | PA      | $4224606.20    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG3775 06-01-53                                                                      | CUSIP: 3133C4FQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      19201 | PA      | $19503.78      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA8567 01-20-53                                                                           | CUSIP: 36179XQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26633775 | PA      | $25384358.31   | 0.03%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA9016 07-20-53                                                                           | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27886668 | PA      | $27949915.41   | 0.03%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC (B) 6.375% 07-01-55                                 | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   11756000 | PA      | $12017053.74   | 0.01%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.62% 07-01-35                                      | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   48491000 | PA      | $49869308.18   | 0.05%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BY4290 06-01-53                                                                      | CUSIP: 3140NLXU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     969470 | PA      | $997331.20     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7739 11-01-50                                                                      | CUSIP: 3140QFS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   69524991 | PA      | $59628943.11   | 0.06%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA8878 05-20-53                                                                           | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8225122 | PA      | $8232877.95    | 0.01%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 MA8147 07-20-52                                                                           | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     680901 | PA      | $588587.48     | 0.00%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS4774 03-01-53                                                                      | CUSIP: 3140XLJU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     711107 | PA      | $724236.21     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD2618 02-01-53                                                                      | CUSIP: 3132DP4B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      11939 | PA      | $12303.87      | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA8947 06-20-53                                                                           | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2671592 | PA      | $2679918.86    | 0.00%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA9170 09-20-53                                                                           | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39046872 | PA      | $39145543.82   | 0.04%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FS4947 01-01-53                                                                      | CUSIP: 3140XLP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     155235 | PA      | $148035.27     | 0.00%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB8605 02-01-51                                                                      | CUSIP: 3133AFR29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2932809 | PA      | $2417224.27    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA9240 10-20-53                                                                           | CUSIP: 36179YHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2382494 | PA      | $2392066.57    | 0.00%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA9015 07-20-53                                                                           | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  136393503 | PA      | $133632762.40  | 0.14%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR2666 02-01-51                                                                      | CUSIP: 3140L06C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2693300 | PA      | $2222268.85    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM7803 06-01-51                                                                      | CUSIP: 3140XBU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3552983 | PA      | $2939464.51    | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0046 04-01-51                                                                      | CUSIP: 3140QKBQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7533074 | PA      | $6672420.41    | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3240 06-01-53                                                                      | CUSIP: 3132DQS56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2707243 | PA      | $2789808.30    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-2                                         | SCRT 2018-2 MT 3.5% 11-25-57                                                                       | CUSIP: 35563PFF1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7414708 | PA      | $6677248.45    | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1                                  | SLST 2018-1 A1 3.5% 06-25-28                                                                       | CUSIP: 35564CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13228169 | PA      | $13012152.99   | 0.01%             | 2028-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 3.25% 05-15-51                                                     | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4712000 | PA      | $3194099.88    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 1.494% 08-10-27/26                                                 | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   19621000 | PA      | $19311635.69   | 0.02%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA6349 07-01-50                                                                      | CUSIP: 3140QEBT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8592954 | PA      | $7631729.00    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA7381 10-01-50                                                                      | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7392074 | PA      | $6565174.66    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52                                                         | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    6371000 | PA      | $4070202.54    | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 2.746% 02-11-33/32                                                 | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   15694000 | PA      | $14081771.07   | 0.01%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA5267 05-01-51                                                                      | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5482591 | PA      | $4894221.59    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA3506 09-01-50                                                                      | CUSIP: 3133KJ3P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8899715 | PA      | $7948211.00    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC SR UNSEC 4.0% 06-22-50                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   18465000 | PA      | $12305149.86   | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.3% 11-15-31                                              | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2668539.00    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA5901 09-01-51                                                                      | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5312470 | PA      | $4743902.95    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA6740 08-01-50                                                                      | CUSIP: 3140QEP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4857287 | PA      | $4315437.24    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.125% 05-15-40                                                        | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51250000 | PA      | $32595804.63   | 0.03%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.5% 05-31-27                                                          | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125000000 | PA      | $119903550.00  | 0.12%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                               | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 11-01-33                        | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   42000000 | PA      | $36038604.00   | 0.04%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32                                              | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     990000 | PA      | $882021.69     | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.875% 11-15-30                                                        | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  110000000 | PA      | $96186288.00   | 0.10%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                           | MERCURY AGGREGATOR LP PIK TL-1 1ST LIEN 19% 02-03-26                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      84164 | PA      | $1607.53       | 0.00%             | 2026-02-03      | Variable      | 19.00%                | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5531 11-01-54                                                                      | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   38197270 | PA      | $38764652.42   | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ3163 12-01-54                                                                      | CUSIP: 3142GTQR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   50179911 | PA      | $50373906.62   | 0.05%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB9616 12-01-54                                                                      | CUSIP: 3140QVVJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13977490 | PA      | $14235220.89   | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BU9641 01-01-52                                                                      | CUSIP: 3140MBWB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     992152 | PA      | $880127.05     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                                    | SLST 2018-2 A1 3.5% 11-25-28                                                                       | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10463270 | PA      | $10307283.38   | 0.01%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                         | SCRT 2019-2 MA 3.5% 08-26-58                                                                       | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15292107 | PA      | $14908275.38   | 0.02%             | 2058-08-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QX8785 03-01-55                                                                      | CUSIP: 31426FXP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     546401 | PA      | $571552.59     | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB3523 05-01-52                                                                      | CUSIP: 3140QN4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     394653 | PA      | $350012.79     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 03-15-28                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    9459000 | PA      | $9514240.56    | 0.01%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 01-12-28                                             | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    4974000 | PA      | $4940475.24    | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                         | SCRT 2019-1 MA 3.5% 07-25-58                                                                       | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     902769 | PA      | $883788.71     | 0.00%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-2                                                    | SLST 2019-2 A1C 2.75% 09-25-29                                                                     | CUSIP: 35564CCZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   37375690 | PA      | $36017083.39   | 0.04%             | 2029-09-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD6203 06-01-52                                                                      | CUSIP: 3132DT3L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   30683350 | PA      | $27177777.59   | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS4815 05-01-52                                                                      | CUSIP: 3140XLK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     978581 | PA      | $866778.39     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-4                                         | SCRT 2019-4 MA 3.0% 02-25-59                                                                       | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   67884955 | PA      | $63949324.58   | 0.06%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-3                                                    | SLST 2019-3 A1C 2.75% 11-25-29                                                                     | CUSIP: 35564CEE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18618870 | PA      | $17709040.15   | 0.02%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                                         | SCRT 2019-3 MT 3.5% 10-25-58                                                                       | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1280658 | PA      | $1152406.84    | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                         | SCRT 2019-2 MT 3.5% 08-25-58                                                                       | CUSIP: 35563PKF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2096061 | PA      | $1878498.57    | 0.00%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_19-3SC                                      | SCRT 2019-3 MA 3.5% 10-25-58                                                                       | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     362453 | PA      | $355343.54     | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                         | SCRT 2019-1 MT 3.5% 07-25-58                                                                       | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2496158 | PA      | $2241145.34    | 0.00%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SGL_21-OVA                                                                      | SLG 2021-OVA A 144A 2.5854% 07-15-41                                                               | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23334000 | PA      | $20886940.09   | 0.02%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                        | SREIT 2021-MFP A 144A FRN 11-15-38                                                                 | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   43155040 | PA      | $43145890.94   | 0.04%             | 2038-11-15      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                              | SMRT 2022-MINI A 144A FRN 01-15-39                                                                 | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   55785000 | PA      | $55799002.04   | 0.06%             | 2039-01-15      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2016-DNA1                                                   | STACR 2016-DNA1 M3 FRN 07-25-28                                                                    | CUSIP: 3137G0HW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2083928 | PA      | $2090975.68    | 0.00%             | 2028-07-25      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                             | OWENS & MINOR TL B-1 1ST LIEN (TSFR3M+385)(FLR 0.5) 7.56610% 03-29-29                              | CUSIP: 69073LAD2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |   42099244 | PA      | $40731018.71   | 0.04%             | 2029-03-29      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                            | REWORLD HOLDING CORP TL-B 1ST LIEN (TSFR1M+225)(FLR 0.5) FRN 11-30-28                              | CUSIP: 22282GAP2<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |          0 | PA      | $0.01          | 0.00%             | 2028-11-30      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_22-1                           | SLST 2022-1 A1 3.5% 05-25-32                                                                       | CUSIP: 35564CLZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   26323862 | PA      | $25683955.08   | 0.03%             | 2032-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5                                     | STACR 2022-DNA5 M1A 144A FRN 06-25-42                                                              | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |    6638804 | PA      | $6765126.94    | 0.01%             | 2042-06-25      | Variable      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                         | TALEN ENERGY SUPPLY LLC TL-B 1ST LIEN (TSFR3M+200) (FLR 0.0) FRN 11-25-32                          | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    1175000 | PA      | $1178549.68    | 0.00%             | 2032-11-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                      | VIASAT INC TL 1ST LIEN (TSFR3M+461.448)(FLR 0.5) FRN 05-30-30                                      | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   30062183 | PA      | $30000435.49   | 0.03%             | 2030-05-30      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 3.875% 03-01-52                                                | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7414980.00    | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 4.75% 02-15-28                                                         | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2429000 | PA      | $2453598.48    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-29                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    8367000 | PA      | $8260387.69    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 4.0% 09-23-29                                               | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3000000 | PA      | $2961906.00    | 0.00%             | 2029-09-23      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                            | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 6.25% 05-15-26                                                | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    2246000 | PA      | $2250707.62    | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP SR UNSEC 3.1% 02-15-60                                                                  | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   25150000 | PA      | $14074719.65   | 0.01%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 4.95% 02-15-30                                                         | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2418000 | PA      | $2447664.02    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 5.125% 05-15-32                                                        | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    9757000 | PA      | $9827669.95    | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                         | VERSANT MEDIA GROUP INC TL-B 1ST LIEN (TSFR3M + 350) (FLR 0.0) FRN 01-30-31                        | CUSIP: N/A<br>LEI: 254900D2Q5F5F229PU30       | Long             | LON              | CORP              | US        |   10005000 | PA      | $10023759.38   | 0.01%             | 2030-10-23      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                      | VIASAT INC TL 1ST LIEN (TSFR3M+461.448)(FLR 0.5) FRN 03-02-29                                      | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    7983610 | PA      | $7973079.18    | 0.01%             | 2029-03-02      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 2.355% 03-15-32                                                | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    9276000 | PA      | $8177174.32    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 5.05% 05-09-33                                                 | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2052238.00    | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 6.45% 11-16-30                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   36540000 | PA      | $39263801.22   | 0.04%             | 2030-11-16      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27                                                       | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   53097000 | PA      | $54206090.14   | 0.05%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                | WISCONSIN ELECTRIC POWER CO SR UNSEC 4.6% 10-01-34                                                 | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1867000 | PA      | $1853805.91    | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                | WISCONSIN ELECTRIC POWER CO SR UNSEC 5.05% 10-01-54                                                | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     192000 | PA      | $176844.67     | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                            | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 5.25% 05-15-27                                                | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7896040.00    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 3.0% 09-15-60                                               | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     134000 | PA      | $80456.82      | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | WASTE MANAGEMENT INC SR UNSEC 4.8% 03-15-32                                                        | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1094000 | PA      | $1120165.20    | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | WASTE MANAGEMENT INC SR UNSEC 4.95% 03-15-35                                                       | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    8243000 | PA      | $8376107.96    | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                                 | ARRW 2020-1 A1A 144A 1.662% 03-25-55                                                               | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     169947 | PA      | $165233.04     | 0.00%             | 2055-03-25      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                                | ARRW 2021-1R A1 144A FRN 10-25-48                                                                  | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7238038 | PA      | $6564733.67    | 0.01%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                               | INRETAIL CONSUMER REG S SR SEC 1ST LIEN 3.25% 03-22-28                                             | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | PE        |    2000000 | PA      | $1954820.00    | 0.00%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.04% 01-23-28/27                                                     | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   34937000 | PA      | $35308520.06   | 0.04%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                                 | ARRW 2022-1 A1A 144A 2.495% 12-25-56                                                               | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27959258 | PA      | $27358357.52   | 0.03%             | 2056-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST AMSR_23-SFR2                                                         | AMSR 2023-SFR2 A 144A 3.95% 06-17-40                                                               | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     914000 | PA      | $905933.95     | 0.00%             | 2040-06-17      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.211% 12-03-35/34                                                       | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     952000 | PA      | $972935.43     | 0.00%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP SUB 2.963% 11-16-40                                                           | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    4500000 | PA      | $3433149.00    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP SUB 2.668% 11-15-35/30                                                        | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   23100000 | PA      | $20935691.70   | 0.02%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC SR UNSEC 1.05% 09-17-26                                                                | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   90000000 | PA      | $88414560.00   | 0.09%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD0776 02-01-51                                                                      | CUSIP: 3132DM2H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      41530 | PA      | $33709.48      | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD3812 01-01-52                                                                      | CUSIP: 3133B1GV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5905692 | PA      | $5232508.42    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33                                                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1472518.32    | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 21 LTD                                               | CK HUTCHISON INTERNATIONAL 21 LTD REG S SR UNSEC 3.125% 04-15-41                                   | CUSIP: N/A<br>LEI: 254900E16YL0NL5TFN79       | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1077497.40    | 0.00%             | 2041-04-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR UNSEC 4.469% 12-10-31/30                                                       | CUSIP: 251526DD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10466547.00   | 0.01%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                                  | CAPITAL ONE NA SR UNSEC 3.45% 07-27-26                                                             | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    2343000 | PA      | $2336299.02    | 0.00%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO SR UNSEC 2.85% 10-01-26                                                              | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     539000 | PA      | $534505.28     | 0.00%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BX4574 08-01-53                                                                      | CUSIP: 3140N9CL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     658410 | PA      | $583186.99     | 0.00%             | 2053-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS2676 06-01-52                                                                      | CUSIP: 3140XH6N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     972056 | PA      | $861753.07     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM9906 12-01-51                                                                      | CUSIP: 3140XEAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     314100 | PA      | $278325.95     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QF2693 10-01-52                                                                      | CUSIP: 3133BP7E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     944484 | PA      | $764518.40     | 0.00%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR3                                                         | AMSR 2021-SFR3 A 144A 1.476% 10-17-38                                                              | CUSIP: 00180UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3962770 | PA      | $3876151.77    | 0.00%             | 2038-10-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_24-2                                              | AOMT 2024-2 A1 144A 5.985% 01-25-69                                                                | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-CBDO         | CORP              | US        |    7000552 | PA      | $7065342.16    | 0.01%             | 2069-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                            | DTE ELECTRIC CO SR SEC 1ST LIEN 3.7% 03-15-45                                                      | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     107000 | PA      | $84018.33      | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                                         | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4936000 | PA      | $4936014.81    | 0.01%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QC5125 08-01-51                                                                      | CUSIP: 3133APVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     224749 | PA      | $182893.86     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 SD8537 05-01-55                                                                      | CUSIP: 3132DWPW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     999900 | PA      | $927221.52     | 0.00%             | 2055-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARES1 2024-IND                                                                  | ARES1 2024-IND A 144A FRN 07-15-41                                                                 | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5594000 | PA      | $5608370.99    | 0.01%             | 2041-07-15      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2024-8                                                                     | AOMT 2024-8 A1 144A 5.338% 05-27-69                                                                | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-CBDO         | CORP              | US        |    6533335 | PA      | $6567262.61    | 0.01%             | 2069-05-27      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FA0287 12-01-54                                                                      | CUSIP: 3140W0J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31904603 | PA      | $32800643.75   | 0.03%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CC0841 08-01-55                                                                      | CUSIP: 3140Y65B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13334484 | PA      | $13924268.25   | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                                         | CUSIP: 251526BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16415000 | PA      | $16414277.74   | 0.02%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                         | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 5.25% 04-15-27                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6016116.00    | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 783687 12-20-41                                                                           | CUSIP: 3622A2CY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2716245 | PA      | $2687270.53    | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 AB3818 06-20-41                                                                           | CUSIP: 36178QG30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57481 | PA      | $56009.49      | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS7060 05-01-52                                                                      | CUSIP: 3140XNZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4295725 | PA      | $3804938.27    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA4223 12-01-50                                                                      | CUSIP: 3133KKVQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5529467 | PA      | $4897725.09    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 2.45% 08-15-29                                           | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    3530000 | PA      | $3345638.69    | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 3.2% 08-15-49                                            | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     755000 | PA      | $517872.62     | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 AB3819 12-20-39                                                                           | CUSIP: 36178QG48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     243561 | PA      | $247127.50     | 0.00%             | 2039-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA8426 11-20-52                                                                           | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1665593 | PA      | $1585331.14    | 0.00%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QE1237 05-01-52                                                                      | CUSIP: 3133BALS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     185622 | PA      | $172130.20     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CB3375 04-01-52                                                                      | CUSIP: 3140QNXD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2659013 | PA      | $2465740.16    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.55% 11-30-48                                                            | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5729405.50    | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 4.8% 05-15-49                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   10493000 | PA      | $8272303.45    | 0.01%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                            | DTE ELECTRIC CO SR SEC 1ST LIEN 2.25% 03-01-30                                                     | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1557000 | PA      | $1448945.76    | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC SR UNSEC 3.625% 05-15-30                                              | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $3545861.25    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ9471 03-01-51                                                                      | CUSIP: 3140KVQZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      32526 | PA      | $27614.06      | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BU2549 10-01-51                                                                      | CUSIP: 3140M3ZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     291415 | PA      | $258515.22     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QG4998 06-01-53                                                                      | CUSIP: 3133C5RT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3000000 | PA      | $2657357.88    | 0.00%             | 2053-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA7374 05-01-52                                                                      | CUSIP: 3133KPFP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     805628 | PA      | $713703.39     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1                                                                  | ATLX 2024-RPL1 A1 144A 3.85% 04-25-64                                                              | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20429299 | PA      | $19995564.91   | 0.02%             | 2064-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AHPT 2024-ATRM                                                                  | AHPT 2024-ATRM A 144A FRN 11-10-29                                                                 | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11688000 | PA      | $11935446.65   | 0.01%             | 2029-11-10      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AL2745 03-01-42                                                                      | CUSIP: 3138EKBP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1987695 | PA      | $1945265.59    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AB4050 12-01-41                                                                      | CUSIP: 31417AQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     443106 | PA      | $433601.85     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_16-C30                                          | MSBAM 16-C30 A4 2.6% 09-15-49/08-17-26                                                             | CUSIP: 61766NBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     161514 | PA      | $161090.74     | 0.00%             | 2049-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C31                                                                  | MSBAM 16-C31 AS 3.102% 11-15-49/10-19-26                                                           | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2963895.00    | 0.00%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_16-C32                                          | MSBAM 16-C32 A4 3.72% 12-15-49/12-17-26                                                            | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5280000 | PA      | $5238937.44    | 0.01%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-1                                             | MCMLT 2018-1 A1 144A FRN 05-25-62                                                                  | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20917 | PA      | $20822.44      | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_19-GS2                                           | MCMLT 2019-GS2 A1 144A FRN 08-25-59                                                                | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2112971 | PA      | $2064345.00    | 0.00%             | 2059-08-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST MFRA_21-RPL1                                                          | MFRA 2021-RPL1 A1 144A FRN 07-25-60                                                                | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16558953 | PA      | $15285619.26   | 0.02%             | 2060-07-25      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| KOOKMIN BANK                                                                    | KOOKMIN BANK 144A LIFE SR UNSEC 5.375% 05-08-27                                                    | CUSIP: 50050GAW8<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    3270000 | PA      | $3334441.89    | 0.00%             | 2027-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                                               | KRAKATAU POSCO PT REG S SR UNSEC 6.375% 06-11-27                                                   | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |    9000000 | PA      | $9174564.00    | 0.01%             | 2027-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA8267 09-20-52                                                                           | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   42629750 | PA      | $40632588.93   | 0.04%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2                              | GNR 2021-2 AH 1.5% 06-16-63                                                                        | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11282772 | PA      | $8420987.14    | 0.01%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MSC 2022-L8                                                                     | MSC 22-L8 A5 FRN 04-15-55/03-17-32                                                                 | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $113072.28     | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_16-1                                        | MCMLT 2016-1 M3 144A FRN 04-25-57                                                                  | CUSIP: 59980TAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2521817 | PA      | $2495686.09    | 0.00%             | 2057-04-25      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| AHPT 2024-ATRM                                                                  | AHPT 2024-ATRM B 144A FRN 11-10-29                                                                 | CUSIP: 04963XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21250000 | PA      | $21724576.25   | 0.02%             | 2029-11-10      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| AHPT 2024-ATRM                                                                  | AHPT 2024-ATRM C 144A FRN 11-10-29                                                                 | CUSIP: 04963XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20296260.00   | 0.02%             | 2029-11-10      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| AHPT 2024-ATRM                                                                  | AHPT 2024-ATRM D 144A FRN 11-10-29                                                                 | CUSIP: 04963XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26562000 | PA      | $27182886.75   | 0.03%             | 2029-11-10      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                  | AMSR 2025-SFR1 C 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3803000 | PA      | $3600311.51    | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                  | AMSR 2025-SFR1 D 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3833000 | PA      | $3593353.17    | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                  | AMSR 2025-SFR1 B 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3366000 | PA      | $3221123.99    | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                  | AMSR 2025-SFR1 A 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22113000 | PA      | $21357155.55   | 0.02%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2                                                                  | AMSR 2025-SFR2 A 144A 4.275% 11-17-42                                                              | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27116000 | PA      | $26743480.39   | 0.03%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2023-01                                                                    | MCAS 2023-01 M7 144A FRN 11-25-53                                                                  | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-CBDO         | CORP              | US        |    2709998 | PA      | $2795813.26    | 0.00%             | 2053-11-25      | Variable      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| MSRM 2024-NQM2                                                                  | MSRM 2024-NQM2 A1 144A 6.386% 05-25-69                                                             | CUSIP: 61776HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8956079 | PA      | $9075901.91    | 0.01%             | 2069-05-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA COMMERCIAL MORTGAGE TRUST BACM 17-BNK3                          | BACM 17-BNK3 A4 3.574% 02-15-50/01-15-27                                                           | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $114244.34     | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 2006-32 OA PAC PO 0.0% 05-25-36                                                                | CUSIP: 31395B5Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     212399 | PA      | $185588.89     | 0.00%             | 2036-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.0 MA2717 08-01-36                                                                      | CUSIP: 31418CAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     178472 | PA      | $176460.53     | 0.00%             | 2036-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 T65375 07-01-46                                                                          | CUSIP: 31322Y6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85748 | PA      | $80575.80      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                                               | KRAKATAU POSCO PT REG S SR UNSEC 6.375% 06-11-29                                                   | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |    8000000 | PA      | $8268136.00    | 0.01%             | 2029-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KOREA GAS CORP                                                                  | KOREA GAS CORPORATION 144A LIFE SR UNSEC 5.0% 07-08-29                                             | CUSIP: 50066AAV5<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | USGA              | KR        |    1011000 | PA      | $1044028.36    | 0.00%             | 2029-07-08      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KBC GROUP NV                                                                    | KBC GROUP NV 144A LIFE SR UNSEC 4.932% 10-16-30/29                                                 | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    4550000 | PA      | $4639348.35    | 0.00%             | 2030-10-16      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                            | KALLPA GENERACION SA REG S SR UNSEC 5.875% 01-30-32                                                | CUSIP: N/A<br>LEI: 549300NG1PWEI5BZG095       | Long             | DBT              | CORP              | PE        |    2942000 | PA      | $3067917.60    | 0.00%             | 2032-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC SR SEC 1ST LIEN 2.125% 06-01-30                                               | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $4811714.25    | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 1.75% 06-15-30                                             | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    9594000 | PA      | $8668610.73    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA8266 09-20-52                                                                           | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  133869074 | PA      | $123707340.52  | 0.13%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA9169 09-20-53                                                                           | CUSIP: 36179YFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   72902923 | PA      | $71306713.44   | 0.07%             | 2053-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.0 MA2746 09-01-36                                                                      | CUSIP: 31418CBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1217290 | PA      | $1203228.12    | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q42034 150K MAX 07-01-46                                                                 | CUSIP: 3132WFHL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87356 | PA      | $87482.65      | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 4.0 MA2588 04-01-36                                                                      | CUSIP: 31418B2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     895145 | PA      | $885832.80     | 0.00%             | 2036-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q42633 175K MAX 08-01-46                                                                 | CUSIP: 3132WF4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     245294 | PA      | $244052.80     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 144A LIFE SR UNSEC 3.75% 02-15-31                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3703532.00    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 3.6% 11-15-50                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    6445000 | PA      | $4165197.26    | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.5% 08-15-50                                             | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     354000 | PA      | $207290.36     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 6.0% 05-01-55                                                                  | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5830740.00    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA9104 08-20-53                                                                           | CUSIP: 36179YDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   47506696 | PA      | $46554899.83   | 0.05%             | 2053-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 MB0424 06-20-55                                                                           | CUSIP: 3618N5PJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29654588 | PA      | $29972100.14   | 0.03%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 4.0 MA2787 10-01-36                                                                      | CUSIP: 31418CCZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     675643 | PA      | $667948.60     | 0.00%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNJMCK 4.5 MA2809 10-01-46                                                                         | CUSIP: 31418CDP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     441004 | PA      | $424114.73     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BD7600 09-01-46                                                                      | CUSIP: 3140FFNS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      73556 | PA      | $73207.74      | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNJMCK 4.5 MA2821 10-01-46                                                                         | CUSIP: 31418CD35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     293850 | PA      | $284523.89     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_23-PJ5                                 | GSMBS 2023-PJ5 A22 144A FRN 02-25-54                                                               | CUSIP: 36268ABL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7732470.00    | 0.01%             | 2054-02-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 TBA 01-01-56                                                                              | CUSIP: 21H052611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28458054 | PA      | $28738451.21   | 0.03%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 2.5 TBA 01-01-56                                                                              | CUSIP: 21H022614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20156000 | PA      | $17389266.50   | 0.02%             | 2056-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MB0742 11-20-55                                                                           | CUSIP: 3618N5ZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4984900 | PA      | $4540276.84    | 0.00%             | 2055-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MB0682 10-20-55                                                                           | CUSIP: 3618N5XL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11726822 | PA      | $10680848.54   | 0.01%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                                         | HPA 2021-2 A 144A 1.901% 12-17-26                                                                  | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19519675 | PA      | $19113216.56   | 0.02%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_22-1                                         | HPA 2022-1 A 144A 3.93% 04-17-39                                                                   | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     724010 | PA      | $720743.12     | 0.00%             | 2039-04-17      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                                    | HTL 2024-T53 A 144A FRN 05-10-39                                                                   | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1404000 | PA      | $1421924.87    | 0.00%             | 2039-05-10      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 5.55% 05-01-35                                                                 | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   23265000 | PA      | $23765895.45   | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | HYATT HOTELS CORP SR UNSEC 5.75% 03-30-32                                                          | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    8010000 | PA      | $8396354.34    | 0.01%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | HYATT HOTELS CORP SR UNSEC 5.05% 03-30-28                                                          | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    8478000 | PA      | $8637047.28    | 0.01%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.15% 03-27-30                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3588522.00    | 0.00%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.85% 03-25-27                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   43000000 | PA      | $43403512.00   | 0.04%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.24% 05-13-31/30                                                       | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2500000 | PA      | $2576547.50    | 0.00%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.79% 05-13-36/35                                                       | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3089000 | PA      | $3264124.68    | 0.00%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC FRN 05-13-31                                                            | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7250000 | PA      | $7400836.25    | 0.01%             | 2031-05-13      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-NQM1                                                                 | HOMES 2024-NQM1 A2 144A 6.27% 07-25-69                                                             | CUSIP: 40390TAB6<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-CBDO         | CORP              | US        |    3817813 | PA      | $3859434.63    | 0.00%             | 2069-07-25      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2024-NQM1                                                                 | HOMES 2024-NQM1 A1 144A 5.915% 07-25-69                                                            | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-CBDO         | CORP              | US        |   11315656 | PA      | $11435364.19   | 0.01%             | 2069-07-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                               | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.25% 06-15-33                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6365844.00    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.875% 06-23-27                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   15567000 | PA      | $15743202.87   | 0.02%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.9% 06-23-28                                           | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   21844000 | PA      | $22191210.38   | 0.02%             | 2028-06-23      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.1% 06-24-30                                           | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   18350000 | PA      | $18786454.75   | 0.02%             | 2030-06-24      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.25% 09-18-28                                          | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   13214000 | PA      | $13221452.70   | 0.01%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                             | HILCORP ENERGY I LP 144A LIFE SR UNSEC 5.75% 02-01-29                                              | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2106684.63    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                               | INRETAIL CONSUMER 144A LIFE SR SEC 1ST LIEN 3.25% 03-22-28                                         | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    5400000 | PA      | $5278014.00    | 0.01%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                               | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 3.398% 06-09-31                                   | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |   13570000 | PA      | $12765448.27   | 0.01%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | JOHNSON & JOHNSON SR UNSEC 5.0% 03-01-35                                                           | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4783000 | PA      | $4982168.90    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   42999000 | PA      | $45129815.45   | 0.05%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BD9236 10-01-46                                                                      | CUSIP: 3140FHHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     301690 | PA      | $284091.67     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BD9248 10-01-46                                                                      | CUSIP: 3140FHH26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     213309 | PA      | $210197.83     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                    | HY 2025-SPRL A 144A FRN 01-13-40                                                                   | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   89186000 | PA      | $92542871.85   | 0.09%             | 2040-01-13      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                           | HGMT 2025-HGLR A 144A FRN 02-05-45                                                                 | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12107000 | PA      | $12566872.29   | 0.01%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                            | JERSEY CENTRAL POWER & LIGHT CO SR UNSEC 5.1% 01-15-35                                             | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3035.57       | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                   | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.875% 01-31-31                            | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3934988.75    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                   | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR UNSEC 6.125% 07-31-32                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    7730000 | PA      | $7939498.46    | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | JACKSON NATIONAL LIFE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 4.55% 09-09-30                         | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19938580.00   | 0.02%             | 2030-09-09      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                   | HHT 2025-MAUI C 144A FRN 03-15-42                                                                  | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1408000 | PA      | $1414069.89    | 0.00%             | 2042-03-15      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                   | HHT 2025-MAUI A 144A FRN 03-15-42                                                                  | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   55153000 | PA      | $55275053.59   | 0.06%             | 2042-03-15      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                   | HHT 2025-MAUI B 144A FRN 03-15-42                                                                  | CUSIP: 419909AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7392000 | PA      | $7415166.53    | 0.01%             | 2042-03-15      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                   | HHT 2025-MAUI D 144A FRN 03-15-42                                                                  | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5975000 | PA      | $6010682.70    | 0.01%             | 2042-03-15      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.255% 10-22-31/30                                                    | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   43063000 | PA      | $42941605.40   | 0.04%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.81% 10-22-36/35                                                     | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   72701000 | PA      | $72217392.95   | 0.07%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 3.782% 02-01-28/27                                                    | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $17465105.00   | 0.02%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.203% 07-23-29/28                                                    | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     875000 | PA      | $878043.25     | 0.00%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 3.109% 04-22-51/50                                                    | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     485000 | PA      | $330385.88     | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | JOHNSON & JOHNSON SR UNSEC 1.3% 09-01-30                                                           | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   22427000 | PA      | $20013585.68   | 0.02%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.04% 02-04-27/26                                                     | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7980000 | PA      | $7958134.80    | 0.01%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   56869000 | PA      | $50734199.76   | 0.05%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q43312 175K MAX 09-01-46                                                                 | CUSIP: 3132WGVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     349570 | PA      | $348044.68     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BV3316 03-01-52                                                                      | CUSIP: 3140MGVJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      38642 | PA      | $35833.57      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                            | JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 2.75% 03-01-32                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     488000 | PA      | $439174.14     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 2.545% 11-08-32/31                                                    | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   22866000 | PA      | $20642464.43   | 0.02%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BU7427 01-01-52                                                                      | CUSIP: 3140M9HD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      54603 | PA      | $51078.00      | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QD7321 01-01-52                                                                      | CUSIP: 3133B5D25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     148620 | PA      | $137817.39     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 2.947% 02-24-28/27                                                    | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14275000 | PA      | $14106240.95   | 0.01%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27                                                    | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13250000 | PA      | $13423866.50   | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8338 06-01-53                                                                      | CUSIP: 3132DWHP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11046769 | PA      | $10497556.68   | 0.01%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FS5313 01-01-50                                                                      | CUSIP: 3140XL3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  145448735 | PA      | $136683993.84  | 0.14%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5216 12-01-53                                                                      | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   26851536 | PA      | $27643468.85   | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5166 10-01-53                                                                      | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   35488817 | PA      | $36536979.33   | 0.04%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY0091 05-01-53                                                                      | CUSIP: 3140NGC57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1136136 | PA      | $1156019.91    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY0204 05-01-53                                                                      | CUSIP: 3140NGGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2877379 | PA      | $2947276.75    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5190 11-01-53                                                                      | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   54065466 | PA      | $54997771.08   | 0.06%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4053 10-01-53                                                                      | CUSIP: 3132E0QE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6343814 | PA      | $6535035.50    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3083 02-01-52                                                                      | CUSIP: 3140MGM99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1573295 | PA      | $1273560.52    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV4172 03-01-52                                                                      | CUSIP: 3140MHT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1681933 | PA      | $1361450.77    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV4118 03-01-52                                                                      | CUSIP: 3140MHSG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     328226 | PA      | $265745.71     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RA7189 04-01-52                                                                      | CUSIP: 3133KN7A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      58139 | PA      | $53913.56      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX7779 03-01-53                                                                      | CUSIP: 3140NCUD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2895538 | PA      | $2954380.81    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 QY4408 05-01-55                                                                      | CUSIP: 31426N3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      41738 | PA      | $43960.62      | 0.00%             | 2055-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8372 11-01-53                                                                      | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7498583 | PA      | $7609426.57    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8362 09-01-53                                                                      | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   30823810 | PA      | $31355366.52   | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NY 2025-299P                                                                    | NY 2025-299P B 144A FRN 02-10-47                                                                   | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1848000 | PA      | $1930030.87    | 0.00%             | 2047-02-10      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC_25-3BP                                        | NYC 2025-3BP B 144A FRN 02-15-42                                                                   | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11881000 | PA      | $11864806.20   | 0.01%             | 2042-02-15      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8370 11-01-53                                                                      | CUSIP: 3132DWJP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5459828 | PA      | $5340110.65    | 0.01%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8396 01-01-54                                                                      | CUSIP: 3132DWKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   24111880 | PA      | $24817803.38   | 0.03%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5139 09-01-53                                                                      | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8859177 | PA      | $9119096.12    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5247 01-01-54                                                                      | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23180547 | PA      | $23847381.99   | 0.02%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QH5945 12-01-53                                                                      | CUSIP: 3133CJTA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17951807 | PA      | $18708331.57   | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7339 10-01-53                                                                      | CUSIP: 3140QTEM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   76833422 | PA      | $79050911.77   | 0.08%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8402 02-01-54                                                                      | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10420374 | PA      | $10714614.13   | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7438 11-01-53                                                                      | CUSIP: 3140QTHQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12396463 | PA      | $12766473.05   | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ0856 02-01-54                                                                      | CUSIP: 3142GQ5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12448187 | PA      | $12971085.30   | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS6610 12-01-53                                                                      | CUSIP: 3140XNKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31577994 | PA      | $32873575.59   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7932 02-01-54                                                                      | CUSIP: 3140QTY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25767428 | PA      | $26538982.27   | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7933 02-01-54                                                                      | CUSIP: 3140QTY78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   32442966 | PA      | $33727090.71   | 0.03%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4795 01-01-54                                                                      | CUSIP: 3132DSKG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   48992557 | PA      | $50501968.65   | 0.05%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ0440 12-01-53                                                                      | CUSIP: 3142GQP22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9543359 | PA      | $9833229.47    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4897 02-01-54                                                                      | CUSIP: 3132DSNN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   24512194 | PA      | $25243024.67   | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8003 02-01-54                                                                      | CUSIP: 3140QT3M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14633231 | PA      | $15064735.21   | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD3559 08-01-53                                                                      | CUSIP: 3132DQ5U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4431878 | PA      | $4529791.94    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS7221 02-01-54                                                                      | CUSIP: 3140XPAX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11626842 | PA      | $12051478.00   | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM2                                                                  | NRZT 2025-NQM2 A1 144A 5.566% 04-25-65                                                             | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-CBDO         | CORP              | US        |    3471981 | PA      | $3512814.52    | 0.00%             | 2065-04-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1MKT                                             | OMPT 2017-1MKT C 144A 4.0163% 02-10-32                                                             | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $941933.00     | 0.00%             | 2032-02-10      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 FS7252 11-01-53                                                                      | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   28835549 | PA      | $28871939.40   | 0.03%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3639 08-01-53                                                                      | CUSIP: 3132E0BG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   72360174 | PA      | $74620706.10   | 0.08%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD4977 11-01-53                                                                      | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   91038691 | PA      | $91153581.90   | 0.09%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD2269 01-01-52                                                                      | CUSIP: 3132DPQW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1962085 | PA      | $1739537.57    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS6873 01-01-54                                                                      | CUSIP: 3140XNT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   47033937 | PA      | $48962046.07   | 0.05%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1066 03-01-54                                                                      | CUSIP: 3142GRFG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   27741081 | PA      | $28304751.99   | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM1                                                           | OBX 2023-NQM1 A1 144A 6.12% 11-25-62                                                               | CUSIP: 670855AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3101457 | PA      | $3094107.00    | 0.00%             | 2062-11-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_2023-NQM4                                          | OBX 2023-NQM4 A1 144A 6.113% 03-25-63                                                              | CUSIP: 67448GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5008403 | PA      | $5018339.45    | 0.01%             | 2063-03-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DA9344 01-01-54                                                                      | CUSIP: 3140YXL25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7071939 | PA      | $7288184.80    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1076 03-01-54                                                                      | CUSIP: 3142GRFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5424368 | PA      | $5583458.85    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NMQ1                                            | OBX 2024-NQM1 A1 144A 5.928% 11-25-63                                                              | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-CBDO         | CORP              | US        |    5240813 | PA      | $5278012.14    | 0.01%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-HYB1                                                                   | OBX 2024-HYB1 A1 144A FRN 03-25-53                                                                 | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7979888 | PA      | $7963976.46    | 0.01%             | 2053-03-25      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4964 02-01-54                                                                      | CUSIP: 3132DSQR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6383152 | PA      | $6635305.90    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5296 03-01-54                                                                      | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20496141 | PA      | $20811064.55   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM4                                                                   | OBX 2024-NQM4 A1 144A 6.067% 01-25-64                                                              | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-CBDO         | CORP              | US        |   28735247 | PA      | $29002111.45   | 0.03%             | 2064-01-25      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| STACR 2021-DNA1                                                                 | STACR 2021-DNA1 B1 144A FRN 01-25-51                                                               | CUSIP: 35564KBD0<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-CBDO         | CORP              | US        |    6500000 | PA      | $6812578.50    | 0.01%             | 2051-01-25      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD8791 04-01-55                                                                      | CUSIP: 3140B9XV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1372218 | PA      | $1443193.05    | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 BV1604 02-01-55                                                                      | CUSIP: 3140MEYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     580213 | PA      | $603356.75     | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ3251 09-01-54                                                                      | CUSIP: 3133CTTG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4059105 | PA      | $4229213.94    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD9269 04-01-55                                                                      | CUSIP: 3140BAJP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1312090 | PA      | $1364429.38    | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ0141 07-01-54                                                                      | CUSIP: 3133CQEN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1337319 | PA      | $1397738.02    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ3540 09-01-54                                                                      | CUSIP: 3133CT4Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1239801 | PA      | $1293863.50    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DC1576 09-01-54                                                                      | CUSIP: 3140ANXE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1013652 | PA      | $1055063.24    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DC3044 10-01-54                                                                      | CUSIP: 3140AQL26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1684554 | PA      | $1751990.32    | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QX9677 03-01-55                                                                      | CUSIP: 31426GXF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1225948 | PA      | $1274848.09    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD3319 02-01-55                                                                      | CUSIP: 3140B3VM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2443207 | PA      | $2564776.18    | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DC5689 11-01-54                                                                      | CUSIP: 3140ATKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2197013 | PA      | $2291084.33    | 0.00%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD5571 03-01-55                                                                      | CUSIP: 3140B6FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3736467 | PA      | $3892408.10    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD4960 04-01-55                                                                      | CUSIP: 3140B5QN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5270231 | PA      | $5478242.04    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 MA5762 07-01-55                                                                      | CUSIP: 31418FML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25512841 | PA      | $26515826.93   | 0.03%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QI5490 05-01-54                                                                      | CUSIP: 3133WCC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3369602 | PA      | $3502647.86    | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ7032 10-01-54                                                                      | CUSIP: 3133CXY53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7376027 | PA      | $7669512.16    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM5444 12-01-50                                                                      | CUSIP: 3140X9BN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      42715 | PA      | $34686.02      | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RQ0015 06-01-55                                                                      | CUSIP: 3142J6AR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  110614935 | PA      | $114980685.45  | 0.12%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD8517 03-01-55                                                                      | CUSIP: 3132DWPA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   52314880 | PA      | $54379643.95   | 0.06%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU2630 02-01-52                                                                      | CUSIP: 3140M34Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3106018 | PA      | $2514184.67    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6771 02-01-52                                                                      | CUSIP: 3133KNQY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7524048 | PA      | $6090385.85    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB6579 12-01-50                                                                      | CUSIP: 3133ADJY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1978179 | PA      | $1601249.15    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                   | STACR 2021-DNA2 B1 144A FRN 08-25-33                                                               | CUSIP: 35564KDX4<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5519460.00    | 0.01%             | 2033-08-25      | Variable      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                                 | STACR 2025-DNA2 M1 144A FRN 05-25-45                                                               | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |    4783900 | PA      | $4784813.51    | 0.00%             | 2045-05-25      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                                 | STACR 2025-DNA2 A1 144A FRN 05-25-45                                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |    4950405 | PA      | $4964073.40    | 0.01%             | 2045-05-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA3                                                                 | STACR 2025-DNA3 A1 144A FRN 09-25-45                                                               | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-CBDO         | CORP              | US        |    3672475 | PA      | $3675497.45    | 0.00%             | 2045-09-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.2% 03-15-31                                               | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12012138.00   | 0.01%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A LIFE SUB 5.71% 01-15-26                                                   | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   24105000 | PA      | $24117028.40   | 0.02%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2025-1                                                                    | DRIVE 2025-1 D 5.41% 09-15-32                                                                      | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6403000 | PA      | $6486194.18    | 0.01%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1                                                                    | DRIVE 2025-1 C 4.99% 09-15-32                                                                      | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2068000 | PA      | $2095636.75    | 0.00%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1                                                                    | DRIVE 2025-1 B 4.79% 09-15-32                                                                      | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12789000 | PA      | $12898051.80   | 0.01%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 1.65% 05-12-28                                                             | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23869125.00   | 0.02%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 2.1% 05-12-31                                                              | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22597750.00   | 0.02%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC SR UNSEC 2.25% 05-28-31                                                    | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     729000 | PA      | $663907.59     | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA & NEW ZEALAND BANKING GROUP LTD                                       | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A LIFE SUB 6.742% 12-08-32                            | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1518000 | PA      | $1681329.21    | 0.00%             | 2032-12-08      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                   | ALPHA BANK SA EUR REG S SR UNSEC (B) 7.5% 06-16-27/26                                              | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |    4540000 | PA      | $5448481.32    | 0.01%             | 2027-06-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.15% 03-02-28                                                                  | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   45847000 | PA      | $46928989.20   | 0.05%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.25% 03-02-30                                                                  | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15576240.00   | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.25% 03-02-33                                                                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   79335000 | PA      | $82148219.10   | 0.08%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.65% 03-02-53                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   25741000 | PA      | $25222936.63   | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                        | AON CORP SR UNSEC 5.35% 02-28-33                                                                   | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    6206000 | PA      | $6465119.12    | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33                                          | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   21129000 | PA      | $21756996.14   | 0.02%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27                                             | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   10275000 | PA      | $10250730.45   | 0.01%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q19133 06-01-43                                                                          | CUSIP: 3132JASX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     440546 | PA      | $420221.83     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.043% 05-01-34/33                                                    | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   14179000 | PA      | $14556246.47   | 0.01%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES / ANHEUSER-BUSCH INBEV WORLDWIDE                       | ANHEUSER-BUSCH COS LLC SR UNSEC 4.7% 02-01-36                                                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13270000 | PA      | $13140458.26   | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BK5232 05-01-48                                                                      | CUSIP: 3140HJY62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     410093 | PA      | $397351.49     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 Q56175 05-01-48                                                                          | CUSIP: 3132XY2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     304600 | PA      | $295486.67     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB2                                                                   | OBX 2024-HYB2 A1 144A FRN 04-25-53                                                                 | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13068178 | PA      | $12968885.52   | 0.01%             | 2053-04-25      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                                   | OBX 2024-NQM5 A1 144A 5.988% 01-25-64                                                              | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |   15222235 | PA      | $15363878.05   | 0.02%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 5.4% 02-15-34                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   16941000 | PA      | $17570984.97   | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                   | ALPHA BANK SA EUR REG S SR UNSEC (B) 6.875% 06-27-29/28                                            | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |   38656000 | PA      | $49643753.90   | 0.05%             | 2029-06-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC TRUST OBX_23-NQM5                                      | OBX 2023-NQM5 A1A 144A 6.567% 06-25-63                                                             | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10881139 | PA      | $10944619.67   | 0.01%             | 2063-06-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM6                                                                   | OBX 2024-NQM6 A1 144A 6.447% 02-25-64                                                              | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-CBDO         | CORP              | US        |    6776787 | PA      | $6872306.07    | 0.01%             | 2064-02-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                            | OBX 2024-NQM7 A1 144A 6.243% 03-25-64                                                              | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19436008 | PA      | $19669804.18   | 0.02%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM8                                                                   | OBX 2024-NQM8 A1 144A 6.233% 05-25-64                                                              | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-CBDO         | CORP              | US        |   16996079 | PA      | $17209006.24   | 0.02%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31                                                 | CUSIP: 02364WBL8<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |  117330000 | PA      | $6637858.01    | 0.01%             | 2031-01-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 144A LIFE SR UNSEC 6.608% 09-13-29/28                                                | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   34534000 | PA      | $36684086.84   | 0.04%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM6                                                           | OBX 2022-NQM6 A1 144A 4.7% 07-25-62                                                                | CUSIP: 67116VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32845600 | PA      | $32663010.92   | 0.03%             | 2062-07-25      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM5                                                           | OBX 2022-NQM5 A1 144A 4.31% 05-25-62                                                               | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   43506791 | PA      | $43440443.12   | 0.04%             | 2062-05-25      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 6.489% 10-30-31/30                                                    | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    8649000 | PA      | $9450269.31    | 0.01%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA 144A LIFE SR NON PREF 5.497% 05-20-30/29                                            | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   52400000 | PA      | $54255431.60   | 0.06%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM10                                                                  | OBX 2024-NQM10 A1 144A 6.18% 05-25-64                                                              | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-CBDO         | CORP              | US        |   29187267 | PA      | $29556193.98   | 0.03%             | 2064-05-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM11                                                                  | OBX 2024-NQM11 A1 144A 5.875% 06-25-64                                                             | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-CBDO         | CORP              | US        |    6555839 | PA      | $6623482.45    | 0.01%             | 2064-06-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34                                                     | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   87310000 | PA      | $90793145.14   | 0.09%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.1% 02-22-31                                                     | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    8299000 | PA      | $8644528.87    | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM13                                                                  | OBX 2024-NQM13 A1 144A 5.116% 06-25-64                                                             | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-CBDO         | CORP              | US        |   33671991 | PA      | $33760649.77   | 0.03%             | 2064-06-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM17                                                                  | OBX 2024-NQM17 A1 144A 5.61% 11-25-64                                                              | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-CBDO         | CORP              | US        |   13665849 | PA      | $13800498.61   | 0.01%             | 2064-11-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                                    | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   36405000 | PA      | $35777487.02   | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 5.834% 02-20-31                                                          | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4243000 | PA      | $4505959.93    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                             | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.25% 04-15-32                                              | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8503938.00    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 4.755% 06-09-28/27                                                      | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   14472000 | PA      | $14607602.64   | 0.01%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27                                                       | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3357000 | PA      | $3549899.93    | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1385 11-01-51                                                                      | CUSIP: 3132DNRE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9064215 | PA      | $7840427.81    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                   | OBX 2025-NQM1 A1 144A 5.547% 12-25-64                                                              | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |    5060375 | PA      | $5105539.25    | 0.01%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_23-NQM7                                            | OBX 2023-NQM7 A1 144A 6.844% 04-25-63                                                              | CUSIP: 67117XAA4<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-CBDO         | CORP              | US        |    4328441 | PA      | $4370093.94    | 0.00%             | 2063-04-25      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1527 09-01-51                                                                      | CUSIP: 3140QLVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11929724 | PA      | $10209565.22   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7900 07-01-51                                                                      | CUSIP: 3140XBX62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3263196 | PA      | $2822687.64    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX JPY 1.52125% 10-06-25/10-06-35 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1813364.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX JPY 1.52% 10-06-25/10-06-35 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $580882.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.237% 10-24-25/10-24-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2123565.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.34% 10-24-25/10-24-32 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2494785.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7257 10-01-50                                                                      | CUSIP: 3140QFB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2047586 | PA      | $1770864.86    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 4.5 BF0585 12-01-61                                                                         | CUSIP: 3140FXUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6571407 | PA      | $6424720.29    | 0.01%             | 2061-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2286 12-01-51                                                                      | CUSIP: 3140QMRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15055102 | PA      | $12948757.58   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA6593 08-01-50                                                                      | CUSIP: 3140QEKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10749954 | PA      | $9294496.15    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS0965 11-01-51                                                                      | CUSIP: 3140XGCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     861354 | PA      | $700031.73     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR1035 05-01-51                                                                      | CUSIP: 3140KYEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     111170 | PA      | $90571.46      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BP6715 09-01-50                                                                      | CUSIP: 3140KEN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       6027 | PA      | $4922.01       | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 4.0 BF0563 09-01-61                                                                         | CUSIP: 3140FXTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8391038 | PA      | $8041559.18    | 0.01%             | 2061-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7740 06-01-51                                                                      | CUSIP: 3140XBS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   22944861 | PA      | $19422664.03   | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8266 11-01-52                                                                      | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3909265 | PA      | $3833245.56    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8257 10-01-52                                                                      | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2932260 | PA      | $2875540.94    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4652 07-01-52                                                                      | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      36968 | PA      | $31419.50      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV9644 05-01-52                                                                      | CUSIP: 3140MPWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     336706 | PA      | $286580.25     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT2188 03-01-52                                                                      | CUSIP: 3140LQNE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     684423 | PA      | $580408.46     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS2805 09-01-52                                                                      | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     308554 | PA      | $262715.64     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8291 11-01-52                                                                      | CUSIP: 3132DWF81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     660763 | PA      | $560559.71     | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.504% 10-24-25/10-24-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2848018.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0871 01-01-52                                                                      | CUSIP: 3132DM6G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     374880 | PA      | $317333.77     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9672 12-01-51                                                                      | CUSIP: 3140XDXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   60340506 | PA      | $51205134.78   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8262 09-01-52                                                                      | CUSIP: 3132DWFB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      97711 | PA      | $83072.83      | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU6901 04-01-52                                                                      | CUSIP: 3140M8U31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3703199 | PA      | $3149574.26    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD5189 01-01-52                                                                      | CUSIP: 3133B2XS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13188005 | PA      | $11681275.62   | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS1030 03-01-52                                                                      | CUSIP: 3140XGEC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9217083 | PA      | $8164031.27    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BV0790 01-01-52                                                                      | CUSIP: 3140MD2Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     525282 | PA      | $487101.46     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT7263 09-01-51                                                                      | CUSIP: 3140LWB97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1736462 | PA      | $1473479.78    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2088 11-01-51                                                                      | CUSIP: 3140QMKA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1576909 | PA      | $1340724.52    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QC6456 09-01-51                                                                      | CUSIP: 3133ARE50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3469694 | PA      | $3073333.52    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD8235 08-01-52                                                                      | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     558929 | PA      | $495628.99     | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2099 11-01-51                                                                      | CUSIP: 3140QMKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27490 | PA      | $24355.05      | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF1236 10-01-52                                                                      | CUSIP: 3133BNLR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3198596 | PA      | $3137384.92    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT6781 10-01-51                                                                      | CUSIP: 3140LVRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     331508 | PA      | $280622.45     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC0416 04-01-51                                                                      | CUSIP: 3133AJN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     476537 | PA      | $403398.87     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BN9135 04-01-51                                                                      | CUSIP: 3140JSEH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     522964 | PA      | $442703.84     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNW 1998-W5 B3 144A 6.5% 07-25-28                                                                  | CUSIP: 31359UWG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     108233 | PA      | $15880.97      | 0.00%             | 2028-07-25      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD3209 12-01-51                                                                      | CUSIP: 3133B0R62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     605698 | PA      | $536496.75     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCG 2025-SNIP                                                                   | SCG 2025-SNIP A 144A FRN 09-15-42                                                                  | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20568000 | PA      | $20631637.39   | 0.02%             | 2042-09-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SEMT 2025-HYB1                                                                  | SEMT 2025-HYB1 A1A 144A FRN 10-25-55                                                               | CUSIP: 816938AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15185125 | PA      | $15247080.20   | 0.02%             | 2055-10-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 DD3107 01-01-54                                                                      | CUSIP: 3140B3NZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     542052 | PA      | $570265.49     | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 QX4632 01-01-55                                                                      | CUSIP: 31426AEE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     954076 | PA      | $1009496.16    | 0.00%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                     | STACR 2022-DNA6 M1B 144A FRN 09-25-42                                                              | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |    7561000 | PA      | $7891498.87    | 0.01%             | 2042-09-25      | Variable      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                     | STACR 2022-DNA6 M1A 144A FRN 09-25-42                                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |    1167798 | PA      | $1173971.14    | 0.00%             | 2042-09-25      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                             | TPMT 2017-6 A1 144A FRN 10-25-57                                                                   | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     347499 | PA      | $343264.59     | 0.00%             | 2057-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                                             | TPMT 2020-4 A1 144A 1.75% 10-25-60                                                                 | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15007851 | PA      | $13779548.69   | 0.01%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-4                                             | TPMT 2019-4 M1B 144A FRN 10-25-59                                                                  | CUSIP: 89178BAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2558949.00    | 0.00%             | 2059-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-4                                             | TPMT 2019-4 A2 144A FRN 10-25-59                                                                   | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3090000 | PA      | $2835575.58    | 0.00%             | 2059-10-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| STACR 2018-DNA1                                                                 | STACR 2018-DNA1 M2B FRN 07-25-30                                                                   | CUSIP: 3137G0TV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2137713 | PA      | $2163757.03    | 0.00%             | 2030-07-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                                   | SDR 2024-DSNY A 144A FRN 05-15-39                                                                  | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7079000 | PA      | $7077959.39    | 0.01%             | 2039-05-15      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-3                                             | TPMT 2018-3 M2 144A FRN 05-25-58                                                                   | CUSIP: 89175MAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $3501124.00    | 0.00%             | 2058-05-25      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                                  | TCN 2021-SFR1 A 144A 1.943% 07-17-38                                                               | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27248934 | PA      | $26911019.84   | 0.03%             | 2038-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                                   | SDR 2024-DSNY B 144A FRN 05-15-39                                                                  | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     486000 | PA      | $485458.60     | 0.00%             | 2039-05-15      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA2                                                                 | STACR 2024-DNA2 M1 144A FRN 05-25-44                                                               | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |    5292212 | PA      | $5301351.78    | 0.01%             | 2044-05-25      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-2                                             | TPMT 2016-2 B2 144A FRN 08-25-55                                                                   | CUSIP: 89172PAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3200000 | PA      | $2931961.60    | 0.00%             | 2055-08-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-2                                             | TPMT 2016-2 M1 144A FRN 08-25-55                                                                   | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2941176 | PA      | $2913763.89    | 0.00%             | 2055-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA2                                                                 | STACR 2024-DNA2 A1 144A FRN 05-25-44                                                               | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |   20608734 | PA      | $20691684.44   | 0.02%             | 2044-05-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6                                     | STACR 2020-DNA6 B1 144A FRN 12-25-50                                                               | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-CBDO         | CORP              | US        |    4475000 | PA      | $4782871.05    | 0.00%             | 2050-12-25      | Variable      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| TBW MORTGAGE BACKED PASS THROUGH CERTIFICATES TBW_07-2                          | TBW 2007-2 A4B FRN 07-25-37                                                                        | CUSIP: 872227AH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6819583 | PA      | $5190459.88    | 0.01%             | 2037-07-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                             | TPMT 2017-6 A2 144A FRN 10-25-57                                                                   | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5500000 | PA      | $5313577.50    | 0.01%             | 2057-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 QX6910 02-01-55                                                                      | CUSIP: 31426CVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1000000 | PA      | $1053404.44    | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 QX8699 03-01-55                                                                      | CUSIP: 31426FUZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     232809 | PA      | $245806.04     | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BV1591 04-01-55                                                                      | CUSIP: 3140MEXV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      49995 | PA      | $47453.18      | 0.00%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 CB9856 01-01-55                                                                      | CUSIP: 3140QV5S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      45925 | PA      | $48386.50      | 0.00%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 QX2869 01-01-55                                                                      | CUSIP: 31425XFK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1000000 | PA      | $1054833.42    | 0.00%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 RQ0037 08-01-55                                                                      | CUSIP: 3142J6BF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      92979 | PA      | $88251.32      | 0.00%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 RA5548 07-01-51                                                                      | CUSIP: 3133KMEV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     668676 | PA      | $620072.28     | 0.00%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AX8595 12-01-44                                                                      | CUSIP: 3138YARR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      62341 | PA      | $60443.64      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0049 09-01-55                                                                      | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     383842 | PA      | $389414.75     | 0.00%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 DE3821 10-01-55                                                                      | CUSIP: 3140BGG72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     956256 | PA      | $907929.98     | 0.00%             | 2055-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DF5677 12-01-55                                                                      | CUSIP: 3140BWJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     115902 | PA      | $117585.00     | 0.00%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QX8690 03-01-55                                                                      | CUSIP: 31426FUQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     499999 | PA      | $474577.83     | 0.00%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QX9668 04-01-55                                                                      | CUSIP: 31426GW68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1000000 | PA      | $949156.00     | 0.00%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 TA0267 12-01-55                                                                      | CUSIP: 3142JNJM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      85305 | PA      | $80987.76      | 0.00%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_23-1                                             | TPMT 2023-1 A1 144A 3.75% 01-25-63                                                                 | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1444351 | PA      | $1405917.83    | 0.00%             | 2063-01-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                            | TCN 2023-SFR1 C 144A 5.1% 07-17-40                                                                 | CUSIP: 89616WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1536000 | PA      | $1538750.98    | 0.00%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                            | TCN 2023-SFR1 B 144A 5.1% 07-17-40                                                                 | CUSIP: 89616WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7963000 | PA      | $7990026.42    | 0.01%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR2                                                                   | TCN 2024-SFR2 A 144A 4.75% 06-17-40                                                                | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3424158 | PA      | $3437309.72    | 0.00%             | 2040-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                | TPMT 2024-3 A1A 144A FRN 07-25-65                                                                  | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10407998 | PA      | $10516637.01   | 0.01%             | 2065-07-25      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                | TPMT 2024-3 A1B 144A FRN 07-25-65                                                                  | CUSIP: 89183FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3371270 | PA      | $3393820.69    | 0.00%             | 2065-07-25      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                                            | TCN 2024-SFR3 B 144A 5.0% 08-17-41                                                                 | CUSIP: 89616YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10438000 | PA      | $10497371.34   | 0.01%             | 2041-08-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                                            | TCN 2024-SFR3 A 144A 4.5% 08-17-41                                                                 | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20868370 | PA      | $20874755.25   | 0.02%             | 2041-08-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-2                                             | TPMT 2015-2 1B2 144A FRN 11-25-60                                                                  | CUSIP: 89171YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11896294 | PA      | $11655536.80   | 0.01%             | 2060-11-25      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| TPMT 2015-5                                                                     | TPMT 2015-5 B1 144A FRN 05-25-55                                                                   | CUSIP: 89171VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13290000 | PA      | $13168981.26   | 0.01%             | 2055-05-25      | Variable      | 3.99%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-3                                             | TPMT 2016-3 B1 144A FRN 04-25-56                                                                   | CUSIP: 89172YAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3460000 | PA      | $3428413.66    | 0.00%             | 2056-04-25      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR4                                                                   | TCN 2024-SFR4 A 144A 4.3% 11-17-41                                                                 | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28669726 | PA      | $28512615.73   | 0.03%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-3                                             | TPMT 2016-3 M2 144A FRN 04-25-56                                                                   | CUSIP: 89172YAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2681290 | PA      | $2673141.75    | 0.00%             | 2056-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TCN 2025-SFR2                                                                   | TCN 2025-SFR2 B 144A 5.424% 08-17-44                                                               | CUSIP: 89617FAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2498696 | PA      | $2534969.60    | 0.00%             | 2044-08-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA4894 01-01-53                                                                      | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19907183 | PA      | $20485088.41   | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BW0002 07-01-52                                                                      | CUSIP: 3140MRAC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      23394 | PA      | $19860.63      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV9932 06-01-52                                                                      | CUSIP: 3140MQBA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     455203 | PA      | $388142.56     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV8166 04-01-52                                                                      | CUSIP: 3140MNCC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2129356 | PA      | $1808457.61    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD7556 08-01-52                                                                      | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   25183785 | PA      | $22564369.21   | 0.02%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8301 02-01-53                                                                      | CUSIP: 3132DWGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13474879 | PA      | $13898893.45   | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8290 01-01-53                                                                      | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   31270823 | PA      | $32255165.47   | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB6768 07-01-53                                                                      | CUSIP: 3140QSQW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   50381497 | PA      | $52784442.59   | 0.05%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                            | KALLPA GENERACION SA 144A LIFE SR UNSEC 5.875% 01-30-32                                            | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    5558000 | PA      | $5795882.40    | 0.01%             | 2032-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                       | KOREA ELECTRIC POWER CORP 144A LIFE SR UNSEC 4.75% 02-13-28                                        | CUSIP: 500631BD7<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | USGA              | KR        |    4640000 | PA      | $4713409.44    | 0.00%             | 2028-02-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                         | KOREA NATIONAL OIL CORP 144A LIFE SR UNSEC 4.625% 03-31-28                                         | CUSIP: 50065LAM2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |    5000000 | PA      | $5070860.00    | 0.01%             | 2028-03-31      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                         | KOREA NATIONAL OIL CORP 144A LIFE SR UNSEC 4.75% 03-31-30                                          | CUSIP: 50065LAN0<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |    7810000 | PA      | $7984967.43    | 0.01%             | 2030-03-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC SR UNSEC 3.2% 05-01-30                                                        | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2557000 | PA      | $2430364.58    | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                              | KENNEDY-WILSON INC SR UNSEC 5.0% 03-01-31                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1882562.00    | 0.00%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD5109 06-01-52                                                                      | CUSIP: 3132DSVA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4638730 | PA      | $3759458.70    | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD5404 05-01-54                                                                      | CUSIP: 3132DTAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   53012519 | PA      | $55490959.86   | 0.06%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8755 06-01-54                                                                      | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11431698 | PA      | $11788584.63   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ1855 06-01-54                                                                      | CUSIP: 3142GSBZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4260817 | PA      | $4276083.63    | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                                     | KAISER FOUNDATION HOSPITALS SR UNSEC 2.81% 06-01-41                                                | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     701000 | PA      | $521518.76     | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                    | KBC GROUP NV 144A LIFE SR UNSEC 5.796% 01-19-29/28                                                 | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   14200000 | PA      | $14668713.60   | 0.01%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-3                                             | TPMT 2016-3 B4 144A FRN 04-25-56                                                                   | CUSIP: 89172YAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4496695 | PA      | $4080669.77    | 0.00%             | 2056-04-25      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_22-SFR1                                            | TCN 2022-SFR1 A 144A 3.856% 04-17-39                                                               | CUSIP: 89616QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19906342 | PA      | $19798111.62   | 0.02%             | 2039-04-17      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1859 06-01-54                                                                      | CUSIP: 3142GSB56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   26715675 | PA      | $27627694.99   | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1857 06-01-54                                                                      | CUSIP: 3142GSB31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   51504035 | PA      | $52601328.35   | 0.05%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1964 07-01-54                                                                      | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   47096055 | PA      | $49140117.75   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8876 07-01-54                                                                      | CUSIP: 3140QU2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10089581 | PA      | $10530727.96   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8153 06-01-54                                                                      | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20349129 | PA      | $21130942.70   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS7031 02-01-54                                                                      | CUSIP: 3140XNY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9476542 | PA      | $9822634.86    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS7503 02-01-54                                                                      | CUSIP: 3140XPKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6608181 | PA      | $6795939.42    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8447 07-01-54                                                                      | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15048292 | PA      | $15460239.16   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DD8404 05-01-55                                                                      | CUSIP: 3140B9KS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     541182 | PA      | $562541.54     | 0.00%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 MA5906 12-01-55                                                                      | CUSIP: 31418FR41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.07          | 0.00%             | 2055-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8842 07-01-54                                                                      | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   42280275 | PA      | $43131250.13   | 0.04%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5470 09-01-54                                                                      | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   27719055 | PA      | $28136448.56   | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                    | KBC GROUP NV 144A LIFE SR UNSEC 6.324% 09-21-34/33                                                 | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    2318000 | PA      | $2528972.77    | 0.00%             | 2034-09-21      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP SR UNSEC 6.25% 01-15-36                                                           | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     810000 | PA      | $837775.71     | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM7                                      | IMPRL 2022-NQM7 A1 144A 7.369% 11-25-67                                                            | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18993519 | PA      | $19088714.74   | 0.02%             | 2067-11-25      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                                              | TOWN 2025-STAY B 144A FRN 03-15-42                                                                 | CUSIP: 46117WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10022380.00   | 0.01%             | 2042-03-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                                              | TOWN 2025-STAY A 144A FRN 03-15-42                                                                 | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   34939000 | PA      | $35025893.29   | 0.04%             | 2042-03-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C26                         | JPMBB 2014-C26 B 3.9508% 01-15-48                                                                  | CUSIP: 46643TBF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1259053 | PA      | $1225372.90    | 0.00%             | 2048-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBSCM 2017-C2                                                                   | UBSCM 2017-C2 A4 3.487% 08-15-50                                                                   | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $247363.25     | 0.00%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.5 UMBS TBA 01-01-56                                                                         | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  182873206 | PA      | $178553192.25  | 0.18%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C23                         | JPMBB 2014-C23 B FRN 09-15-47                                                                      | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $97294.60      | 0.00%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4                | JPMCC 2016-JP4 A4 FRN 12-15-49                                                                     | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5095000 | PA      | $5054484.56    | 0.01%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB4620 09-01-52                                                                      | CUSIP: 3140QQD28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   66203852 | PA      | $66709054.06   | 0.07%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU4946 09-01-54                                                                      | CUSIP: 3140M6P80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5156591 | PA      | $5234238.93    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.5 UMBS TBA 01-01-56                                                                         | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24799379 | PA      | $25776400.13   | 0.03%             | 2056-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.5 UMBS TBA 01-01-56                                                                         | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  798223582 | PA      | $674935555.09  | 0.68%             | 2056-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.5% 03-01-34                                           | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    3548000 | PA      | $3509255.84    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC SR UNSEC 5.721% 06-05-30/29                                               | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   13659000 | PA      | $14321980.54   | 0.01%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMCC 2017-JP5                                                                  | JPMCC 2017-JP5 A5 3.7232% 03-15-50                                                                 | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $994334.00     | 0.00%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C5                          | JPMDB 2017-C5 A5 3.6939% 03-15-50                                                                  | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1600000 | PA      | $1582851.20    | 0.00%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7                          | JPMDB 2017-C7 A5 3.4092% 10-15-50                                                                  | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1682714 | PA      | $1654955.95    | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_19-COR6                        | JPMDB 2019-COR6 A4 3.0565% 11-13-52                                                                | CUSIP: 48129RAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     975000 | PA      | $891868.58     | 0.00%             | 2052-11-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO               | JPMCC 2022-OPO A 144A 3.0242% 01-05-39                                                             | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23980000 | PA      | $21704705.66   | 0.02%             | 2039-01-05      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| JPMMT 2019-6                                                                    | JPMMT 2019-6 B3 144A FRN 12-25-49                                                                  | CUSIP: 46651BBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1029597 | PA      | $971713.83     | 0.00%             | 2049-12-25      | Variable      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QJ3044 09-01-54                                                                      | CUSIP: 3133CTLZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10639473 | PA      | $10802937.59   | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 4.0 BF0133 08-01-56                                                                         | CUSIP: 3140FXEF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19410472 | PA      | $18482962.37   | 0.02%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JW 2024-BERY                                                                    | JW 2024-BERY A 144A FRN 11-15-39                                                                   | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4950000 | PA      | $4965889.50    | 0.01%             | 2039-11-15      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| JPMMT 2024-INV1                                                                 | JPMMT 2024-INV1 A4 144A FRN 04-25-55                                                               | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5294336 | PA      | $5378256.33    | 0.01%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QI5369 05-01-54                                                                      | CUSIP: 3133WB6E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10225581 | PA      | $10382165.14   | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU4479 04-01-54                                                                      | CUSIP: 3140M56R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2543077 | PA      | $2587420.54    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 2.5 BF0546 07-01-61                                                                         | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19646779 | PA      | $16206804.72   | 0.02%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8446 07-01-54                                                                      | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   32739243 | PA      | $33222179.15   | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-INV1                                                                 | JPMMT 2024-INV1 A2 144A FRN 04-25-55                                                               | CUSIP: 46658PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2147996 | PA      | $2192306.51    | 0.00%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                         | LMAT 2021-GS2 A1 144A 5.75% 04-25-61                                                               | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10295263 | PA      | $10306505.63   | 0.01%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2474 09-01-54                                                                      | CUSIP: 3142GSXC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15973011 | PA      | $16642423.95   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2470 09-01-54                                                                      | CUSIP: 3142GSW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4642630 | PA      | $4843168.53    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2411 09-01-54                                                                      | CUSIP: 3142GSVD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7621674 | PA      | $7952622.75    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2422 09-01-54                                                                      | CUSIP: 3142GSVQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   56120042 | PA      | $57059940.80   | 0.06%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                           | LADAR 2022-1A C 144A 6.85% 04-15-30                                                                | CUSIP: 501687AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4131000 | PA      | $4177638.99    | 0.00%             | 2030-04-15      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-1A                                          | LADAR 2023-1A C 144A 6.18% 12-15-27                                                                | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     927000 | PA      | $929710.55     | 0.00%             | 2027-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                            | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 7.0% 07-15-31                              | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   19933000 | PA      | $21148374.81   | 0.02%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD REG S SR UNSEC 5.5% 07-02-34                                                | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |    3000000 | PA      | $3045723.00    | 0.00%             | 2034-07-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                   | MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27                                      | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |   13872000 | PA      | $13788296.35   | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SUB 5.297% 04-20-37/32                                                              | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13453000 | PA      | $13693122.60   | 0.01%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.25% 04-02-28                                           | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    3920000 | PA      | $3996784.96    | 0.00%             | 2028-04-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.375% 04-02-30                                          | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    3000000 | PA      | $3079035.00    | 0.00%             | 2030-04-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5421 07-01-54                                                                      | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20286267 | PA      | $20841604.00   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS7879 07-01-52                                                                      | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13398822 | PA      | $11362174.00   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                         | LMAT 2021-GS5 A1 144A 6.25% 07-25-67                                                               | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10054098 | PA      | $10069712.01   | 0.01%             | 2067-07-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1                                         | LMAT 2021-GS1 A1 144A 5.892% 10-25-66                                                              | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7209438 | PA      | $7216712.82    | 0.01%             | 2066-10-25      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 CB8089 12-01-53                                                                      | CUSIP: 3140QT7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2393142 | PA      | $2517801.08    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC0901 08-01-54                                                                      | CUSIP: 3140ANAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6278502 | PA      | $6466404.83    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB2588 08-01-54                                                                      | CUSIP: 3140AB2W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4195568 | PA      | $4310870.45    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB2535 07-01-54                                                                      | CUSIP: 3140ABY90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      57221 | PA      | $58851.82      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DA2723 11-01-53                                                                      | CUSIP: 3140A3AZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      25459 | PA      | $26170.10      | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB2541 08-01-54                                                                      | CUSIP: 3140ABZF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27627 | PA      | $28396.21      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8463 09-01-54                                                                      | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1383281 | PA      | $1421103.89    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FP0060 10-01-50                                                                      | CUSIP: 3140XTB67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     924478 | PA      | $783729.85     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0517 05-01-51                                                                      | CUSIP: 3140QKSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     812827 | PA      | $689988.66     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DA9742 03-01-54                                                                      | CUSIP: 3140YXZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     223618 | PA      | $230076.91     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2415 09-01-54                                                                      | CUSIP: 3142GSVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   40600434 | PA      | $41561080.44   | 0.04%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2408 09-01-54                                                                      | CUSIP: 3142GSVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   36780519 | PA      | $37443598.04   | 0.04%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC9123 10-01-51                                                                      | CUSIP: 3133AUD47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      42953 | PA      | $36360.41      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM5713 02-01-51                                                                      | CUSIP: 3140X9K38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3473370 | PA      | $2964437.59    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB8934 02-01-51                                                                      | CUSIP: 3133AF4T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     153838 | PA      | $130604.16     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD REG S SR UNSEC 5.875% 04-02-35                                              | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |    7500000 | PA      | $7748332.50    | 0.01%             | 2035-04-02      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.875% 04-02-35                                          | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     500000 | PA      | $516555.50     | 0.00%             | 2035-04-02      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 6.15% 05-15-35                                          | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1652000 | PA      | $1694007.06    | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                            | LADDER CAPITAL FINANCE HOLDINGS LLLP SR UNSEC 5.5% 08-01-30                                        | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   52454000 | PA      | $53712791.09   | 0.05%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB9146 09-01-54                                                                      | CUSIP: 3140QVEU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19284452 | PA      | $19657779.62   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB9210 09-01-54                                                                      | CUSIP: 3140QVGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   22403804 | PA      | $22752609.10   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD6286 08-01-54                                                                      | CUSIP: 3132DT6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9996868 | PA      | $10217268.52   | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC1873 09-01-54                                                                      | CUSIP: 3140APCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1234880 | PA      | $1273371.68    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0784 12-01-63                                                                         | CUSIP: 3140FX2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   32843179 | PA      | $29891759.35   | 0.03%             | 2063-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL1138 05-01-55                                                                      | CUSIP: 31427NHQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1328041 | PA      | $1364884.77    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL1137 05-01-55                                                                      | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2232612 | PA      | $2293868.37    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RQ0028 07-01-55                                                                      | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  263364386 | PA      | $270501823.72  | 0.27%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY8512 07-01-55                                                                      | CUSIP: 31426TN60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     454108 | PA      | $466657.57     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD2501 02-01-55                                                                      | CUSIP: 3140B2X74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      77580 | PA      | $79779.26      | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD6143 07-01-54                                                                      | CUSIP: 3132DTZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     522742 | PA      | $537035.72     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BT9271 08-01-51                                                                      | CUSIP: 3140LYJR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     192486 | PA      | $155808.89     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LV TRUST LV_24-SHOW                                                             | LV 2024-SHOW A 144A FRN 10-10-41                                                                   | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1912000 | PA      | $1942601.56    | 0.00%             | 2041-10-10      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| LMAT 2021-GS3                                                                   | LMAT 2021-GS3 A1 144A 4.75% 07-25-61                                                               | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3915469 | PA      | $3918640.43    | 0.00%             | 2061-07-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MSBAM 2015-C22                                                                  | MSBAM 15-C22 A4 3.306% 04-15-48/04-17-25                                                           | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     268706 | PA      | $265450.17     | 0.00%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.0% 11-01-27                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    5475000 | PA      | $5601061.88    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 5.133% 07-20-33/32                                     | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     631000 | PA      | $648289.40     | 0.00%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.3% 08-25-29                     | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     884000 | PA      | $888833.71     | 0.00%             | 2029-08-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 5.15% 09-09-52                                                            | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     220000 | PA      | $204351.18     | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                         | LATAM AIRLINES GROUP SA 144A LIFE SR SEC 1ST LIEN 7.625% 01-07-31                                  | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   11380000 | PA      | $11976676.16   | 0.01%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| LEGEND FORTUNE LTD                                                              | LEGEND FORTUNE LTD REG S SR UNSEC FRN 08-26-28                                                     | CUSIP: N/A<br>LEI: 549300ZK4C5GBWRE7L09       | Long             | DBT              | CORP              | HK        |    1160000 | PA      | $1160561.44    | 0.00%             | 2028-08-26      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.875% 01-15-36                                         | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   31632000 | PA      | $31496014.03   | 0.03%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.125% 01-15-31                                         | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    4023000 | PA      | $4040174.19    | 0.00%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-1A                                          | LADAR 2023-1A D 144A 7.3% 06-17-30                                                                 | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     981000 | PA      | $994107.14     | 0.00%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| LCM_27-A                                                                        | LCM 27A A1 CLO 144A FRN 07-16-31                                                                   | CUSIP: 50200JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      85632 | PA      | $85663.45      | 0.00%             | 2031-07-16      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                               | LADAR 2023-2A A3 144A 5.42% 02-15-28                                                               | CUSIP: 505713AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2481959 | PA      | $2483025.98    | 0.00%             | 2028-02-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                               | LADAR 2023-2A C 144A 5.58% 09-15-28                                                                | CUSIP: 505713AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9891000 | PA      | $9959386.37    | 0.01%             | 2028-09-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 5.0% 10-15-27                                                  | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20352500.00   | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                      | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 5.75% 11-01-35                                               | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     576000 | PA      | $615617.28     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                               | LADAR 2023-2A D 144A 6.3% 02-15-31                                                                 | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     895000 | PA      | $911491.27     | 0.00%             | 2031-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                               | LADAR 2023-2A B 144A 5.45% 04-15-28                                                                | CUSIP: 505713AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4473000 | PA      | $4482634.84    | 0.00%             | 2028-04-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RQ0041 08-01-55                                                                      | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   76426081 | PA      | $78497304.26   | 0.08%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU1027 11-01-51                                                                      | CUSIP: 3140M2D90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9271121 | PA      | $7504564.42    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 01-06-28                    | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    1418000 | PA      | $1448281.39    | 0.00%             | 2028-01-06      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 5.422% 02-22-29                                        | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $10291070.00   | 0.01%             | 2029-02-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC SR UNSEC 1.627% 05-11-27/26                                               | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     312000 | PA      | $309187.94     | 0.00%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                   | LIMA METRO LINE 2 FINANCE LTD REG S SR SEC 1ST LIEN SF 4.35% 04-05-36                              | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    4909567 | PA      | $4804065.11    | 0.00%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-3                                           | LADAR 2023-3A D 144A 6.92% 12-16-30                                                                | CUSIP: 50168BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3430000 | PA      | $3535400.47    | 0.00%             | 2030-12-16      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-3                                           | LADAR 2023-3A B 144A 6.09% 06-15-28                                                                | CUSIP: 50168BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6005000 | PA      | $6060089.87    | 0.01%             | 2028-06-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.0 UMBS TBA 01-01-56                                                                         | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   55769583 | PA      | $49336450.06   | 0.05%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 7.0 UMBS TBA 01-01-56                                                                         | CUSIP: 01F070617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   69228917 | PA      | $72860389.07   | 0.07%             | 2056-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BW3272 04-01-52                                                                      | CUSIP: 3140MUT67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1213718 | PA      | $984091.20     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ3187 10-01-54                                                                      | CUSIP: 3142GTRH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     353255 | PA      | $363066.69     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3867 11-01-54                                                                      | CUSIP: 3140ARJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2767902 | PA      | $2844503.47    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QE8277 07-01-52                                                                      | CUSIP: 3133BJFS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      28721 | PA      | $26633.29      | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-3                                           | LADAR 2023-3A C 144A 6.43% 12-15-28                                                                | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5058000 | PA      | $5158770.53    | 0.01%             | 2028-12-15      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-4                                           | LADAR 2023-4A A3 144A 6.1% 12-15-27                                                                | CUSIP: 50571AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     337537 | PA      | $337949.44     | 0.00%             | 2027-12-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                                | LENOVO GROUP LTD REG S SR UNSEC 6.536% 07-27-32                                                    | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | CN        |    6000000 | PA      | $6558438.00    | 0.01%             | 2032-07-27      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORPORATION SR UNSEC 5.25% 01-15-33                                                | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   19435000 | PA      | $20459632.64   | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.0 UMBS TBA 01-01-56                                                                         | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35512135 | PA      | $33688906.48   | 0.03%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.5 UMBS TBA 01-01-56                                                                         | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2248821 | PA      | $2079367.84    | 0.00%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5792 08-01-55                                                                      | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   62293446 | PA      | $63197822.32   | 0.06%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ3296 08-01-54                                                                      | CUSIP: 3133CTUV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4974962 | PA      | $5118604.12    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3459 09-01-54                                                                      | CUSIP: 3140AQZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1991785 | PA      | $2046246.08    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3262 09-01-54                                                                      | CUSIP: 3140AQTU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4024883 | PA      | $4134935.28    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SL1562 10-01-53                                                                      | CUSIP: 31427NWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   79678485 | PA      | $70665174.88   | 0.07%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DE2192 07-01-55                                                                      | CUSIP: 3140BENJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   36996943 | PA      | $38014692.37   | 0.04%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.0 UMBS TBA 01-01-56                                                                         | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  191604323 | PA      | $191110367.06  | 0.19%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.5 UMBS TBA 01-01-56                                                                         | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6850000 | PA      | $6946852.15    | 0.01%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORPORATION SR UNSEC 5.7% 11-15-54                                                 | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   14795000 | PA      | $14953602.40   | 0.02%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC SR UNSEC 5.871% 03-06-29/28                                               | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    8100000 | PA      | $8400631.50    | 0.01%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A B 144A 5.33% 02-15-29                                                                | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1598000 | PA      | $1621131.05    | 0.00%             | 2029-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A A3 144A 5.23% 01-18-28                                                               | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     632258 | PA      | $633307.96     | 0.00%             | 2028-01-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1185428.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM EUR 1/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1660853.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.15% 03-28-33                    | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    1868000 | PA      | $1922973.37    | 0.00%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 4.9% 04-15-29                                                  | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    6524000 | PA      | $6678383.94    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP SR UNSEC 4.75% 02-15-34                                                       | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     813000 | PA      | $824686.88     | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                   | LIMA METRO LINE 2 FINANCE LTD 144A SR SEC 1ST LIEN SF 4.35% 04-05-36                               | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    2351545 | PA      | $2301012.49    | 0.00%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A D 144A 6.15% 06-16-31                                                                | CUSIP: 501689AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1190000 | PA      | $1227236.29    | 0.00%             | 2031-06-16      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A A4 144A 5.17% 09-15-28                                                               | CUSIP: 501689AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1164000 | PA      | $1171201.67    | 0.00%             | 2028-09-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                   | MEDTRONIC GLOBAL HOLDINGS SCA SR UNSEC 4.25% 03-30-28                                              | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    4500000 | PA      | $4535046.00    | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                            | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.875% 04-15-28                                            | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $5077591.20    | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC SR UNSEC 5.4% 07-31-33                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   11257000 | PA      | $11728600.76   | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC SR UNSEC 5.679% 01-05-35/34                                               | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   13132000 | PA      | $13830688.06   | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0040 08-01-55                                                                      | CUSIP: 3142J6BJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4836940 | PA      | $4907162.49    | 0.00%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SL1735 12-01-51                                                                      | CUSIP: 31427N4V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   27449605 | PA      | $22280157.79   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 5.45% 03-15-54                                                   | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     950000 | PA      | $924228.40     | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                            | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.25% 04-15-33                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2010300.00    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                          | MORGAN STANLEY BANK NA SR UNSEC 4.754% 04-21-26                                                    | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25048650.00   | 0.03%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                        | MET TOWER GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.4% 06-20-26                               | CUSIP: 58989V2F0<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10066410.00   | 0.01%             | 2026-06-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC SR UNSEC 5.375% 07-15-33                                                               | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    8398000 | PA      | $8855682.60    | 0.01%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MODEC FINANCE BV                                                                | MODEC FINANCE BV 7.84% 07-15-26                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $5062500.00    | 0.01%             | 2026-07-15      | Fixed         | 7.84%                 | Yes           |                  3 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.654% 10-18-30/29                                                         | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   21566000 | PA      | $21831671.55   | 0.02%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 5.4% 03-15-55                                                    | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   18947000 | PA      | $18255282.92   | 0.02%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.4% 09-12-28                     | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6215376.00    | 0.01%             | 2028-09-12      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                      | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 5.35% 01-15-34                                               | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     350000 | PA      | $366231.60     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                   | LADAR 2024-1A C 144A 5.64% 06-15-29                                                                | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1932000 | PA      | $1973441.40    | 0.00%             | 2029-06-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                                           | LADAR 2024-2A A3 144A 5.61% 08-15-28                                                               | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3388891 | PA      | $3409044.88    | 0.00%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.2% 08-01-33                                   | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $1072226.11    | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.939% 08-18-34/33                                       | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1174000 | PA      | $1260919.44    | 0.00%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 1/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-422112.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 09-07-28                                            | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11854000 | PA      | $12251286.81   | 0.01%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                                                         | RUTAS 2 & 7 FINANCE LTD 144A LIFE SR SEC 1ST LIEN SF 0.0% 09-30-36                                 | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1316333 | PA      | $1001334.56    | 0.00%             | 2036-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 5.75% 11-08-26                                                                   | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4055668.00    | 0.00%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 6.0% 03-15-31                                                                    | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    7364000 | PA      | $7934894.10    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.25% 03-15-30                                       | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  104607000 | PA      | $107341322.37  | 0.11%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.2% 09-15-55                                        | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   23138000 | PA      | $23329050.47   | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                      | SANTANDER HOLDINGS USA INC SR UNSEC 5.473% 03-20-29/28                                             | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   13107000 | PA      | $13396953.05   | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP SR UNSEC 4.8% 05-15-30                                                              | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    4330000 | PA      | $4421341.35    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 5.0% 03-15-35                                                    | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   29004000 | PA      | $29392247.54   | 0.03%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 4.85% 11-15-31                                                   | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14880393.00   | 0.02%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                                           | LADAR 2024-2A A4 144A 5.46% 07-16-29                                                               | CUSIP: 505920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2671000 | PA      | $2713992.42    | 0.00%             | 2029-07-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                                           | LADAR 2024-2A D 144A 6.37% 10-15-31                                                                | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     614000 | PA      | $633637.56     | 0.00%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP SR UNSEC 5.4% 05-15-35                                                              | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   30257000 | PA      | $31478989.46   | 0.03%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                              | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.2% 05-28-35                                                | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $4151596.00    | 0.00%             | 2035-05-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 4.9% 12-15-30                                                    | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   12629000 | PA      | $12732608.32   | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 5.65% 12-15-35                                                   | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   16039000 | PA      | $16237771.33   | 0.02%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CC0859 08-01-55                                                                      | CUSIP: 3140Y65V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   32728151 | PA      | $33482338.87   | 0.03%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CC0879 08-01-55                                                                      | CUSIP: 3140Y66R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23395762 | PA      | $24349233.35   | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                                    | BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 4.5% 02-01-45                                                | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $173930.80     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 3.824% 01-20-28/27                                                   | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   26930000 | PA      | $26873393.14   | 0.03%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-10-28                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    1777000 | PA      | $732180.86     | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28/27                                                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17490000 | PA      | $17275625.07   | 0.02%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                              | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.8% 05-28-55                                                | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   27757000 | PA      | $29079981.89   | 0.03%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                              | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.9% 05-28-65                                                | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   12967000 | PA      | $13616581.87   | 0.01%             | 2065-05-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC SR UNSEC 4.9% 03-15-28                                                    | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    8460000 | PA      | $8579091.42    | 0.01%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 02-15-30                                                   | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   14598000 | PA      | $14900660.33   | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL SR UNSEC 5.019% 07-29-29/28                                                    | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    6762000 | PA      | $6849297.42    | 0.01%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 4.3% 08-15-28                                                         | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10064180.00   | 0.01%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 5.15% 08-15-35                                                        | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   15219000 | PA      | $15496777.19   | 0.02%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 4.5% 08-15-30                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $18694509.00   | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC SR UNSEC 6.176% 10-01-54                                 | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   14385000 | PA      | $13833407.18   | 0.01%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC SR UNSEC 5.584% 10-01-34                                 | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   15861000 | PA      | $16025954.40   | 0.02%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC SR UNSEC 4.911% 09-01-27                                 | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    5175000 | PA      | $5225373.45    | 0.01%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP SR UNSEC 5.125% 10-01-35                                                   | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   22803000 | PA      | $23158384.76   | 0.02%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP SR UNSEC 4.375% 10-01-30                                                   | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   10946000 | PA      | $11037015.99   | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 5.875% 03-15-34                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     840000 | PA      | $840320.88     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 5.625% 03-15-31                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     790000 | PA      | $796199.13     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 144A SR UNSEC 3.0% 11-26-51                                                   | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6734000 | PA      | $4337483.88    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.5% 09-01-40                                        | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   16706000 | PA      | $14619570.95   | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 4.964% 10-23-36/35                                                  | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2224000 | PA      | $2201152.85    | 0.00%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    3926000 | PA      | $3889472.50    | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46                              | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   77078000 | PA      | $58390053.51   | 0.06%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD REG S SR UNSEC 3.595% 01-19-28                                                | CUSIP: 88032XAG9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |    7500000 | PA      | $7469767.50    | 0.01%             | 2028-01-19      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| THAIOIL TREASURY CENTER CO LTD                                                  | THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 4.875% 01-23-43                                      | CUSIP: 88323AAB8<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    1408000 | PA      | $1256710.40    | 0.00%             | 2043-01-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.75% 03-01-28                             | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  179024000 | PA      | $185931999.09  | 0.19%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THAIOIL TREASURY CENTER CO LTD                                                  | THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 5.375% 11-20-48                                      | CUSIP: 88323AAD4<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    2895000 | PA      | $2742204.80    | 0.00%             | 2048-11-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| THAIOIL TREASURY CENTER CO LTD                                                  | THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 4.625% 11-20-28                                      | CUSIP: 88323AAC6<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    4252000 | PA      | $4266418.53    | 0.00%             | 2028-11-20      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                          | TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 2.829% 01-10-30                                    | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   12200000 | PA      | $11686270.20   | 0.01%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| THAIOIL TREASURY CENTER CO LTD                                                  | THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 3.5% 10-17-49                                        | CUSIP: 88323AAE2<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    6900000 | PA      | $4873069.80    | 0.00%             | 2049-10-17      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD SR UNSEC 5.0% 11-26-28                                                | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    7500000 | PA      | $7676887.50    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                         | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.375% 12-15-28                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4255440.00    | 0.00%             | 2028-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                 | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 4.2% 08-15-48                                             | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    7829000 | PA      | $6539352.32    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 G08793 12-01-47                                                                          | CUSIP: 3128MJ3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2360767 | PA      | $2285628.49    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA3211 12-01-47                                                                      | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2699088 | PA      | $2616620.22    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CA0770 11-01-47                                                                      | CUSIP: 3140Q72C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     139072 | PA      | $130565.92     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 3.375% 04-01-30                                                  | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    8330000 | PA      | $8111304.18    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                         | TRAVELERS COS INC SR UNSEC 2.55% 04-27-50                                                          | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1601000 | PA      | $970311.67     | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.9% 01-09-30                     | CUSIP: 59217GFT1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5124865.00    | 0.01%             | 2030-01-09      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 7.375% 05-13-55                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   25110000 | PA      | $27112522.50   | 0.03%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                          | TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 3.127% 05-29-50                                    | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    1008000 | PA      | $672724.08     | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 2.39% 06-03-30                                             | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |   10000000 | PA      | $9359870.00    | 0.01%             | 2030-06-03      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BJ3525 11-01-47                                                                      | CUSIP: 3140H44K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     772466 | PA      | $767168.26     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BJ3558 12-01-47                                                                      | CUSIP: 3140H45U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     780708 | PA      | $775836.85     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27                                                          | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   17969000 | PA      | $17842983.40   | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 4.54% 08-15-47                                                           | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5656000 | PA      | $4696369.10    | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 4.39% 08-15-37                                                           | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4608930.00    | 0.00%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 3.9% 05-01-49                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $747910.00     | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 3.6% 05-01-34                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6790000 | PA      | $6181575.26    | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 2.7% 02-01-27                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   11304000 | PA      | $11144319.70   | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                  | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 5.8528% 02-23-36                       | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   22775000 | PA      | $23851870.33   | 0.02%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 09-06-34                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4483000 | PA      | $4549433.58    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.9% 10-06-29                                             | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1906261.76    | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 4.692% 10-23-30/29                                                | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     198000 | PA      | $200757.15     | 0.00%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC SR UNSEC 5.5% 11-15-54                                                         | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1481737.50    | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.9% 01-07-35                                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   40668000 | PA      | $42424816.93   | 0.04%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.625% 04-04-32                                           | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2134000 | PA      | $2223158.52    | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                 | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 4.625% 07-17-29/28                                          | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |    1285000 | PA      | $1570993.34    | 0.00%             | 2029-07-17      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.102% 07-23-27/26                                       | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   21750000 | PA      | $21874301.25   | 0.02%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 5.0% 01-31-35                                                                 | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   24101000 | PA      | $24441378.42   | 0.02%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                 | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 6.25% 02-01-33                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3078783.00    | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.3% 08-01-54                                   | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2616000 | PA      | $2511420.17    | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 4.85% 08-01-34                                  | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3429277.40    | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERUVIAN GOVERNMENT INTERNATIONAL BOND 5.875% 08-08-54                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    4250000 | PA      | $4221525.00    | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.25% 11-10-44                                            | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     106000 | PA      | $90239.28      | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 4.812% 10-21-32/31                                       | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10181080.00   | 0.01%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.9% 11-01-34                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   55100000 | PA      | $55568350.00   | 0.06%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.75% 11-01-31                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6696000 | PA      | $6840586.73    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.575% 01-29-36/35                                       | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   29650000 | PA      | $30931947.40   | 0.03%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.222% 01-29-31/30                                       | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   12312000 | PA      | $12748189.54   | 0.01%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5071 09-01-40                                                                      | CUSIP: 3133KYT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3329248 | PA      | $2922963.07    | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHARM FRN 8D0226 05-01-52                                                                          | CUSIP: 3142BNHB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7804929 | PA      | $7240141.09    | 0.01%             | 2052-05-01      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0457 05-01-51                                                                      | CUSIP: 3140QKQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4235693 | PA      | $3627515.61    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q52596 FICO 12-01-47                                                                     | CUSIP: 3132XU3E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1050350 | PA      | $1044167.26    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNPPKL 7.5 914612 03-01-37                                                                         | CUSIP: 31411UDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      46785 | PA      | $47610.89      | 0.00%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50                                             | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |    9870000 | PA      | $7079593.08    | 0.01%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.29% 06-03-60                                             | CUSIP: 88032WAW6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |    5000000 | PA      | $3400935.00    | 0.00%             | 2060-06-03      | Fixed         | 3.29%                 | Yes           |                  2 | On Loan: No      |
| THAIOIL TREASURY CENTER CO LTD                                                  | THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 3.75% 06-18-50                                       | CUSIP: 88323AAH5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    2166000 | PA      | $1592893.73    | 0.00%             | 2050-06-18      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                 | TSMC GLOBAL LTD REG S SR UNSEC 1.0% 09-28-27                                                       | CUSIP: N/A<br>LEI: 549300N2ZLI21P85T117       | Long             | DBT              | CORP              | TW        |   10000000 | PA      | $9518080.00    | 0.01%             | 2027-09-28      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 09-30-32                                                        | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6412000 | PA      | $6395970.64    | 0.01%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 10-15-28                                                          | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51702000 | PA      | $51655230.37   | 0.05%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 10-31-30                                                        | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  350000000 | PA      | $348619145.00  | 0.35%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK 18-B4                                            | BMARK 2018-B4 A5 FRN 07-15-51                                                                      | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      90000 | PA      | $89658.72      | 0.00%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.875% 05-13-37                                               | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   46000000 | PA      | $49197000.00   | 0.05%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-13-30                                                 | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   13790000 | PA      | $14476052.50   | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK BANK_18-BN13                                                               | BANK 2018-BN13 A5 FRN 08-15-61                                                                     | CUSIP: 06539LBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $250390.75     | 0.00%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B7                                                                   | BMARK 2018-B7 A3 4.241% 05-15-53                                                                   | CUSIP: 08162TBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $998767.00     | 0.00%             | 2053-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CWHEL 2005-C                                                                    | CWHEL 2005-C 2A FRN 07-15-35                                                                       | CUSIP: 126685AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     352231 | PA      | $334920.42     | 0.00%             | 2035-07-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_22-R2                                                             | CIM 2022-R2 A1 144A FRN 12-25-61                                                                   | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27457537 | PA      | $26285429.69   | 0.03%             | 2061-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_18-R3                                                             | CIM 2018-R3 A1 144A FRN 12-25-57                                                                   | CUSIP: 12553WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      51199 | PA      | $51082.15      | 0.00%             | 2057-12-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX8625 04-01-53                                                                      | CUSIP: 3140NDSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5708765 | PA      | $5706841.27    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG1829 04-01-53                                                                      | CUSIP: 3133C2A65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     266516 | PA      | $266267.39     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG4778 06-01-53                                                                      | CUSIP: 3133C5JX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     268194 | PA      | $268753.84     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 3.75% 02-01-50                                                                  | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     537000 | PA      | $391038.57     | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-4                                                                    | VERUS 2024-4 A2 144A 6.572% 06-25-69                                                               | CUSIP: 92540GAB4<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |    3527413 | PA      | $3570334.97    | 0.00%             | 2069-06-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCZ 7.0 256893 08-01-47                                                                           | CUSIP: 31371NKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       7058 | PA      | $7561.76       | 0.00%             | 2047-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT9510 12-01-51                                                                      | CUSIP: 3140LYR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19979600 | PA      | $17245132.18   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-4                                                                    | VERUS 2024-4 A1 144A 6.218% 06-25-69                                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |   32731886 | PA      | $33177563.63   | 0.03%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-5                                                                    | VERUS 2024-5 A2 144A 6.446% 06-25-69                                                               | CUSIP: 92540HAB2<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-CBDO         | CORP              | US        |    2900104 | PA      | $2936506.00    | 0.00%             | 2069-06-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-6                                                                    | VERUS 2024-6 A1 144A 5.799% 07-25-69                                                               | CUSIP: 92540JAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-CBDO         | CORP              | US        |   14738470 | PA      | $14873047.07   | 0.02%             | 2069-07-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-6                                                                    | VERUS 2024-6 A2 144A 6.053% 07-25-69                                                               | CUSIP: 92540JAB8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-CBDO         | CORP              | US        |    3538554 | PA      | $3570525.25    | 0.00%             | 2069-07-25      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.587% 01-18-36/35                                                         | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1164000 | PA      | $1216807.19    | 0.00%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.23% 01-15-31/30                                                          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   37687000 | PA      | $38882092.46   | 0.04%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                          | MINERA MEXICO SA DE CV 144A LIFE SR UNSEC 5.625% 02-12-32                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   25390000 | PA      | $26304040.00   | 0.03%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 4.95% 03-15-32                                                             | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $2067135.21    | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA5971 09-01-51                                                                      | CUSIP: 3133KMT47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3463744 | PA      | $3126251.09    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT9483 12-01-51                                                                      | CUSIP: 3140LYRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19161154 | PA      | $16524962.85   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-7                                           | VERUS 2024-7 A1 144A FRN 09-25-69                                                                  | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-CBDO         | CORP              | US        |    4753498 | PA      | $4766170.69    | 0.00%             | 2069-09-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-INV2                                        | VERUS 2024-INV2 A1 144A 5.332% 08-26-69                                                            | CUSIP: 92540NAA1<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-CBDO         | CORP              | US        |   14504367 | PA      | $14590015.21   | 0.01%             | 2069-08-26      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BM1179 04-01-47                                                                      | CUSIP: 3140J5JZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     500759 | PA      | $459331.30     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 AS8310 11-01-46                                                                      | CUSIP: 3138WJGU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     409993 | PA      | $376457.30     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 4.95% 03-03-35                                                            | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3354000 | PA      | $3400010.17    | 0.00%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE CO                                                  | MEIJI YASUDA LIFE INSURANCE CO 144A LIFE SUB (H) 6.1% 06-11-55/35                                  | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    2500000 | PA      | $2595090.00    | 0.00%             | 2055-06-11      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG6394 07-01-53                                                                      | CUSIP: 3133C7C70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     181226 | PA      | $181127.71     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BU4046 07-01-53                                                                      | CUSIP: 3140M5P82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1856128 | PA      | $1859666.26    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2544 01-01-52                                                                      | CUSIP: 3140QMZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   26873525 | PA      | $24109018.24   | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5145 02-01-42                                                                      | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12965207 | PA      | $11237955.77   | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-9                                                                    | VERUS 2024-9 A1 144A FRN 11-25-69                                                                  | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |   12189078 | PA      | $12280947.17   | 0.01%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-1                                                                    | VERUS 2025-1 A1 144A FRN 01-25-70                                                                  | CUSIP: 92540TAA8<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-CBDO         | CORP              | US        |    4164197 | PA      | $4205859.49    | 0.00%             | 2070-01-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2023-4                                                                    | VERUS 2023-4 A1 144A 5.811% 05-25-68                                                               | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-CBDO         | CORP              | US        |    4075472 | PA      | $4079694.46    | 0.00%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2023-6                                                                    | VERUS 2023-6 A1 144A 6.665% 09-25-68                                                               | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-CBDO         | CORP              | US        |    2186436 | PA      | $2205954.48    | 0.00%             | 2068-09-25      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2023-7                                                                    | VERUS 2023-7 A1 144A 7.07% 10-25-68                                                                | CUSIP: 92539YAA0<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-CBDO         | CORP              | US        |    1102841 | PA      | $1117638.26    | 0.00%             | 2068-10-25      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-3                                                                    | VERUS 2025-3 A1 144A 5.623% 05-25-70                                                               | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |    4286797 | PA      | $4333930.71    | 0.00%             | 2070-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-5                                                                    | VERUS 2025-5 A1 144A 5.427% 06-25-70                                                               | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-CBDO         | CORP              | US        |    2208083 | PA      | $2227388.72    | 0.00%             | 2070-06-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-5                                                                    | VERUS 2024-5 A1 144A 6.192% 06-25-69                                                               | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-CBDO         | CORP              | US        |    7566150 | PA      | $7662785.04    | 0.01%             | 2069-06-25      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2023-8                                                                    | VERUS 2023-8 M1 144A FRN 12-25-68                                                                  | CUSIP: 92540DAD7<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-CBDO         | CORP              | US        |    1700000 | PA      | $1727492.40    | 0.00%             | 2068-12-25      | Variable      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-R1                                                                   | VERUS 2025-R1 A1 144A 5.402% 05-25-65                                                              | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-CBDO         | CORP              | US        |   17108286 | PA      | $17239951.50   | 0.02%             | 2065-05-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5148 03-01-42                                                                      | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   27930101 | PA      | $24261035.56   | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4540 02-01-42                                                                      | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17376531 | PA      | $15104619.14   | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5153 04-01-42                                                                      | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5837491 | PA      | $5067006.62    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4586 04-01-42                                                                      | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5033411 | PA      | $4372196.77    | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCTR 2021-11A                                                                   | OCTR 2021-11A DR CLO 144A FRN 07-20-34                                                             | CUSIP: 67514VAS8<br>LEI: 549300E51CF32RJNO651 | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2969910.00    | 0.00%             | 2034-07-20      | Variable      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 4.8% 03-01-30                                                          | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   34478000 | PA      | $35242239.35   | 0.04%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 5.0% 03-01-32                                                          | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   36419000 | PA      | $37552140.77   | 0.04%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU1330 02-01-52                                                                      | CUSIP: 3140M2PQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18052020 | PA      | $15581402.46   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 SD0873 02-01-52                                                                      | CUSIP: 3132DM6J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   20214906 | PA      | $18985576.56   | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                    | ONDK 2025-1A B 144A 5.52% 04-19-32                                                                 | CUSIP: 68237DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5040000 | PA      | $5075884.80    | 0.01%             | 2032-04-19      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                    | ONDK 2025-1A A 144A 5.08% 04-19-32                                                                 | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17015000 | PA      | $17155509.87   | 0.02%             | 2032-04-19      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-7                                                                    | VERUS 2025-7 A1 144A 5.129% 08-25-70                                                               | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-CBDO         | CORP              | US        |    2948094 | PA      | $2961808.78    | 0.00%             | 2070-08-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-8                                                                    | VERUS 2025-8 A1A 144A 4.869% 09-25-70                                                              | CUSIP: 924930AA8<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-CBDO         | CORP              | US        |   21195306 | PA      | $21217073.08   | 0.02%             | 2070-09-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2016-C34                                                                   | WFCM 2016-C34 A4 3.096% 06-15-49                                                                   | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-CBDO         | CORP              | US        |    6190000 | PA      | $6158839.54    | 0.01%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C34                                                                   | WFCM 2016-C34 AS 3.484% 06-15-49                                                                   | CUSIP: 95000DBF7<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-CBDO         | CORP              | US        |     380000 | PA      | $375691.56     | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22                              | WFCM 2015-LC22 C FRN 09-15-58                                                                      | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-CBDO         | CORP              | US        |     433708 | PA      | $413653.15     | 0.00%             | 2058-09-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C33                               | WFCM 2016-C33 A4 3.426% 03-15-59                                                                   | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-CBDO         | CORP              | US        |     709701 | PA      | $707993.08     | 0.00%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8205 04-01-52                                                                      | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5891718 | PA      | $5012755.82    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0855 01-01-52                                                                      | CUSIP: 3132DM5Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   19354089 | PA      | $16490980.30   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K143                                      | FHMS K143 A2 (MF) 2.35% 06-25-32                                                                   | CUSIP: 3137H6MG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7984000 | PA      | $7185136.93    | 0.01%             | 2032-06-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FS0972 01-01-52                                                                      | CUSIP: 3140XGCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   22064946 | PA      | $20799322.68   | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C36                               | WFCM 2016-C36 A4 3.065% 11-15-59                                                                   | CUSIP: 95000MBP5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-CBDO         | CORP              | US        |    3853000 | PA      | $3811838.40    | 0.00%             | 2059-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C37                                                                   | WFCM 2016-C37 A5 3.794% 12-15-49                                                                   | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-CBDO         | CORP              | US        |    6370000 | PA      | $6344800.28    | 0.01%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-RC1                               | WFCM 2017-RC1 A4 3.631% 01-15-60                                                                   | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     510000 | PA      | $506780.37     | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C39                                                                   | WFCM 2017-C39 A5 3.418% 09-15-50                                                                   | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     421000 | PA      | $413839.21     | 0.00%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                   | WLAKE 2024-1A B 144A 5.55% 11-15-27                                                                | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3231000 | PA      | $3245155.01    | 0.00%             | 2027-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                   | WLAKE 2024-1A D 144A 6.02% 10-15-29                                                                | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31056000 | PA      | $31856841.07   | 0.03%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40                               | WFCM 2017-C40 A4 3.581% 10-15-50                                                                   | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1154000 | PA      | $1143375.12    | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.36% 10-04-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-2351499.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                                          | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   65939000 | PA      | $67798150.11   | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.664% 04-17-36/35                                                         | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6557000 | PA      | $6886784.32    | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K749                                      | FHMS K749 AM (MF) 2.12% 06-25-29                                                                   | CUSIP: 3137H6ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2069000 | PA      | $1954040.15    | 0.00%             | 2029-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K749                                      | FHMS K749 A2 (MF) 2.12% 06-25-29                                                                   | CUSIP: 3137H6MM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2113000 | PA      | $2010020.83    | 0.00%             | 2029-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.36% 10-04-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |          1 | NC      | $-4673752.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.4805% 10-07-24/10-07-29 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-163501.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 06-15-32                                          | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   24296000 | PA      | $25494205.83   | 0.03%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.037% 10-28-33/32                                       | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $1131098.38    | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                                           | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    9375000 | PA      | $9584184.38    | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.5% 09-07-30                                             | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   12600000 | PA      | $13261991.40   | 0.01%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                 | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 7.0% 01-15-32                                   | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5125404.90    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.375% 01-23-45                                                       | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     229000 | PA      | $185175.58     | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC SR UNSEC 5.65% 11-01-32                                                      | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6731891.20    | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTERNATIONAL INC SR UNSEC 4.5% 05-06-30                                                  | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   13785000 | PA      | $13955961.57   | 0.01%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33                                       | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   21075000 | PA      | $23861705.10   | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.95% 03-15-34                                         | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   27192000 | PA      | $30259719.86   | 0.03%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NMEF 2025-B                                                                     | NMEF 2025-B B 144A 4.73% 01-18-33                                                                  | CUSIP: 62919WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1589000 | PA      | $1601834.35    | 0.00%             | 2033-01-18      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-B                                                                     | NMEF 2025-B A2 144A 4.64% 01-18-33                                                                 | CUSIP: 62919WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8574000 | PA      | $8610911.07    | 0.01%             | 2033-01-18      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                 | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 6.75% 12-05-29/28                                           | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |   14520000 | PA      | $18805292.52   | 0.02%             | 2029-12-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.1% 02-15-29                                                           | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   22351000 | PA      | $22816906.60   | 0.02%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM7687 06-01-51                                                                      | CUSIP: 3140XBRH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6043138 | PA      | $5466525.95    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K140                             | FHMS K140 A2 (MF) 2.25% 01-25-32                                                                   | CUSIP: 3137H6LZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6650000 | PA      | $5966852.15    | 0.01%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31                                                           | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   10297000 | PA      | $10606723.46   | 0.01%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34                                                          | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   34600000 | PA      | $35113740.80   | 0.04%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55                                                           | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   25205000 | PA      | $23540108.93   | 0.02%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| POSCO CO LTD                                                                    | POSCO 144A LIFE SR UNSEC 4.875% 01-23-27                                                           | CUSIP: 73730EAG8<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    9040000 | PA      | $9107980.80    | 0.01%             | 2027-01-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR1                                                | FKH 2022-SFR1 A 144A 4.145% 05-19-39                                                               | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8383787 | PA      | $8370247.08    | 0.01%             | 2039-05-19      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD7553 03-01-52                                                                      | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   26901296 | PA      | $24233144.49   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1                                | NRZT 2020-RPL1 A1 144A FRN 11-25-59                                                                | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5799718 | PA      | $5608559.53    | 0.01%             | 2059-11-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 5.35% 08-15-32                                                           | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   28800000 | PA      | $29978035.20   | 0.03%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                                       | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3559653.00    | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 5.25% 03-15-54                                                                | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1174319.51    | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                           | QUIKRETE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.38% 03-01-32                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5207675.00    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC.                                                      | QXO BUILDING PRODUCTS INC 144A LIFE SR SEC 1ST LIEN 6.75% 04-30-32                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8361752.00    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                   | WLAKE 2024-1A C 144A 5.65% 02-15-29                                                                | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8365000 | PA      | $8462293.32    | 0.01%             | 2029-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                   | WLAKE 2024-1A A3 144A 5.44% 05-17-27                                                               | CUSIP: 96043RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1068057 | PA      | $1068681.63    | 0.00%             | 2027-05-17      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                       | IQVIA INC 144A LIFE SR UNSEC 5.0% 10-15-26                                                         | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5749804.50    | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                                         | QBE INSURANCE GROUP LTD REG S SUB (H) 5.875% 06-17-46/26                                           | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |    4000000 | PA      | $4025884.00    | 0.00%             | 2046-06-17      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                                    | QATARENERGY 144A LIFE SR UNSEC 1.375% 09-12-26                                                     | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   18535000 | PA      | $18189044.23   | 0.02%             | 2026-09-12      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                                    | QATARENERGY 144A LIFE SR UNSEC 2.25% 07-12-31                                                      | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   32300000 | PA      | $29112959.00   | 0.03%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                         | RAIZEN FUELS FINANCE SA REG S SR UNSEC 6.45% 03-05-34                                              | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    1775000 | PA      | $1448865.05    | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 4.875% 02-10-45                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    3000000 | PA      | $2818554.00    | 0.00%             | 2045-02-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG9079 07-01-53                                                                      | CUSIP: 3133CACQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2287053 | PA      | $2291233.99    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG9140 08-01-53                                                                      | CUSIP: 3133CAEM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     257621 | PA      | $257879.82     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG0749 04-01-53                                                                      | CUSIP: 3133C0ZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2297308 | PA      | $2295229.06    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY5875 06-01-53                                                                      | CUSIP: 3140NNQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1377353 | PA      | $1379303.79    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 5.15% 02-27-33                                                                   | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     428000 | PA      | $442219.02     | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 5.375% 02-27-53                                                                  | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3194000 | PA      | $3085649.94    | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WINDR 2015-1A                                                                   | WINDR 2015-1A BR3 CLO 144A FRN 10-20-30                                                            | CUSIP: 97316XAE2<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-O            | CORP              | KY        |   21160923 | PA      | $21178910.08   | 0.02%             | 2030-10-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                | WFLF 2024-1A A1 144A 5.49% 02-18-39                                                                | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   15510856 | PA      | $15706169.15   | 0.02%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG3743 05-01-53                                                                      | CUSIP: 3133C4EQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4354162 | PA      | $4358459.98    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 FS4238 03-01-53                                                                      | CUSIP: 3140XKV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     226014 | PA      | $226427.06     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A                | WFNMT 2024-A A 5.47% 02-15-31                                                                      | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8090000 | PA      | $8253110.58    | 0.01%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                   | WLAKE 2024-2A B 144A 5.62% 03-15-30                                                                | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7827000 | PA      | $7901583.48    | 0.01%             | 2030-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTERNATIONAL INC SR UNSEC 5.125% 05-06-35                                                | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   30766000 | PA      | $31492139.13   | 0.03%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 5.85% 07-02-32                                                | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   20000000 | PA      | $20573200.00   | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144                            | FHMS K144 AM (MF) 2.45% 07-25-32                                                                   | CUSIP: 3137H73K7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5000000 | PA      | $4499575.00    | 0.00%             | 2032-07-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144                            | FHMS K144 A2 (MF) 2.45% 07-25-32                                                                   | CUSIP: 3137H73J0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3551000 | PA      | $3209237.56    | 0.00%             | 2032-07-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8237 08-01-52                                                                      | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     727783 | PA      | $694960.95     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD8213 05-01-52                                                                      | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  386661944 | PA      | $343439325.63  | 0.35%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.62% 01-29-38                                                | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2425000 | PA      | $2536550.00    | 0.00%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSEC 5.4% 09-15-35                                                                     | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4033000 | PA      | $4064497.73    | 0.00%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                                          | RB GLOBAL HOLDINGS INC 144A LIFE SR UNSEC 7.75% 03-15-31                                           | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    1511000 | PA      | $1581586.37    | 0.00%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 6.1% 03-15-34                                                                    | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3664000 | PA      | $4010658.37    | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K142                             | FHMS K142 A2 2.4% 03-25-32                                                                         | CUSIP: 3137H73P6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7924000 | PA      | $7152994.80    | 0.01%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4501 12-01-41                                                                      | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   51009439 | PA      | $44372345.44   | 0.05%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 A56076 01-01-37                                                                          | CUSIP: 3128KJXD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5411 | PA      | $5573.65       | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0803 01-01-52                                                                      | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1455905 | PA      | $1300085.05    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                   | WLAKE 2024-2A D 144A 5.91% 04-15-30                                                                | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7064000 | PA      | $7217966.94    | 0.01%             | 2030-04-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                   | WLAKE 2024-2A C 144A 5.68% 03-15-30                                                                | CUSIP: 96042YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20300000 | PA      | $20627317.20   | 0.02%             | 2030-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 4.2% 07-15-27                                                  | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8033856.00    | 0.01%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINANCIAL GROUP INC SR UNSEC 1.234% 05-22-27/26                                             | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $9890530.00    | 0.01%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 6.4% 03-15-54                                                                    | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4211000 | PA      | $4637199.52    | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP SR UNSEC 5.0% 02-15-34                                                              | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    8892000 | PA      | $9085667.76    | 0.01%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX8673 04-01-53                                                                      | CUSIP: 3140NDT72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     214197 | PA      | $214177.11     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY4170 06-01-53                                                                      | CUSIP: 3140NLT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     492490 | PA      | $493365.33     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4287 03-01-41                                                                      | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19133514 | PA      | $16734994.32   | 0.02%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA4626 06-01-52                                                                      | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8425349 | PA      | $8045382.19    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4563 03-01-52                                                                      | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     170127 | PA      | $144323.64     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8745 09-01-51                                                                      | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10818781 | PA      | $9191906.40    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                                          | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   32322000 | PA      | $33686020.72   | 0.03%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 6.25% 08-15-55                                                           | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   28160000 | PA      | $29206904.32   | 0.03%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WOSAT 2024-A                                                                    | WOSAT 2024-A A2A 5.37% 02-15-28                                                                    | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     557405 | PA      | $557757.32     | 0.00%             | 2028-02-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| WFNMT 2024-B                                                                    | WFNMT 2024-B A 4.62% 05-15-31                                                                      | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2109000 | PA      | $2134314.33    | 0.00%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY2251 05-01-53                                                                      | CUSIP: 3140NJQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     533521 | PA      | $534036.92     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY6723 08-01-53                                                                      | CUSIP: 3140NPPH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1546101 | PA      | $1548449.18    | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WOART 2024-C                                                                    | WOART 2024-C A3 4.43% 12-17-29                                                                     | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15040000 | PA      | $15135774.72   | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| WEF 2024-1A                                                                     | WEF 2024-1A C 144A 5.28% 09-20-32                                                                  | CUSIP: 97415AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     721000 | PA      | $730031.97     | 0.00%             | 2032-09-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                            | PETRONAS CAPITAL LTD REG S SR UNSEC 5.34% 04-03-35                                                 | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    1500000 | PA      | $1560505.50    | 0.00%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP SR UNSEC 1.5% 02-15-28                                                                  | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     795000 | PA      | $753202.88     | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP SR UNSEC 2.0% 02-15-31                                                                  | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    1173000 | PA      | $1039150.14    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA4737 08-01-52                                                                      | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     546832 | PA      | $547973.14     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4577 04-01-52                                                                      | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   54802586 | PA      | $44468352.47   | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WEF 2024-1A                                                                     | WEF 2024-1A A2 144A 4.99% 09-20-32                                                                 | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2751712 | PA      | $2768596.09    | 0.00%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                                        | WFLF 2024-2A A1 144A 4.87% 06-21-39                                                                | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27402574 | PA      | $27680984.61   | 0.03%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                            | PETRONAS CAPITAL LTD REG S SR UNSEC 5.848% 04-03-55                                                | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    4700000 | PA      | $4920509.90    | 0.00%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC SR UNSEC 5.35% 04-15-32                                                                | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    9012000 | PA      | $9339135.60    | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4562 03-01-52                                                                      | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2774757 | PA      | $2251512.97    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA4564 03-01-52                                                                      | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      62623 | PA      | $55547.37      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                 | MURPHY OIL CORP SR UNSEC 6.375% 07-15-28                                                           | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    5116000 | PA      | $5155060.66    | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 2.85% 04-15-31                                                 | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $1966556.52    | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 5.464% 05-09-36/35                                                   | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6507000 | PA      | $6776409.32    | 0.01%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 5.389% 05-28-31/30                                                   | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   13832000 | PA      | $14205035.21   | 0.01%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-15-54                                       | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5338000 | PA      | $5028497.42    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.15% 06-01-29                                       | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8531000 | PA      | $8720729.44    | 0.01%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 1.512% 07-20-27/26                                                         | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2884000 | PA      | $2843430.77    | 0.00%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                      | MARRIOTT INTERNATIONAL INC SR UNSEC 2.75% 10-15-33                                                 | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   25167000 | PA      | $22023339.70   | 0.02%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-4                                                                     | ACAR 2024-4 C 144A 4.91% 08-12-31                                                                  | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4444000 | PA      | $4468970.84    | 0.00%             | 2031-08-12      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-3A                                      | AESOP 2022-3A A 144A 4.62% 02-20-27                                                                | CUSIP: 05377RFK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $600259.19     | 0.00%             | 2027-02-20      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC SR UNSEC 5.6% 04-15-35                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    2129000 | PA      | $2230844.97    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC SR UNSEC 5.1% 04-15-30                                                                 | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    5853000 | PA      | $6028584.15    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WOODS 2018-12BA                                                                 | WOODS 2018-12BA CR CLO 144A FRN 06-15-31                                                           | CUSIP: 66858CAS6<br>LEI: 549300R06FSYRU75ZW78 | Long             | ABS-O            | CORP              | KY        |    4000000 | PA      | $4003520.00    | 0.00%             | 2031-06-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| WOODS 2018-12BA                                                                 | WOODS 2018-12BA BR CLO 144A FRN 06-15-31                                                           | CUSIP: 66858CAQ0<br>LEI: 549300R06FSYRU75ZW78 | Long             | ABS-O            | CORP              | KY        |    4000000 | PA      | $4001600.00    | 0.00%             | 2031-06-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB5138 12-01-41                                                                      | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   52268206 | PA      | $45467276.11   | 0.05%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 QK1181 11-01-41                                                                      | CUSIP: 3133D4J20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10053749 | PA      | $8751849.01    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 7.25% 05-01-32                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $3258627.68    | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 06-01-31                                       | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   32924000 | PA      | $34089344.98   | 0.03%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX9135 04-01-53                                                                      | CUSIP: 3140NEEH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1365682 | PA      | $1364869.29    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB5986 03-01-53                                                                      | CUSIP: 3140QRUL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      24334 | PA      | $24393.28      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                   | ACHV 2024-3AL C 144A 5.68% 12-26-31                                                                | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     727360 | PA      | $736751.56     | 0.00%             | 2031-12-26      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1                         | ARIVO 2025-1A B 144A 5.11% 11-17-31                                                                | CUSIP: 039962AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2330000 | PA      | $2330603.47    | 0.00%             | 2031-11-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD1406 08-01-52                                                                      | CUSIP: 3132DNR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     413419 | PA      | $334731.56     | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB7230 01-01-51                                                                      | CUSIP: 3133AEA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     843497 | PA      | $682773.63     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1                         | ARIVO 2025-1A C 144A 5.42% 12-15-31                                                                | CUSIP: 039962AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1537000 | PA      | $1539652.86    | 0.00%             | 2031-12-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1                         | ARIVO 2025-1A D 144A 5.82% 01-15-32                                                                | CUSIP: 039962AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1004000 | PA      | $1003286.16    | 0.00%             | 2032-01-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.125% 04-28-28                                           | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13060931.00   | 0.01%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.375% 04-30-30                                           | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1179000 | PA      | $1186694.15    | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO LTD CANYC_21-2                                               | CANYC 2021-2A D CLO 144A FRN 04-15-34                                                              | CUSIP: 13876XAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     576923 | PA      | $577511.46     | 0.00%             | 2034-04-15      | Variable      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_23-3                                              | CARMX 2023-3 A3 5.28% 05-15-28                                                                     | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     342562 | PA      | $344962.26     | 0.00%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                   | WLAKE 2024-3A D 144A 5.21% 04-15-30                                                                | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31100000 | PA      | $31506010.50   | 0.03%             | 2030-04-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                   | WLAKE 2024-3A A2A 144A 4.82% 09-15-27                                                              | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6632332 | PA      | $6640907.30    | 0.01%             | 2027-09-15      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 5.905% 05-14-35/34                                       | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   17360000 | PA      | $18336083.36   | 0.02%             | 2035-05-14      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                      | SANTANDER HOLDINGS USA INC SR UNSEC 6.124% 05-31-27/26                                             | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9364625.70    | 0.01%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM7909 06-01-51                                                                      | CUSIP: 3140XBYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1933708 | PA      | $1726762.73    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ6895 11-01-51                                                                      | CUSIP: 3140KSUV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     549877 | PA      | $445101.20     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 04-30-35                                           | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   27908000 | PA      | $28011343.32   | 0.03%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                                                              | POSCO HOLDINGS INC REG S SR UNSEC 5.75% 05-07-35                                                   | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | DBT              | CORP              | KR        |    8000000 | PA      | $8394176.00    | 0.01%             | 2035-05-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 4.376% 04-27-28/27                                                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     314000 | PA      | $315335.44     | 0.00%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR3319 03-01-51                                                                      | CUSIP: 3140L1VM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     806804 | PA      | $653072.23     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3397 06-01-55                                                                      | CUSIP: 3140AQX31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1989071 | PA      | $2044038.48    | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 05-15-32                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $16382016.00   | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 2.9% 12-15-51                                                    | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     875000 | PA      | $557419.63     | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM7411 05-01-51                                                                      | CUSIP: 3140XBGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      32964 | PA      | $26683.09      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6569 03-01-51                                                                      | CUSIP: 3140XAJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     783433 | PA      | $665118.67     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 4.15% 02-15-50                                                          | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   12034000 | PA      | $8958554.86    | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                                            | PRIME SECURITY SERVICES BORROWER LLC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-26                      | CUSIP: 74166MAC0<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |     442000 | PA      | $442631.18     | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 3.375% 08-15-29                                           | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     780000 | PA      | $761927.40     | 0.00%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 05-15-29                                   | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4874895.00    | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_23-C                                             | CPS 2023-C D 144A 6.77% 10-15-29                                                                   | CUSIP: 223928AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3489000 | PA      | $3583035.53    | 0.00%             | 2029-10-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_23-C                                             | CPS 2023-C C 144A 6.27% 10-15-29                                                                   | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3314968 | PA      | $3337559.59    | 0.00%             | 2029-10-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA5715 10-01-51                                                                      | CUSIP: 3133KMK46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     387475 | PA      | $314591.47     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6694 01-01-52                                                                      | CUSIP: 3133KNNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     394813 | PA      | $319762.59     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.316% 07-09-29                                       | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   30000000 | PA      | $31070400.00   | 0.03%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MOTHERSON GLOBAL INVESTMENTS BV                                                 | MOTHERSON GLOBAL INVESTMENTS BV 144A LIFE SR SEC 1ST LIEN 5.625% 07-11-29                          | CUSIP: 784572AA7<br>LEI: 549300IC3G64XN1ETG11 | Long             | DBT              | CORP              | NL        |    5570000 | PA      | $5691047.24    | 0.01%             | 2029-07-11      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MOTHERSON GLOBAL INVESTMENTS BV                                                 | MOTHERSON GLOBAL INVESTMENTS BV REG S SR SEC 1ST LIEN 5.625% 07-11-29                              | CUSIP: N/A<br>LEI: 549300IC3G64XN1ETG11       | Long             | DBT              | CORP              | NL        |    7500000 | PA      | $7662990.00    | 0.01%             | 2029-07-11      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                 | SOUTHERN CO SR UNSEC 4.85% 03-15-35                                                                | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    4022000 | PA      | $3974480.07    | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 4.5% 01-31-30                                    | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    4600000 | PA      | $1801406.00    | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 5.875% 01-31-50                                  | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $1392500.00    | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC SR UNSEC 2.375% 11-07-29                                                      | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9441000 | PA      | $8917015.06    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC SR UNSEC 3.25% 04-06-50                                                       | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $400360.66     | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC SR UNSEC 2.75% 04-06-30                                                       | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     841000 | PA      | $798382.33     | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 03-01-35                                       | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   34191000 | PA      | $34684136.79   | 0.04%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 745140 11-01-35                                                                      | CUSIP: 31403CZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     107319 | PA      | $110145.99     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM5166 12-01-50                                                                      | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5249336 | PA      | $4662943.15    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3                                      | CRVNA 2023-P3 A3 144A 5.82% 08-10-28                                                               | CUSIP: 14688GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     955795 | PA      | $962313.82     | 0.00%             | 2028-08-10      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2                                      | CITZN 2023-2 A3 144A 5.83% 02-15-28                                                                | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3669733 | PA      | $3695028.10    | 0.00%             | 2028-02-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8204 04-01-52                                                                      | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3107022 | PA      | $2521118.14    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8212 05-01-52                                                                      | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4758392 | PA      | $4047083.85    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP SR UNSEC 4.85% 02-10-30                                                               | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5649512.00    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP SR UNSEC 5.2% 02-10-35                                                                | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9245214.00    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC CFII_23-2                                             | CFII 2023-2A A1 144A 6.16% 10-15-35                                                                | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     823479 | PA      | $832388.69     | 0.00%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST CCG_23-2                                                  | CCG 2023-2 A2 144A 6.28% 04-14-32                                                                  | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     438916 | PA      | $444128.79     | 0.00%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2789 02-01-52                                                                      | CUSIP: 3140QNC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     660833 | PA      | $536314.44     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV4692 04-01-52                                                                      | CUSIP: 3140MJGA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1722881 | PA      | $1397726.91    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV8499 04-01-52                                                                      | CUSIP: 3140MNNR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     253859 | PA      | $205713.56     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ7411 06-01-51                                                                      | CUSIP: 3140KTGV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     264624 | PA      | $215511.22     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU7089 12-01-51                                                                      | CUSIP: 3140M82X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     328112 | PA      | $265591.85     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS1681 03-01-47                                                                      | CUSIP: 3140XG2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     448023 | PA      | $371127.29     | 0.00%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7096 05-01-51                                                                      | CUSIP: 3140XA3E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3479861 | PA      | $2954357.01    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM6293 01-01-51                                                                      | CUSIP: 3140X97F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13962785 | PA      | $12408322.31   | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P5                                      | CRVNA 2023-P5 A3 144A 5.62% 01-10-29                                                               | CUSIP: 14687RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1701230 | PA      | $1714434.54    | 0.00%             | 2029-01-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                               | CPS 2024-A B 144A 5.65% 05-15-28                                                                   | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     612927 | PA      | $613690.18     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 2.539% 02-01-32                                                  | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    5549000 | PA      | $4836802.50    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28                                                  | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     414000 | PA      | $390919.09     | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6871 04-01-51                                                                      | CUSIP: 3140XAT51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     735513 | PA      | $622624.03     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS0831 03-01-52                                                                      | CUSIP: 3140XF4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19442060 | PA      | $17220804.56   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                               | CPS 2024-A C 144A 5.74% 04-15-30                                                                   | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9025000 | PA      | $9090711.03    | 0.01%             | 2030-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                               | CPS 2024-A D 144A 6.13% 04-15-30                                                                   | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     982000 | PA      | $1002438.37    | 0.00%             | 2030-04-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 08-01-49                                   | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    4310000 | PA      | $2970223.57    | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | PRUDENTIAL FINANCIAL INC SR UNSEC 3.7% 03-13-51                                                    | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $1774236.51    | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | BROWN & BROWN INC SR UNSEC 5.25% 06-23-32                                                          | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1443000 | PA      | $1478926.37    | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | BROWN & BROWN INC SR UNSEC 4.9% 06-23-30                                                           | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   10746000 | PA      | $10902322.06   | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CNH 2024-A                                                                      | CNH 2024-A A3 4.77% 06-15-29                                                                       | CUSIP: 18978FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1468389 | PA      | $1481341.98    | 0.00%             | 2029-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1                                                                   | CRVNA 2024-N1 A3 144A 5.6% 03-10-28                                                                | CUSIP: 14687QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3910965 | PA      | $3918332.81    | 0.00%             | 2028-03-10      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP SR UNSEC 4.73% 02-28-30                                                          | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25613950.00   | 0.03%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC 144A LIFE SR UNSEC 2.375% 01-19-31                                                    | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    4830000 | PA      | $4383703.17    | 0.00%             | 2031-01-19      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QE6185 07-01-52                                                                      | CUSIP: 3133BF2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     584197 | PA      | $586089.36     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS1630 09-01-51                                                                      | CUSIP: 3140XGY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10439556 | PA      | $8837094.71    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                     | PNC BANK NA SR UNSEC 4.543% 05-13-27/26                                                            | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   12617000 | PA      | $12637300.75   | 0.01%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.0% 08-15-35                                          | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   59224000 | PA      | $62287479.85   | 0.06%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                            | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.5% 09-08-29/28                                    | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |   10000000 | PA      | $12526539.10   | 0.01%             | 2029-09-08      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC SR UNSEC 6.49% 09-13-29/28                                                            | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $7399000.00    | 0.01%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL COOPERATIVO SA                                          | BANCO DE CREDITO SOCIAL COOPERATIVO SA EUR REG S SR NON PREF 7.5% 09-14-29/28                      | CUSIP: N/A<br>LEI: 95980020140005881190       | Long             | DBT              | CORP              | ES        |    6200000 | PA      | $8144391.51    | 0.01%             | 2029-09-14      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                     | CITIBANK NA SR UNSEC 4.914% 05-29-30                                                               | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   30375000 | PA      | $31256907.75   | 0.03%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA8687 01-01-51                                                                      | CUSIP: 3140QGUM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     273102 | PA      | $222753.92     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS3208 05-01-52                                                                      | CUSIP: 3140XJR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     742756 | PA      | $601228.16     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9911 04-01-52                                                                      | CUSIP: 3133B8AL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     159123 | PA      | $135212.31     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE5290 04-01-52                                                                      | CUSIP: 3133BE2X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     919107 | PA      | $777998.15     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                | BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 3.05% 02-15-51                                           | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7293000 | PA      | $4822474.37    | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                       | BAKER HUGHES HOLDINGS LLC SR UNSEC 4.486% 05-01-30                                                 | CUSIP: 05724BAA7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    2026000 | PA      | $2040941.75    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB4274 07-01-52                                                                      | CUSIP: 3140QPXC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4043487 | PA      | $3439123.56    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0174 01-01-52                                                                      | CUSIP: 3140XFFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     191850 | PA      | $162734.07     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 4.634% 07-03-29/28                                              | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   15000000 | PA      | $15166395.00   | 0.02%             | 2029-07-03      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 08-01-32                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   56125000 | PA      | $57670177.38   | 0.06%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 4.375% 06-18-30                                                           | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |   17000000 | PA      | $16789149.00   | 0.02%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 3.8% 01-08-26                                                             | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |   13000000 | PA      | $12999389.00   | 0.01%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2029 11-01-51                                                                      | CUSIP: 3140QMHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1210158 | PA      | $1030381.96    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC6597 09-01-51                                                                      | CUSIP: 3133ARKJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     556228 | PA      | $470848.87     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | BROWN & BROWN INC SR UNSEC 5.55% 06-23-35                                                          | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   31786000 | PA      | $32612658.50   | 0.03%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | BROWN & BROWN INC SR UNSEC 6.25% 06-23-55                                                          | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   24803000 | PA      | $25824089.90   | 0.03%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.705% 05-01-40                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $8326879.45    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.04% 05-01-27                                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1126000 | PA      | $1138016.67    | 0.00%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                    | SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51                                                       | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |     187000 | PA      | $151368.46     | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                             | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.0% 07-15-28                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4208951.80    | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.93% 05-01-60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   12187000 | PA      | $11966086.25   | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.805% 05-01-50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    9001000 | PA      | $8866714.08    | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 06-01-51                                       | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     685000 | PA      | $469801.09     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.5% 06-01-31                                        | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   33083000 | PA      | $29691000.01   | 0.03%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                       | BAKER HUGHES HOLDINGS LLC SR UNSEC 2.061% 12-15-26                                                 | CUSIP: 05724BAD1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     397000 | PA      | $390230.36     | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA 144A LIFE SR NON PREF 2.591% 01-20-28/27                                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2500000 | PA      | $2461997.50    | 0.00%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                    | SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31                                                | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    2537000 | PA      | $2306866.19    | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                                   | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    5215000 | PA      | $5123669.71    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV5370 04-01-52                                                                      | CUSIP: 3140MJ6G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     868493 | PA      | $738926.25     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE4044 06-01-52                                                                      | CUSIP: 3133BDP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     867948 | PA      | $735417.09     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                                                              | POSCO HOLDINGS INC 144A LIFE SR UNSEC 5.75% 05-07-35                                               | CUSIP: 693483AK5<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |    2000000 | PA      | $2098544.00    | 0.00%             | 2035-05-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.373% 07-21-36/35                                       | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4783000 | PA      | $4921329.14    | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH SR UNSEC 3.125% 01-15-32                                                       | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | BR        |    3000000 | PA      | $2687367.00    | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                             | SIRIUS XM RADIO LLC 144A SR UNSEC 3.875% 09-01-31                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4607945.00    | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT DIGITEL INFRASTRUCTURE PVT LTD                                           | SUMMIT DIGITEL INFRASTRUCTURE LTD 144A LIFE SR SEC 1ST LIEN 2.875% 08-12-31                        | CUSIP: 86608CAA6<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |   12355000 | PA      | $11236205.33   | 0.01%             | 2031-08-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                                              | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2745495.00    | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QE7412 08-01-52                                                                      | CUSIP: 3133BHGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      89586 | PA      | $85526.79      | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD8242 09-01-52                                                                      | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9795074 | PA      | $8685743.11    | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-I                                   | CWHEL 2006-I 2A FRN 01-15-37                                                                       | CUSIP: 12668FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     690564 | PA      | $668327.90     | 0.00%             | 2037-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC CFII_24-1                                             | CFII 2024-1A A1 144A 5.52% 05-15-36                                                                | CUSIP: 165183DE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5139976 | PA      | $5202904.52    | 0.01%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 5.2% 07-15-35                                                                | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   40834000 | PA      | $41852481.63   | 0.04%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MEXICO HOLDINGS SA DE CV                                         | BUFFALO ENERGY MEXICO HOLDINGS REG S SR SEC 1ST LIEN SF 7.875% 02-15-39                            | CUSIP: N/A<br>LEI: 254900881F7MS73FUK11       | Long             | DBT              | CORP              | MX        |   11391732 | PA      | $12512371.31   | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC6821 09-01-51                                                                      | CUSIP: 3133ARSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     371833 | PA      | $314753.88     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0926 07-01-51                                                                      | CUSIP: 3132DNA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     772834 | PA      | $657461.86     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 4.9% 08-15-35                                   | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   33009000 | PA      | $33327602.87   | 0.03%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO ENERGY CO SR SEC 1ST LIEN 4.88% 09-15-35                                                      | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   10915000 | PA      | $11024193.66   | 0.01%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_07-B                                   | CWHEL 2007-B A FRN 02-15-37                                                                        | CUSIP: 12669XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     984308 | PA      | $938311.00     | 0.00%             | 2037-02-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CNH 2024-B                                                                      | CNH 2024-B A2A 5.42% 10-15-27                                                                      | CUSIP: 18978JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     132649 | PA      | $132816.31     | 0.00%             | 2027-10-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE2352 05-01-52                                                                      | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2022997 | PA      | $1719316.70    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5759 09-01-51                                                                      | CUSIP: 3133KMMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   19568579 | PA      | $16564899.68   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNH 2024-B                                                                      | CNH 2024-B A3 5.19% 09-17-29                                                                       | CUSIP: 18978JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5727000 | PA      | $5817664.14    | 0.01%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P2                                                                   | CRVNA 2024-P2 A3 5.33% 07-10-29                                                                    | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3294130 | PA      | $3319655.93    | 0.00%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4743 08-01-52                                                                      | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     359725 | PA      | $305847.22     | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8884 03-01-52                                                                      | CUSIP: 3140MA2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     777099 | PA      | $661266.58     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM6037 02-01-51                                                                      | CUSIP: 3140X9V77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      23344 | PA      | $19143.21      | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS6474 03-01-51                                                                      | CUSIP: 3140XNFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     690482 | PA      | $559440.30     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO ENERGY CO SR SEC 1ST LIEN 5.65% 09-15-55                                                      | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    6325000 | PA      | $6306221.08    | 0.01%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.05% 10-15-32                                         | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   33500000 | PA      | $33701134.00   | 0.03%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                      | SANTANDER HOLDINGS USA INC SR UNSEC 2.49% 01-06-28/27                                              | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   10775000 | PA      | $10594012.33   | 0.01%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 2.608% 01-12-28/27                                       | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    9200000 | PA      | $9059019.20    | 0.01%             | 2028-01-12      | Variable      | 2.61%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                          | CHUBB INA HOLDINGS LLC SR UNSEC 4.9% 08-15-35                                                      | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12057216.00   | 0.01%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.45% 09-15-35                                                            | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7139000 | PA      | $7310243.19    | 0.01%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4896 02-01-54                                                                      | CUSIP: 3132DSNM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   14725599 | PA      | $15181017.93   | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9854 09-01-53                                                                      | CUSIP: 3133KR5P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   29298555 | PA      | $30475126.43   | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.15% 05-01-30                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   31776000 | PA      | $32661152.26   | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 3.25% 01-30-31                                                       | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   24747000 | PA      | $23226049.38   | 0.02%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.551% 02-04-28/27                                                   | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34436115.00   | 0.03%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 2.95% 03-15-32                                                    | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    8930000 | PA      | $8287861.56    | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4598 05-01-52                                                                      | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     108649 | PA      | $92440.05      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0799 04-01-52                                                                      | CUSIP: 3133B93G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1630441 | PA      | $1382991.01    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC SR UNSEC 2.469% 01-11-28/27                                        | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $7374262.50    | 0.01%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52                                       | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9813000 | PA      | $6530119.73    | 0.01%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 6.25% 09-15-65                                                            | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1611636.80    | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.0% 09-15-32                                                             | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   45160000 | PA      | $46110843.80   | 0.05%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MEXICO HOLDINGS SA DE CV                                         | BUFFALO ENERGY MEXICO HOLDINGS SA 144A LIFE SR SEC 1ST LIEN SF 7.875% 02-15-39                     | CUSIP: 11952AAA0<br>LEI: 254900881F7MS73FUK11 | Long             | DBT              | CORP              | MX        |     825776 | PA      | $907010.33     | 0.00%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC 144A LIFE SR UNSEC 5.625% 08-15-30                                                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    9080000 | PA      | $9269336.16    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 6.2% 09-15-55                                                             | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   45382000 | PA      | $46109382.70   | 0.05%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.85% 12-01-35                                | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   92070000 | PA      | $91887056.91   | 0.09%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD2877 12-01-51                                                                      | CUSIP: 3133B0FS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     572368 | PA      | $507744.86     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BW1128 06-01-52                                                                      | CUSIP: 3140MSHE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     497838 | PA      | $441247.57     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP SR UNSEC 2.65% 06-01-30                                                     | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    3905000 | PA      | $3676713.70    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                            | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 06-30-28                                            | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1655705.68    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD6284 01-01-54                                                                      | CUSIP: 3132DT6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5122372 | PA      | $4147456.46    | 0.00%             | 2054-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 4.0 BF0786 12-01-63                                                                         | CUSIP: 3140FX2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   24191954 | PA      | $22825374.68   | 0.02%             | 2063-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8401 02-01-54                                                                      | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9805145 | PA      | $9960311.85    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC1187 04-01-51                                                                      | CUSIP: 3133AKJ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1890949 | PA      | $1605387.31    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.676% 06-19-41/40                                                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     530000 | PA      | $391292.64     | 0.00%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.898% 07-23-31/30                                                   | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20733000 | PA      | $18630590.87   | 0.02%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5613 01-01-52                                                                      | CUSIP: 3140XMGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     916507 | PA      | $777661.11     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9515 11-01-51                                                                      | CUSIP: 3140XDSD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     919155 | PA      | $782898.71     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3354 04-01-52                                                                      | CUSIP: 3140QNWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   50184420 | PA      | $42480107.69   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1134 07-01-51                                                                      | CUSIP: 3140QLHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   32073860 | PA      | $27150811.00   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BW1732 05-01-52                                                                      | CUSIP: 3140MS4S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     817061 | PA      | $663157.85     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD2129 11-01-51                                                                      | CUSIP: 3133AYLJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     514414 | PA      | $417814.20     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                  | BP CAPITAL MARKETS AMERICA INC SR UNSEC 2.772% 11-10-50                                            | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      40000 | PA      | $24741.00      | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 4.15% 11-15-30                                                               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2011000 | PA      | $2003513.05    | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.0% 10-29-30                                             | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2413000 | PA      | $2394591.22    | 0.00%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.25% 10-29-32                                            | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6560000 | PA      | $6457959.20    | 0.01%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS6632 07-01-53                                                                      | CUSIP: 3140XNLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      51469 | PA      | $43668.25      | 0.00%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC1084 04-01-51                                                                      | CUSIP: 3133AKFZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      74209 | PA      | $63335.74      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPS 2024-C                                                                      | CPS 2024-C C 144A 5.76% 10-15-30                                                                   | CUSIP: 223920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10987000 | PA      | $11123194.85   | 0.01%             | 2030-10-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                      | CPS 2024-C B 144A 5.68% 12-15-28                                                                   | CUSIP: 223920AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3632000 | PA      | $3649172.10    | 0.00%             | 2028-12-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QC8300 10-01-51                                                                      | CUSIP: 3133ATGH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     696926 | PA      | $566487.51     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV8155 04-01-52                                                                      | CUSIP: 3140MNBZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     326089 | PA      | $264064.81     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 3.7% 03-15-52                                                     | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   15681000 | PA      | $11531619.23   | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                   | BAT INTERNATIONAL FINANCE PLC SR UNSEC 4.448% 03-16-28                                             | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1512303.00    | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 2.259% 03-25-28                                                          | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2106000 | PA      | $2027172.42    | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33                                                       | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   16815000 | PA      | $13917674.61   | 0.01%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1793 10-01-51                                                                      | CUSIP: 3140QL7F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     179234 | PA      | $151722.13     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU1062 10-01-51                                                                      | CUSIP: 3140M2FC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6482059 | PA      | $5499709.65    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS7080 02-01-52                                                                      | CUSIP: 3140XN2N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     453411 | PA      | $368227.51     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY3449 05-01-55                                                                      | CUSIP: 31426MZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     399404 | PA      | $410350.55     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32                                       | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5448000 | PA      | $4857845.40    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                    | SUN COMMUNITIES OPERATING LP SR UNSEC 4.2% 04-15-32                                                | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     541000 | PA      | $525339.67     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BU1320 02-01-52                                                                      | CUSIP: 3140M2PE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     748800 | PA      | $664262.14     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA6702 02-01-52                                                                      | CUSIP: 3133KNNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1318935 | PA      | $1168246.65    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 3.25% 08-08-31                                                            | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |   19600000 | PA      | $18131803.20   | 0.02%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.766% 01-13-33                                       | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     427000 | PA      | $455521.47     | 0.00%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.05% 07-15-33                                                           | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5372000 | PA      | $5483528.09    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.875% 09-15-29                            | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   74705000 | PA      | $82270972.99   | 0.08%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB5184 10-01-50                                                                      | CUSIP: 3133ABXM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      34333 | PA      | $29197.52      | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5126 05-01-51                                                                      | CUSIP: 3140XLVU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1580178 | PA      | $1341561.53    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3031 03-01-52                                                                      | CUSIP: 3140QNLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2194339 | PA      | $1868352.17    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0834 02-01-52                                                                      | CUSIP: 3140XF4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     271758 | PA      | $230039.34     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9335 10-01-51                                                                      | CUSIP: 3140XDLR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      73278 | PA      | $62491.71      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3346 04-01-52                                                                      | CUSIP: 3140QNWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18470169 | PA      | $14950789.06   | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS6925 12-01-51                                                                      | CUSIP: 3140XNVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      52990 | PA      | $44976.76      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS4862 10-01-51                                                                      | CUSIP: 3140XLML9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      46334 | PA      | $39522.76      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA7325 10-01-50                                                                      | CUSIP: 3140QFD71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6455261 | PA      | $5350501.44    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QE0312 04-01-52                                                                      | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1143838 | PA      | $925886.86     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.625% 10-29-35                                           | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   23684000 | PA      | $23181165.00   | 0.02%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                             | PROGRESS ENERGY INC SR UNSEC 7.0% 10-30-31                                                         | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    2978000 | PA      | $3348603.17    | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC 144A LIFE SR UNSEC 6.0% 08-15-33                                                         | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    5815000 | PA      | $5972987.74    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                  | BHP BILLITON FINANCE USA LTD SR UNSEC 5.75% 09-05-55                                               | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   20950000 | PA      | $21383287.90   | 0.02%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3465 09-01-54                                                                      | CUSIP: 3140AQZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3596133 | PA      | $3694461.90    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 7.0 CC0636 04-01-55                                                                      | CUSIP: 3140Y6V64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4999502 | PA      | $5267274.91    | 0.01%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD2861 05-01-53                                                                      | CUSIP: 3132DQFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15501350 | PA      | $15989131.26   | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX1881 12-01-54                                                                      | CUSIP: 31425WCT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2119799 | PA      | $2185033.53    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5819 09-01-55                                                                      | CUSIP: 31418FPD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      54114 | PA      | $51362.49      | 0.00%             | 2055-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SL1959 07-01-55                                                                      | CUSIP: 31427PE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   43000017 | PA      | $44690476.88   | 0.05%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                            | PETRONAS CAPITAL LTD REG S SR UNSEC 4.5% 03-18-45                                                  | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |    3000000 | PA      | $2683125.00    | 0.00%             | 2045-03-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   29772000 | PA      | $24498455.87   | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CPS 2024-C                                                                      | CPS 2024-C D 144A 6.22% 10-15-30                                                                   | CUSIP: 223920AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11898000 | PA      | $12190024.51   | 0.01%             | 2030-10-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| CPTRS 2024-1A                                                                   | CPTRS 2024-1A A2 144A 5.58% 07-20-32                                                               | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20296915 | PA      | $20682657.85   | 0.02%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8251 12-01-50                                                                      | CUSIP: 3140QGEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     301002 | PA      | $257077.91     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5275 05-01-51                                                                      | CUSIP: 3133KL2G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     767884 | PA      | $651758.17     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 6.5 ZS8948 03-01-26                                                                      | CUSIP: 3132A95H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          4 | PA      | $4.25          | 0.00%             | 2026-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 256449 10-01-26                                                                      | CUSIP: 31371MZN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2057 | PA      | $2134.41       | 0.00%             | 2026-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.625% 06-15-35                                                       | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   30000000 | PA      | $28486890.00   | 0.03%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27                                                         | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   22599000 | PA      | $22946798.61   | 0.02%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 3.187% 11-15-36                                                         | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6007000 | PA      | $5096753.28    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 3.137% 11-15-35                                                         | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2092000 | PA      | $1802343.77    | 0.00%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3869 03-01-52                                                                      | CUSIP: 3140MHJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     774475 | PA      | $626993.05     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD6139 02-01-52                                                                      | CUSIP: 3133B3ZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      59113 | PA      | $47849.61      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR8460 04-01-51                                                                      | CUSIP: 3140L7MJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     938814 | PA      | $794718.59     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM4883 03-01-50                                                                      | CUSIP: 3140X8M95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     190904 | PA      | $161886.76     | 0.00%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 6.5 ZA1940 04-01-26                                                                      | CUSIP: 31329KEM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        321 | PA      | $332.88        | 0.00%             | 2026-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 6.5 ZA1955 09-01-26                                                                      | CUSIP: 31329KE42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        347 | PA      | $360.01        | 0.00%             | 2026-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU6919 04-01-52                                                                      | CUSIP: 3140M8VM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1585594 | PA      | $1285836.00    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QE2318 03-01-52                                                                      | CUSIP: 3133BBSF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      89462 | PA      | $72575.21      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB5799 11-01-50                                                                      | CUSIP: 3133ACNQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      82126 | PA      | $69750.92      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SI2095 02-01-52                                                                      | CUSIP: 3133USKG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      36254 | PA      | $30777.91      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.0 BC1565 08-20-47                                                                           | CUSIP: 3617B4W29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1056516 | PA      | $955642.71     | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS7                                        | GSMS 17-GS7 A4 3.43% 08-10-50/07-12-27                                                             | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2963085.00    | 0.00%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | BANK OF MONTREAL SR UNSEC 4.35% 09-22-31/30                                                        | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   31492000 | PA      | $31464413.01   | 0.03%             | 2031-09-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | BANK OF MONTREAL SR UNSEC 4.062% 09-22-28/27                                                       | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     903000 | PA      | $904240.72     | 0.00%             | 2028-09-22      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QX1743 12-01-54                                                                      | CUSIP: 31425V5D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12415284 | PA      | $12457533.27   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QX2834 12-01-54                                                                      | CUSIP: 31425XEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4113182 | PA      | $4126755.51    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 6.25% 10-15-37                                                          | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    9809000 | PA      | $10262862.43   | 0.01%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 12-01-27                                          | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   18325000 | PA      | $18054669.60   | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                              | CONNECT FINCO SARL TL-B 1ST LIEN (TSFR1M+450)(FLR 0.5) FRN 09-27-29                                | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |   35000051 | PA      | $35003690.64   | 0.04%             | 2029-09-27      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                  | GRAY TELEVISION INC TL-D (TSFR3M+311.448)(FLR 0.00) FRN 12-01-28                                   | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |   24000320 | PA      | $24060320.45   | 0.02%             | 2028-12-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 AL1237 02-01-26                                                                      | CUSIP: 3138EHLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         13 | PA      | $13.27         | 0.00%             | 2026-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8341 07-01-53                                                                      | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     379607 | PA      | $380085.38     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 4.625% 03-22-33                                                          | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   33386000 | PA      | $33210155.94   | 0.03%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 4.8% 02-15-36                                                                | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   11572000 | PA      | $11423149.36   | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QX1754 12-01-54                                                                      | CUSIP: 31425V5Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21513516 | PA      | $21938816.45   | 0.02%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU5380 12-01-54                                                                      | CUSIP: 3140M66S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9579379 | PA      | $9769730.97    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QX2812 01-01-55                                                                      | CUSIP: 31425XDS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8842654 | PA      | $9019719.12    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM8197 08-01-51                                                                      | CUSIP: 3140XCDB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     633939 | PA      | $513145.91     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA3384 08-01-50                                                                      | CUSIP: 3133KJXM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2041455 | PA      | $1823837.84    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA7052 09-01-50                                                                      | CUSIP: 3140QEZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2094905 | PA      | $1872239.40    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA7467 02-01-52                                                                      | CUSIP: 3133KPJL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     630191 | PA      | $511451.11     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 ZS1566 08-01-37                                                                      | CUSIP: 3132A1W34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       1124 | PA      | $1196.05       | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS7                                        | GSMS 17-GS7 A3 3.167% 08-10-50/05-12-27                                                            | CUSIP: 36254CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     855000 | PA      | $845370.14     | 0.00%             | 2050-08-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_18-GS10                                       | GSMS 2018-GS10 AS FRN 07-10-51                                                                     | CUSIP: 36250SAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1525763 | PA      | $1477606.87    | 0.00%             | 2051-07-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-4                                               | CHAOT 2024-4A A3 144A 4.94% 07-25-29                                                               | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9354000 | PA      | $9447502.58    | 0.01%             | 2029-07-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CLARUS 2024-1A                                                                  | CLARUS 2024-1A B 144A 4.79% 08-20-32                                                               | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2324000 | PA      | $2336391.57    | 0.00%             | 2032-08-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 4.9% 02-15-38                                                                | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   19162000 | PA      | $18795105.19   | 0.02%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 3.0 ZT1449 06-01-38                                                                      | CUSIP: 3132ADTE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   32058351 | PA      | $30507752.75   | 0.03%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BP6439 07-01-50                                                                      | CUSIP: 3140KEEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      17704 | PA      | $15012.57      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR7725 04-01-51                                                                      | CUSIP: 3140L6SP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     505150 | PA      | $427617.82     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                           | MERCURY AGGREGATOR LP PIK TL-2 1ST LIEN 19% 02-03-26                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45337 | PA      | $865.94        | 0.00%             | 2026-02-03      | Variable      | 19.00%                | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3147 OD PAC PO 0.0% 04-15-36                                                                   | CUSIP: 31396NL20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     170777 | PA      | $155860.37     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4530 02-01-51                                                                      | CUSIP: 3133KLA72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     943818 | PA      | $798962.79     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS6035 06-01-51                                                                      | CUSIP: 3140XMV52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1917472 | PA      | $1625534.97    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.7% 04-01-32                                                | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1701000 | PA      | $1619838.49    | 0.00%             | 2032-04-01      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                                           | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3178000 | PA      | $3165504.10    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI6 3.0 BF0497 07-01-60                                                                         | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   39344448 | PA      | $34287977.80   | 0.03%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.5 BF0481 06-01-60                                                                         | CUSIP: 3140FXRB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   45668974 | PA      | $41962343.52   | 0.04%             | 2060-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 4.125% 01-15-49                                                         | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2657000 | PA      | $1987273.92    | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.65% 09-01-28                                  | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     263000 | PA      | $261390.70     | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BW1243 10-01-52                                                                      | CUSIP: 3140MSLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17885647 | PA      | $18223739.42   | 0.02%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 FS4563 05-01-53                                                                      | CUSIP: 3140XLB98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10306770 | PA      | $10355325.31   | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 4.15% 04-15-32                                                          | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     346000 | PA      | $338886.24     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                                           | BANK OF EAST ASIA LTD REG S SUB (H) 4.875% 04-22-32/27                                             | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | DBT              | CORP              | HK        |   12000000 | PA      | $12004788.00   | 0.01%             | 2032-04-22      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0392 01-01-52                                                                      | CUSIP: 3140XFNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20664397 | PA      | $17492494.78   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB0396 05-01-51                                                                      | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   27261871 | PA      | $23077528.18   | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A                                                                  | CLARUS 2024-1A A2 144A 4.71% 08-20-32                                                              | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4675041 | PA      | $4693418.78    | 0.00%             | 2032-08-20      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-5                                               | CHAOT 2024-5A A4 144A 4.15% 03-25-30                                                               | CUSIP: 16144QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5552000 | PA      | $5583701.92    | 0.01%             | 2030-03-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 4.926% 05-15-37                                                         | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10423000 | PA      | $10292014.16   | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2308 09-01-54                                                                      | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4013783 | PA      | $4178344.35    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2312 09-01-54                                                                      | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4240961 | PA      | $4385475.79    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB7104 09-01-53                                                                      | CUSIP: 3140QS3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31755411 | PA      | $32391217.90   | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8315 04-01-53                                                                      | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3088085 | PA      | $3082106.54    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD2716 04-01-53                                                                      | CUSIP: 3132DQAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15724180 | PA      | $15801495.48   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QI4365 04-01-54                                                                      | CUSIP: 3133WAZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1944733 | PA      | $2026024.33    | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7626 12-01-53                                                                      | CUSIP: 3140QTPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5051411 | PA      | $5315610.16    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                    | SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28                                                | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    2919000 | PA      | $2778724.54    | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FIBRA SOMA TRUST F/6185                                                         | FIBRA SOMA TRUST F REG S SR UNSEC 4.375% 07-22-31                                                  | CUSIP: N/A<br>LEI: 549300PN33H8IMG2PD83       | Long             | DBT              | CORP              | MX        |    5000000 | PA      | $4410850.00    | 0.00%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8820 03-01-52                                                                      | CUSIP: 3133B6YR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     497752 | PA      | $402908.01     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QE1586 04-01-52                                                                      | CUSIP: 3133BAXP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1017430 | PA      | $823860.07     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC SR UNSEC 3.95% 09-09-27                                                                | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $75475050.00   | 0.08%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC SR UNSEC 5.15% 10-01-27                                                       | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    8793000 | PA      | $8971999.10    | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 5.625% 05-15-54                                       | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2113539.75    | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                   | ALPHA BANK SA EUR REG S SR UNSEC (B) 5.0% 05-12-30/29                                              | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |   27109000 | PA      | $33748757.09   | 0.03%             | 2030-05-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CPS 2024-D                                                                      | CPS 2024-D B 144A 4.65% 03-15-29                                                                   | CUSIP: 22411JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8952000 | PA      | $8965777.13    | 0.01%             | 2029-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-D                                                                      | CPS 2024-D A 144A 4.91% 06-15-28                                                                   | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     827487 | PA      | $828469.77     | 0.00%             | 2028-06-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3149 MO PAC PO 0.0% 05-15-36                                                                   | CUSIP: 31396RGP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      46735 | PA      | $42162.50      | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 2001-25 ZA 6.5% 06-25-31                                                                       | CUSIP: 31359SU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     169848 | PA      | $171895.50     | 0.00%             | 2031-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5125 10-01-51                                                                      | CUSIP: 3140XLVT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16488383 | PA      | $13957515.26   | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7325 05-01-51                                                                      | CUSIP: 3140XBD72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3832048 | PA      | $3258176.02    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7426 11-01-53                                                                      | CUSIP: 3140QTHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6054058 | PA      | $6320830.44    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2625 10-01-54                                                                      | CUSIP: 3142GS4K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   51035602 | PA      | $51988487.36   | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                | AMWINS GROUP INC 144A LIFE SR SEC 1ST LIEN 6.375% 02-15-29                                         | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   11890000 | PA      | $12235249.93   | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC SR UNSEC 4.9% 02-26-31                                                     | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   41711000 | PA      | $43184774.76   | 0.04%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1066 07-01-51                                                                      | CUSIP: 3140QLFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27499 | PA      | $23443.72      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM5994 02-01-51                                                                      | CUSIP: 3140X9UU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      17122 | PA      | $14494.28      | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA5652 12-20-48                                                                           | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1576575 | PA      | $1562878.11    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA5594 11-20-48                                                                           | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1818063 | PA      | $1684982.48    | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ6356 11-01-50                                                                      | CUSIP: 3140KSB22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1187469 | PA      | $961927.91     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM6332 02-01-51                                                                      | CUSIP: 3140XABA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     544573 | PA      | $440807.82     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2JM 5.0 MA5755 02-20-49                                                                           | CUSIP: 36179UMC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114223 | PA      | $113531.82     | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2JM 4.5 MA5754 02-20-49                                                                           | CUSIP: 36179UMB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24470 | PA      | $24027.98      | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2927 02-01-52                                                                      | CUSIP: 3140QNHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10920670 | PA      | $8839801.99    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD4071 03-01-52                                                                      | CUSIP: 3132E0QY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2000000 | PA      | $1618911.81    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 MB0485 07-20-55                                                                           | CUSIP: 3618N5RF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17071874 | PA      | $17254662.20   | 0.02%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 MB0147 01-20-55                                                                           | CUSIP: 3618N5EV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20794096 | PA      | $21031834.83   | 0.02%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC SR UNSEC 4.5% 04-15-53                                                                 | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    6632000 | PA      | $5869273.58    | 0.01%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.389% 04-24-34/33                                                       | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $36426110.00   | 0.04%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34                                                     | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   20300000 | PA      | $21017239.60   | 0.02%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 4.95% 03-15-31                                                                 | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14480788.00   | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.35% 03-15-44                                                                 | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3584360.13    | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   38271000 | PA      | $37239328.65   | 0.04%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2622 10-01-54                                                                      | CUSIP: 3142GS4G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      57781 | PA      | $59054.91      | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD6328 09-01-54                                                                      | CUSIP: 3132DUA56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7713842 | PA      | $7895117.59    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-11INV                                           | FSMT 2021-11IN A2 144A FRN 11-25-51                                                                | CUSIP: 33851TAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2170325 | PA      | $1897940.51    | 0.00%             | 2051-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM9632 11-01-51                                                                      | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12989396 | PA      | $11668050.13   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB7061 12-01-50                                                                      | CUSIP: 3133ADZ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     906683 | PA      | $735033.30     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD1403 01-01-52                                                                      | CUSIP: 3132DNRY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1699894 | PA      | $1375989.28    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM9631 11-01-51                                                                      | CUSIP: 3140XDVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5672583 | PA      | $5114225.15    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM6548 03-01-51                                                                      | CUSIP: 3140XAH21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6600329 | PA      | $5463877.68    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8299 02-01-53                                                                      | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17629830 | PA      | $17662973.70   | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS0354 12-01-51                                                                      | CUSIP: 3140XFMC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     629966 | PA      | $511480.89     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR7693 04-01-51                                                                      | CUSIP: 3140L6RP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     838905 | PA      | $679057.88     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS9001 09-01-54                                                                      | CUSIP: 3140XRAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       7965 | PA      | $8161.16       | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD6496 06-01-52                                                                      | CUSIP: 3132DUGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   24798924 | PA      | $20135660.14   | 0.02%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8329 06-01-53                                                                      | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8560287 | PA      | $8573290.40    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BO9414 06-01-53                                                                      | CUSIP: 3140K5N86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3961403 | PA      | $4078287.75    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS9374 10-01-54                                                                      | CUSIP: 3140XRMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   24984377 | PA      | $26091959.46   | 0.03%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6733 10-01-54                                                                      | CUSIP: 3132DUPS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   37850105 | PA      | $39436327.53   | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6913 02-01-52                                                                      | CUSIP: 3133KNVE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3524326 | PA      | $2853699.51    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS9189 05-01-52                                                                      | CUSIP: 3140XRF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17410613 | PA      | $14147602.66   | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC SR UNSEC 4.054% 03-15-29                                                  | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3511127.50    | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.557% 07-25-34/33                                                       | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1038000 | PA      | $1088833.97    | 0.00%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA5818 03-20-49                                                                           | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1385875 | PA      | $1373553.62    | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 004636 02-20-40                                                                           | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     602173 | PA      | $606849.08     | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BW5278 04-01-53                                                                      | CUSIP: 3140MW2L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1413675 | PA      | $1454108.84    | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5073 07-01-53                                                                      | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4159993 | PA      | $4282126.70    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                                 | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  110921000 | PA      | $114029228.26  | 0.12%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC SR UNSEC 5.15% 03-01-29                                                      | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22500000 | PA      | $23155110.00   | 0.02%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GC38                                       | GSMS 19-GC38 A4 3.968% 02-10-52/01-12-29                                                           | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     255000 | PA      | $251056.68     | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA5263 06-20-48                                                                           | CUSIP: 36179TZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1452219 | PA      | $1348098.15    | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB7053 12-01-50                                                                      | CUSIP: 3133ADZS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     686096 | PA      | $555364.67     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU8256 02-01-52                                                                      | CUSIP: 3140MAE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     632768 | PA      | $512328.63     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6973 03-01-52                                                                      | CUSIP: 3133KNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     929441 | PA      | $753191.90     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8010 03-01-52                                                                      | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     898824 | PA      | $727558.10     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BX5666 01-01-53                                                                      | CUSIP: 3140NAJL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     245005 | PA      | $252406.93     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.0 MA4908 01-01-43                                                                      | CUSIP: 31418EN22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      36462 | PA      | $37596.67      | 0.00%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3257 PA PACS 5.5% 12-15-36                                                                     | CUSIP: 31397EF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    1515960 | PA      | $1584656.09    | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 2122 QM 6.25% 02-15-29                                                                         | CUSIP: 3133TJD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      83934 | PA      | $85096.52      | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.574% 07-25-29/28                                                       | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12580000 | PA      | $13037194.94   | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 6.303% 10-23-29/28                                                       | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21137400.00   | 0.02%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA5527 10-20-48                                                                           | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1148598 | PA      | $1064877.74    | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA5019 02-20-48                                                                           | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184261 | PA      | $171021.85     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BT7309 09-01-51                                                                      | CUSIP: 3140LWDP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4272861 | PA      | $3458693.35    | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD9124 02-01-52                                                                      | CUSIP: 3133B7D54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     996745 | PA      | $806820.83     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0734 10-01-51                                                                      | CUSIP: 3132DMY74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21771923 | PA      | $19635226.29   | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB1304 08-01-51                                                                      | CUSIP: 3140QLNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16504784 | PA      | $14619112.02   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0813 01-01-52                                                                      | CUSIP: 3132DM3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   35342578 | PA      | $31849529.99   | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3080 02-01-52                                                                      | CUSIP: 3140MGM65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   51433163 | PA      | $41641317.19   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QF0977 09-01-52                                                                      | CUSIP: 3133BNCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     244805 | PA      | $198215.09     | 0.00%             | 2052-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3076 02-01-52                                                                      | CUSIP: 3140MGM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   99251928 | PA      | $80361010.69   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 MORTGAGE TRUST                                                     | F1VE 2023-V1 A3 FRN 02-10-56                                                                       | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1520000 | PA      | $1558811.68    | 0.00%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QE5301 05-01-52                                                                      | CUSIP: 3133BE3J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     533167 | PA      | $494412.93     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BU7425 01-01-52                                                                      | CUSIP: 3140M9HB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     353861 | PA      | $328140.57     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QD9030 03-01-52                                                                      | CUSIP: 3133B7A73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     642089 | PA      | $596423.85     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BT4537 09-01-51                                                                      | CUSIP: 3140LTBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     313102 | PA      | $290509.35     | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QE5589 05-01-52                                                                      | CUSIP: 3133BFF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     643511 | PA      | $597077.23     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BU7294 02-01-52                                                                      | CUSIP: 3140M9C88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      30769 | PA      | $28541.02      | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q44689 12-01-46                                                                          | CUSIP: 3132WJF71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     341928 | PA      | $337258.24     | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA2833 12-01-46                                                                      | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      29363 | PA      | $26697.24      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 6.491% 10-23-34/33                                                       | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1056000 | PA      | $1169551.68    | 0.00%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.198% 01-23-30/29                                                       | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   37105000 | PA      | $38219893.94   | 0.04%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BC9077 12-01-46                                                                      | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13022010 | PA      | $12309224.32   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K060                             | FHMS K060 A2 (MF) 3.3% 10-25-26                                                                    | CUSIP: 3137BTAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     400000 | PA      | $397688.40     | 0.00%             | 2026-10-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC SR UNSEC 5.3% 03-01-31                                                       | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4694440.50    | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC SR UNSEC 5.45% 03-01-34                                                      | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24101000 | PA      | $25054170.45   | 0.03%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS9004 09-01-54                                                                      | CUSIP: 3140XRAE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10542232 | PA      | $10885329.10   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 BU5049 10-01-54                                                                      | CUSIP: 3140M6TF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2727639 | PA      | $2864247.06    | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF8331 02-01-53                                                                      | CUSIP: 3133BWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     424013 | PA      | $431520.63     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF8462 03-01-53                                                                      | CUSIP: 3133BWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17859718 | PA      | $18172727.52   | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGTW 3.0 C91917 02-01-37                                                                           | CUSIP: 3128P8DW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     299152 | PA      | $285105.36     | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 3.0 MA2897 02-01-37                                                                      | CUSIP: 31418CGF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10455988 | PA      | $9988824.67    | 0.01%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.5 MB0205 02-20-55                                                                           | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2245182 | PA      | $2271071.00    | 0.00%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM8                                                                   | OBX 2025-NQM8 A1 144A 5.472% 03-25-65                                                              | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-CBDO         | CORP              | US        |    4538573 | PA      | $4580083.16    | 0.00%             | 2065-03-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ5370 10-01-54                                                                      | CUSIP: 3133CV6F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7733261 | PA      | $8004335.28    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD6578 09-01-54                                                                      | CUSIP: 3132DUJX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   33158342 | PA      | $34505400.15   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS3056 10-01-52                                                                      | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   86898720 | PA      | $70580270.08   | 0.07%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA6409 07-01-50                                                                      | CUSIP: 3140QEDP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      72468 | PA      | $61452.11      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 5.5% 03-15-34                                                             | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    4704000 | PA      | $4859424.86    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 5.6% 04-15-35                                                             | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    5840000 | PA      | $6052967.28    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC SR UNSEC 5.75% 03-01-54                                                      | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10789000 | PA      | $10742262.05   | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                    | AES ANDES SA 144A LIFE SR UNSEC 6.3% 03-15-29                                                      | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    7753000 | PA      | $8031007.07    | 0.01%             | 2029-03-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM14                                                                  | OBX 2025-NQM14 A1A 144A 5.162% 07-25-65                                                            | CUSIP: 673924AA4<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-CBDO         | CORP              | US        |   11264910 | PA      | $11326438.51   | 0.01%             | 2065-07-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM16                                                                  | OBX 2025-NQM16 A1A 144A 4.905% 08-25-65                                                            | CUSIP: 67122DAA1<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-CBDO         | CORP              | US        |   29645441 | PA      | $29696045.41   | 0.03%             | 2065-08-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                                              | XIAOMI BEST TIME INTERNATIONAL LTD REG S SR UNSEC 3.375% 04-29-30                                  | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |    2165000 | PA      | $2084957.79    | 0.00%             | 2030-04-29      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                                              | XIAOMI BEST TIME INTERNATIONAL LTD REG S SR UNSEC 4.1% 07-14-51                                    | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |    5000000 | PA      | $4000210.00    | 0.00%             | 2051-07-14      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG4632 06-01-53                                                                      | CUSIP: 3133C5ED9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13017812 | PA      | $13244022.49   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX8514 03-01-53                                                                      | CUSIP: 3140NDN86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1639516 | PA      | $1674247.60    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM18                                                                  | OBX 2025-NQM18 A1A 144A 5.057% 09-25-65                                                            | CUSIP: 673918AA6<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-CBDO         | CORP              | US        |   14464610 | PA      | $14532015.11   | 0.01%             | 2065-09-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| OBX 2023-NQM3                                                                   | OBX 2023-NQM3 A1 144A 5.94871% 02-25-63                                                            | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2427917 | PA      | $2429245.12    | 0.00%             | 2063-02-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N3                                      | CRVNA 2024-N3 A3 144A 4.53% 01-10-29                                                               | CUSIP: 14687WAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1982000 | PA      | $1986138.42    | 0.00%             | 2029-01-10      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N3                                      | CRVNA 2024-N3 B 144A 4.67% 12-10-30                                                                | CUSIP: 14687WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2009252.00    | 0.00%             | 2030-12-10      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF MA5332 07-20-48                                                                               | CUSIP: 36179T4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26991 | PA      | $27374.29      | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA6041 07-20-49                                                                           | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225268 | PA      | $222713.17     | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 3.0 MA2866 01-01-37                                                                      | CUSIP: 31418CFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5896452 | PA      | $5620769.45    | 0.01%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 3.0 AS8554 12-01-36                                                                      | CUSIP: 3138WJQG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     600766 | PA      | $572140.52     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-1A                                                                   | CAALT 2024-1A A 144A 5.68% 03-15-34                                                                | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2017942.00    | 0.00%             | 2034-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                   | CLAST 2025-1A B 144A 6.504% 02-15-50                                                               | CUSIP: 14856VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13871915 | PA      | $14068632.33   | 0.01%             | 2050-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                           | FREEPORT INDONESIA PT REG S SR UNSEC 6.2% 04-14-52                                                 | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    3700000 | PA      | $3771228.70    | 0.00%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE                | FIEMEX ENERGIA BANCO ACTINVE S 144A LIFE SR UNSEC SF 7.25% 01-31-41                                | CUSIP: 05974EAA8<br>LEI: 4469000001BLWI4LQJ08 | Long             | DBT              | CORP              | MX        |   12029712 | PA      | $12664640.34   | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                    | AEP TRANSMISSION CO LLC SR UNSEC 5.15% 04-01-34                                                    | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   11675000 | PA      | $11929701.80   | 0.01%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.0% 06-15-34                                          | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1550827.50    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QG4096 06-01-53                                                                      | CUSIP: 3133C4RR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     459887 | PA      | $473450.03     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX6633 01-01-53                                                                      | CUSIP: 3140NBLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     269069 | PA      | $273800.63     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 MA6042 07-20-49                                                                           | CUSIP: 36179UWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53748 | PA      | $54758.11      | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MA6156 09-20-49                                                                           | CUSIP: 36179UZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1359684 | PA      | $1343166.61    | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.125% 01-22-29                                              | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |  365770000 | PA      | $20975647.61   | 0.02%             | 2029-01-22      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 144A LIFE SR UNSEC 5.871% 03-28-35/34                                                | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   12575000 | PA      | $13296201.40   | 0.01%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                   | CLAST 2025-1A A 144A 5.783% 02-15-50                                                               | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30231839 | PA      | $30757993.84   | 0.03%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CCG 2025-1                                                                      | CCG 2025-1 B 144A 4.69% 10-14-32                                                                   | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $912067.20     | 0.00%             | 2032-10-14      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6531 09-01-54                                                                      | CUSIP: 3132DUHG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21672861 | PA      | $22805527.78   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QI2664 04-01-54                                                                      | CUSIP: 3133W85Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5350740 | PA      | $5570960.76    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA5817 03-20-49                                                                           | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8000312 | PA      | $7671971.15    | 0.01%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSMS 2020-GC45                                                                  | GSMS 20-GC45 A5 2.9106% 02-13-53/12-14-29                                                          | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     174000 | PA      | $164025.80     | 0.00%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINANCIAL INC SR UNSEC 6.184% 07-26-35/34                                                     | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2592407.50    | 0.00%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                           | ACCENTURE CAPITAL INC SR UNSEC 4.25% 10-04-31                                                      | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11013057.00   | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BU8481 12-01-51                                                                      | CUSIP: 3140MAM76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      23626 | PA      | $21908.92      | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BV0783 01-01-52                                                                      | CUSIP: 3140MD2R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     816262 | PA      | $764530.19     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNH 2025-A                                                                      | CNH 2025-A A3 4.36% 08-15-30                                                                       | CUSIP: 12674BAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1680000 | PA      | $1699068.00    | 0.00%             | 2030-08-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| CPS 2025-B                                                                      | CPS 2025-B C 144A 5.12% 07-15-31                                                                   | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5257000 | PA      | $5306415.80    | 0.01%             | 2031-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-B                                                                      | CPS 2025-B B 144A 4.79% 11-15-29                                                                   | CUSIP: 12630SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2572000 | PA      | $2585274.09    | 0.00%             | 2029-11-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-B                                                                      | CPS 2025-B A 144A 4.74% 02-15-29                                                                   | CUSIP: 12630SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2760716 | PA      | $2768327.37    | 0.00%             | 2029-02-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                       | SMB 2021-A APT2 144A 1.07% 01-15-53                                                                | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2914210 | PA      | $2671424.65    | 0.00%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                  | CLIF 2021-1A A 144A 1.64% 02-18-46                                                                 | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6711486 | PA      | $6255910.54    | 0.01%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                  | CLIF 2021-1A B 144A 2.38% 02-18-46                                                                 | CUSIP: 12565KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     721737 | PA      | $671802.63     | 0.00%             | 2046-02-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_20-12                                                    | TRNTS 2020-12A B1R2 CLO 144A FRN 04-25-33                                                          | CUSIP: 89641GBA9<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | US        |    1318000 | PA      | $1318764.44    | 0.00%             | 2033-04-25      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM19                                                                  | OBX 2025-NQM19 A1 144A FRN 10-25-65                                                                | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-CBDO         | CORP              | US        |   22128830 | PA      | $22183488.63   | 0.02%             | 2065-10-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                                             | PRKCM 2021-AFC2 A1 144A FRN 11-25-56                                                               | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6690472 | PA      | $6006318.09    | 0.01%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QD8208 03-01-52                                                                      | CUSIP: 3133B6DM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      34050 | PA      | $31654.19      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BU1498 10-01-51                                                                      | CUSIP: 3140M2UY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     302098 | PA      | $280140.06     | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                           | ACCENTURE CAPITAL INC SR UNSEC 4.5% 10-04-34                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   11394000 | PA      | $11241662.22   | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 5.375% 11-15-54                                                             | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     842000 | PA      | $819302.21     | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS3550 01-01-51                                                                      | CUSIP: 3140XJ5L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      40489 | PA      | $34324.51      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD3415 03-01-52                                                                      | CUSIP: 3132DQYL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     230093 | PA      | $195862.60     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_20-12                                                    | TRNTS 2020-12A A1R2 CLO 144A FRN 04-25-33                                                          | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | US        |   13277570 | PA      | $13291777.01   | 0.01%             | 2033-04-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_20-12                                                    | TRNTS 2020-12A CR2 CLO 144A FRN 04-25-33                                                           | CUSIP: 89641GBC5<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | US        |     818000 | PA      | $818670.76     | 0.00%             | 2033-04-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BU3013 11-01-51                                                                      | CUSIP: 3140M4K31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     390578 | PA      | $363333.26     | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QE7987 08-01-52                                                                      | CUSIP: 3133BH2U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     171855 | PA      | $175283.72     | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA4919 02-01-53                                                                      | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   38513477 | PA      | $39106469.01   | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA4916 02-01-53                                                                      | CUSIP: 31418EPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     138288 | PA      | $131987.56     | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3286 JN PAC 5.5% 02-15-37                                                                      | CUSIP: 31397G3H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    1082502 | PA      | $1129252.00    | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 3.0 AS8355 11-01-36                                                                      | CUSIP: 3138WJH92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5009520 | PA      | $4775534.88    | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO SR UNSEC 3.25% 02-12-32                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    3737000 | PA      | $3294516.78    | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.875% 12-04-51                                           | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   15570000 | PA      | $9938471.13    | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHARM FRN 760014 08-01-45                                                                          | CUSIP: 31342WAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1342988 | PA      | $1345886.55    | 0.00%             | 2045-08-01      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3318 JT PAC 5.5% 05-15-37                                                                      | CUSIP: 31397HDZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     641640 | PA      | $669446.75     | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT                                                   | INDONESIA ASAHAN ALUMINIUM PT REG S SR UNSEC 5.8% 05-15-50                                         | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |    1500000 | PA      | $1470598.50    | 0.00%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                           | DC 2023-DC C 144A FRN 09-12-40                                                                     | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6119000 | PA      | $6336297.93    | 0.01%             | 2040-09-12      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNIONP 6.0 913966 02-01-37                                                                         | CUSIP: 31411SMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1448 | PA      | $1511.52       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8129 02-01-51                                                                      | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     140369 | PA      | $119998.99     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DURST 2025-151                                                                  | DURST 2025-151 A 144A FRN 08-10-42                                                                 | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27401000 | PA      | $27979791.32   | 0.03%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                            | ELM 2024-ELM A15 144A FRN 06-10-39                                                                 | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10124000 | PA      | $10183903.71   | 0.01%             | 2039-06-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD3859 09-01-53                                                                      | CUSIP: 3132E0JC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   14502825 | PA      | $15250083.48   | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU5165 11-01-54                                                                      | CUSIP: 3140M6W33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17897952 | PA      | $18230692.68   | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                            | ELM 2024-ELM A10 144A FRN 06-10-39                                                                 | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7008000 | PA      | $7049466.34    | 0.01%             | 2039-06-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                            | ESA 2025-ESH A 144A FRN 10-15-42                                                                   | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22890000 | PA      | $22956701.46   | 0.02%             | 2042-10-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD1961 12-01-52                                                                      | CUSIP: 3132DPFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6232825 | PA      | $6334339.25    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX2476 12-01-52                                                                      | CUSIP: 3140N6XE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5652923 | PA      | $5753234.49    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29                                                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   63900000 | PA      | $60076096.20   | 0.06%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                  | GRAY MEDIA INC 144A LIFE SR SEC 1ST LIEN 10.5% 07-15-29                                            | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    7650000 | PA      | $8239784.40    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                            | ESA 2025-ESH D 144A FRN 10-15-42                                                                   | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6120000 | PA      | $6173623.44    | 0.01%             | 2042-10-15      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                            | ESA 2025-ESH B 144A FRN 10-15-42                                                                   | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5070000 | PA      | $5086330.47    | 0.01%             | 2042-10-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY0003 04-01-53                                                                      | CUSIP: 3140NGAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5975023 | PA      | $6097827.41    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX9116 04-01-53                                                                      | CUSIP: 3140NEDW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     784788 | PA      | $798301.58     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF7852 02-01-53                                                                      | CUSIP: 3133BVWM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1701241 | PA      | $1620398.08    | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX6216 02-01-53                                                                      | CUSIP: 3140NA4A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     501754 | PA      | $511022.98     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3916 09-01-53                                                                      | CUSIP: 3132E0K50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10675732 | PA      | $11080961.57   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8507 05-01-54                                                                      | CUSIP: 3140QUNZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20324636 | PA      | $21360948.94   | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.049% 07-23-30/29                                                | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   35243000 | PA      | $36118400.88   | 0.04%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.33% 07-23-35/34                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   42375000 | PA      | $43553406.38   | 0.04%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0185 12-01-49                                                                      | CUSIP: 3132DMF26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3702790 | PA      | $3340453.67    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CA0854 12-01-47                                                                      | CUSIP: 3140Q75Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10166485 | PA      | $9583162.24    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 QA5125 12-01-49                                                                      | CUSIP: 31346YVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17330710 | PA      | $16365961.13   | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CA4802 12-01-49                                                                      | CUSIP: 3140QCKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17749626 | PA      | $16644197.50   | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 5.0% 01-15-35                                                               | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1506000 | PA      | $1537341.37    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 4.5% 05-02-43                                                            | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85561.90      | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB1368 07-01-50                                                                      | CUSIP: 3133A7QV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   30685642 | PA      | $26555047.51   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM4256 09-01-50                                                                      | CUSIP: 3140X7WS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25462509 | PA      | $22035026.52   | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AH9479 04-01-41                                                                      | CUSIP: 3138ABQ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27402 | PA      | $28194.71      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4493 12-01-51                                                                      | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2061228 | PA      | $1756304.78    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG5097 06-01-53                                                                      | CUSIP: 3133C5UW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6819702 | PA      | $6941665.35    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG3382 05-01-53                                                                      | CUSIP: 3133C3XK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5660704 | PA      | $5763768.86    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1792 06-01-54                                                                      | CUSIP: 3142GR7E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   31559676 | PA      | $33239502.90   | 0.03%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1535 05-01-54                                                                      | CUSIP: 3142GRV56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12979790 | PA      | $13641603.70   | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                            | ESA 2025-ESH C 144A FRN 10-15-42                                                                   | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3520000 | PA      | $3532224.96    | 0.00%             | 2042-10-15      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNW 2002-W3 A5 7.5% 11-25-41                                                                       | CUSIP: 31392CT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     377522 | PA      | $396637.71     | 0.00%             | 2041-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 CA4021 08-01-49                                                                      | CUSIP: 3140QBPF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19120311 | PA      | $17890970.60   | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q51622 10-01-47                                                                          | CUSIP: 3132XTYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     837289 | PA      | $780381.86     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6965 04-01-51                                                                      | CUSIP: 3140XAW32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2109327 | PA      | $1789496.07    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BP5576 06-01-50                                                                      | CUSIP: 3140KDFS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     162724 | PA      | $137988.31     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5498 10-01-54                                                                      | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6642586 | PA      | $6824686.34    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5034 02-01-52                                                                      | CUSIP: 3140XLSY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2022872 | PA      | $1716643.94    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD7219 02-01-52                                                                      | CUSIP: 3133B5AU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     840327 | PA      | $712440.48     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FP0015 09-01-50                                                                      | CUSIP: 3140XTAR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     178013 | PA      | $150912.42     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 Q47615 04-01-47                                                                          | CUSIP: 3132WMN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     832416 | PA      | $776762.07     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AT3954 04-01-43                                                                      | CUSIP: 3138WRMC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      78096 | PA      | $74672.28      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF7144 02-01-53                                                                      | CUSIP: 3133BU5D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4582610 | PA      | $4663043.54    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX9431 03-01-53                                                                      | CUSIP: 3140NEPR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1407454 | PA      | $1436056.32    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU5166 10-01-54                                                                      | CUSIP: 3140M6W41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12280201 | PA      | $12659658.79   | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA8309 12-01-52                                                                      | CUSIP: 3133KQGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8345706 | PA      | $8685467.78    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                  | PROG 2022-SFR3 A 144A 3.2% 04-17-39                                                                | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6926020 | PA      | $6833010.10    | 0.01%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR1                                         | PROG 2024-SFR1 A 144A 3.35% 02-17-41                                                               | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17104401 | PA      | $16604935.50   | 0.02%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS QA1885 08-01-49                                                                          | CUSIP: 31334YCW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3618901 | PA      | $3407488.47    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA5338 03-01-50                                                                      | CUSIP: 3140QC4Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10143206 | PA      | $9024866.48    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF7483 02-01-53                                                                      | CUSIP: 3133BVJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     705628 | PA      | $718067.85     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF7774 02-01-53                                                                      | CUSIP: 3133BVT70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3772692 | PA      | $3841423.18    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5530 11-01-54                                                                      | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   79831969 | PA      | $79706233.84   | 0.08%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB9432 11-01-54                                                                      | CUSIP: 3140QVPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31029309 | PA      | $32034037.77   | 0.03%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA2319 03-01-50                                                                      | CUSIP: 3133KHSG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15847023 | PA      | $14195969.51   | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD7517 05-01-50                                                                      | CUSIP: 3132DVK61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   23093288 | PA      | $20876401.18   | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB9523 11-01-54                                                                      | CUSIP: 3140QVSM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   49102558 | PA      | $51415435.56   | 0.05%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RJ2851 11-01-54                                                                      | CUSIP: 3142GTEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12360326 | PA      | $12078535.72   | 0.01%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.0 A87873 08-01-39                                                                          | CUSIP: 312934XA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1505873 | PA      | $1544187.24    | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 4.5 MA3539 12-01-38                                                                      | CUSIP: 31418C4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      22759 | PA      | $23061.21      | 0.00%             | 2038-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2860 11-01-54                                                                      | CUSIP: 3142GTFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   18685011 | PA      | $18667633.73   | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2917 11-01-54                                                                      | CUSIP: 3142GTG34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4130617 | PA      | $4195508.68    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | ARTHUR J GALLAGHER & CO SR UNSEC 5.0% 02-15-32                                                     | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2046058.00    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | ARTHUR J GALLAGHER & CO SR UNSEC 4.85% 12-15-29                                                    | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   25500000 | PA      | $26110291.50   | 0.03%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RJ2850 11-01-54                                                                      | CUSIP: 3142GTEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21028535 | PA      | $20663332.43   | 0.02%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2913 11-01-54                                                                      | CUSIP: 3142GTGX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   25464159 | PA      | $25884775.60   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | ARTHUR J GALLAGHER & CO SR UNSEC 5.15% 02-15-35                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $31344472.00   | 0.03%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | ARTHUR J GALLAGHER & CO SR UNSEC 5.55% 02-15-55                                                    | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   13891000 | PA      | $13344041.88   | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNW 2002-W7 A5 7.5% 02-25-29                                                                       | CUSIP: 31392DD74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      35374 | PA      | $37922.37      | 0.00%             | 2029-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC G60344 12-01-45                                                                              | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7938581 | PA      | $7733424.29    | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV5355 04-01-52                                                                      | CUSIP: 3140MJ5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     896313 | PA      | $762875.08     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV3022 02-01-52                                                                      | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     578443 | PA      | $468347.21     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA4942 03-01-53                                                                      | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7671240 | PA      | $7910291.22    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 RB0544 06-01-41                                                                      | CUSIP: 3133KTS92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   22334631 | PA      | $19487322.55   | 0.02%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 4.2% 12-06-47                                                   | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |    6300000 | PA      | $5228105.40    | 0.01%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 4.4% 12-06-57                                                   | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |    1500000 | PA      | $1250428.50    | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 SC0149 03-01-41                                                                      | CUSIP: 3132D9EW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   14552486 | PA      | $12604227.91   | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA4980 04-01-53                                                                      | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   47364260 | PA      | $48882521.61   | 0.05%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AS6348 12-01-45                                                                      | CUSIP: 3138WGBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2301249 | PA      | $2232190.40    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AZ7366 11-01-45                                                                      | CUSIP: 3140E0FG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13097358 | PA      | $12706362.16   | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 889982 11-01-38                                                                      | CUSIP: 31410KXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      11339 | PA      | $11837.93      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4237 01-01-51                                                                      | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   39060636 | PA      | $31900508.68   | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ5733 10-01-54                                                                      | CUSIP: 3133CWLN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      25457 | PA      | $26170.13      | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8476 11-01-54                                                                      | CUSIP: 3132DWMZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      30608 | PA      | $31447.57      | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5011 05-01-53                                                                      | CUSIP: 31418ER93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  254869416 | PA      | $263116990.63  | 0.27%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS1057 08-01-51                                                                      | CUSIP: 3140XGE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     594212 | PA      | $507370.89     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4255 02-01-51                                                                      | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8003089 | PA      | $6531056.64    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD2880 10-01-51                                                                      | CUSIP: 3132DQFV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15135817 | PA      | $13511728.98   | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8325 05-01-53                                                                      | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   90625279 | PA      | $93415812.10   | 0.09%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4407 08-01-41                                                                      | CUSIP: 31418D3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  144610401 | PA      | $126020010.59  | 0.13%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 4.0% 12-06-37                                                   | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |    4000000 | PA      | $3680128.00    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 4.3% 02-15-30                                                                    | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   49083000 | PA      | $49164183.28   | 0.05%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR6                                         | PROG 2021-SFR6 A 144A 1.524% 07-17-38                                                              | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4870950 | PA      | $4809702.97    | 0.00%             | 2038-07-17      | Fixed         | 1.52%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                  | PROG 2024-SFR2 D 144A FRN 04-17-41                                                                 | CUSIP: 74290XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6434000 | PA      | $6106013.98    | 0.01%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS4628 10-01-51                                                                      | CUSIP: 3140XLEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7300062 | PA      | $6518802.18    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 SC0148 07-01-41                                                                      | CUSIP: 3132D9EV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   63073880 | PA      | $54500626.20   | 0.06%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 FM7690 07-01-41                                                                      | CUSIP: 3140XBRL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19256001 | PA      | $16854218.90   | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 SC0175 09-01-41                                                                      | CUSIP: 3132D9FQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17079526 | PA      | $14944140.80   | 0.02%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 FM8120 08-01-41                                                                      | CUSIP: 3140XCAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18272428 | PA      | $15981266.18   | 0.02%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 SC0169 06-01-41                                                                      | CUSIP: 3132D9FJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8993199 | PA      | $7862160.36    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                  | PROG 2024-SFR2 B 144A FRN 04-17-41                                                                 | CUSIP: 74290XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3969000 | PA      | $3819519.52    | 0.00%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                  | PROG 2024-SFR2 A 144A 3.3% 04-17-41                                                                | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15313986 | PA      | $14793356.74   | 0.02%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2922 11-01-54                                                                      | CUSIP: 3142GTG83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8790834 | PA      | $9046005.40    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8493 12-01-54                                                                      | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6183458 | PA      | $6274676.11    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 AL8421 01-01-44                                                                      | CUSIP: 3138ETLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9854076 | PA      | $9405922.63    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AH0007 12-01-40                                                                      | CUSIP: 3138A1AH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1292835 | PA      | $1266310.06    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV4170 03-01-52                                                                      | CUSIP: 3140MHT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3980701 | PA      | $3389363.72    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4492 12-01-51                                                                      | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1567933 | PA      | $1273499.06    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ1440 08-01-54                                                                      | CUSIP: 3133CRS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     468912 | PA      | $482742.32     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB5838 11-01-50                                                                      | CUSIP: 3133ACPX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     122569 | PA      | $104086.36     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX8556 04-01-53                                                                      | CUSIP: 3140NDQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1714873 | PA      | $1745104.74    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD0537 03-01-51                                                                      | CUSIP: 3132DMS22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     135644 | PA      | $109901.40     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV4133 03-01-52                                                                      | CUSIP: 3140MHSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16886742 | PA      | $14323942.69   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA5155 05-01-51                                                                      | CUSIP: 3133KLWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2902440 | PA      | $2349397.41    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR0772 01-01-51                                                                      | CUSIP: 3140KX2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      76414 | PA      | $61900.03      | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS6031 06-01-52                                                                      | CUSIP: 3140XMVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3903366 | PA      | $3159602.88    | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8432 05-01-54                                                                      | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6018426 | PA      | $6182981.57    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 MA4568 03-01-37                                                                      | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     338991 | PA      | $321090.67     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM6764 03-01-51                                                                      | CUSIP: 3140XAQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   37575287 | PA      | $31808081.79   | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS6479 01-01-52                                                                      | CUSIP: 3140XNFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     705067 | PA      | $597721.16     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER CO INC SR UNSEC 4.3% 12-01-28                                              | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   31133000 | PA      | $31364536.12   | 0.03%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.45% 01-23-39                                         | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10363600.00   | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD3478 04-01-52                                                                      | CUSIP: 3132DQ2K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     968476 | PA      | $819819.97     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU0070 10-01-51                                                                      | CUSIP: 3140M1CG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     601802 | PA      | $512712.11     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 CB2247 11-01-36                                                                      | CUSIP: 3140QMP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2676825 | PA      | $2535240.02    | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 MA4665 07-01-37                                                                      | CUSIP: 31418EFF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     600109 | PA      | $567994.72     | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AH6099 03-01-41                                                                      | CUSIP: 3138A7X52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     887072 | PA      | $912720.12     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5286 05-01-51                                                                      | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      19982 | PA      | $16932.64      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROG 2024-SFR3                                                                  | PROG 2024-SFR3 A 144A 3.0% 06-17-41                                                                | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7004337 | PA      | $6689022.77    | 0.01%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                                         | PROG 2024-SFR5 B 144A 3.25% 08-09-29                                                               | CUSIP: 74332HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12534000 | PA      | $11918743.54   | 0.01%             | 2029-08-09      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD4816 01-01-54                                                                      | CUSIP: 3132DSK50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2243547 | PA      | $1903117.67    | 0.00%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9904 12-01-51                                                                      | CUSIP: 3140XEAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     751605 | PA      | $637458.38     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                                         | PROG 2024-SFR5 A 144A 3.0% 08-09-29                                                                | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8499322 | PA      | $8105148.88    | 0.01%             | 2029-08-09      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PMTLT 2024-INV1                                                                 | PMTLT 2024-INV1 A2 144A FRN 10-25-59                                                               | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7160252 | PA      | $7308325.92    | 0.01%             | 2059-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MB0304 03-01-55                                                                      | CUSIP: 3138MTKS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     999901 | PA      | $949298.66     | 0.00%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8521 04-01-55                                                                      | CUSIP: 3132DWPE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   26677592 | PA      | $25327492.34   | 0.03%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC SR UNSEC 4.4% 02-14-26                                                            | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    5512000 | PA      | $5512027.56    | 0.01%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 4.35% 03-01-29                                                                   | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   20241000 | PA      | $20350524.05   | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 BT5941 07-01-41                                                                      | CUSIP: 3140LUS77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10582215 | PA      | $9251331.86    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4093 08-01-40                                                                      | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5299916 | PA      | $4719390.11    | 0.00%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST PRKCM_23-AFC4                                                       | PRKCM 2023-AFC4 A1 144A 7.225% 11-25-58                                                            | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2919873 | PA      | $2956552.39    | 0.00%             | 2058-11-25      | Variable      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR2                                                                  | PROG 2025-SFR2 A 144A 3.305% 04-17-42                                                              | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9109088 | PA      | $8690716.66    | 0.01%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AT2683 05-01-43                                                                      | CUSIP: 3138WP6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1272216 | PA      | $1241763.84    | 0.00%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AX3703 09-01-42                                                                      | CUSIP: 3138Y5DH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2764945 | PA      | $2705634.26    | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.8% 04-15-26                                         | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     231000 | PA      | $230742.44     | 0.00%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                                    | ANHEUSER-BUSCH COS LLC SR UNSEC 4.9% 02-01-46                                                      | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    3549000 | PA      | $3284461.09    | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 DD9323 04-01-55                                                                      | CUSIP: 3140BALD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      59977 | PA      | $56927.49      | 0.00%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QY0231 04-01-55                                                                      | CUSIP: 31426JHH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     711418 | PA      | $675414.30     | 0.00%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.0 UMBS TBA 01-01-56                                                                         | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  162652476 | PA      | $131519165.57  | 0.13%             | 2056-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA4352 01-01-51                                                                      | CUSIP: 3133KKZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1553555 | PA      | $1275822.75    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA3987 11-01-50                                                                      | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8670363 | PA      | $7426920.39    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE2112 05-01-52                                                                      | CUSIP: 3133BBKZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     415232 | PA      | $352727.25     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5493 07-01-52                                                                      | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     289181 | PA      | $245713.06     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6900 02-01-52                                                                      | CUSIP: 3133KNUZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     868917 | PA      | $739289.72     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM5309 11-01-50                                                                      | CUSIP: 3140X83T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2567456 | PA      | $2180622.51    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5615 02-01-55                                                                      | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   30362330 | PA      | $31192254.01   | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5647 03-01-55                                                                      | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21634176 | PA      | $22227731.07   | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB7854 01-01-51                                                                      | CUSIP: 3133AEWP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     280260 | PA      | $239324.13     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0778 12-01-51                                                                      | CUSIP: 3132DM2K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     764521 | PA      | $648852.91     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AE7567 11-01-40                                                                      | CUSIP: 31419JMR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1480887 | PA      | $1450043.06    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AI5172 08-01-41                                                                      | CUSIP: 3138AJXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     321141 | PA      | $312939.48     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC SR UNSEC 4.875% 04-01-29                                                     | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    4090000 | PA      | $4197305.24    | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                                                | SINGAPORE TELECOMMUNICATIONS LTD REG S SR UNSEC 7.375% 12-01-31                                    | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | DBT              | CORP              | SG        |    5000000 | PA      | $5823390.00    | 0.01%             | 2031-12-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 2.0 SC0113 12-01-40                                                                      | CUSIP: 3132D9DS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4980167 | PA      | $4304667.38    | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5040 06-01-53                                                                      | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   47811970 | PA      | $49294571.59   | 0.05%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5038 06-01-53                                                                      | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   87223539 | PA      | $87454942.66   | 0.09%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8332 06-01-53                                                                      | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   52594657 | PA      | $54202791.59   | 0.05%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AK4949 03-01-42                                                                      | CUSIP: 3138E9QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     157134 | PA      | $153763.14     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.5 BC8647 06-01-46                                                                      | CUSIP: 3140F4TD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     241660 | PA      | $239779.68     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5039 06-01-53                                                                      | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   80649296 | PA      | $82095902.33   | 0.08%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7603 11-01-50                                                                      | CUSIP: 3140QFNV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   45878654 | PA      | $39358333.59   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8491 12-01-54                                                                      | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12965265 | PA      | $12944520.24   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY3446 05-01-55                                                                      | CUSIP: 31426MZL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     914049 | PA      | $939309.50     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB6491 06-01-53                                                                      | CUSIP: 3140QSF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19097947 | PA      | $20020378.00   | 0.02%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB6465 06-01-53                                                                      | CUSIP: 3140QSFF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11342049 | PA      | $11756226.72   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB6485 06-01-53                                                                      | CUSIP: 3140QSF30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   24539078 | PA      | $25259055.05   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9287 06-01-53                                                                      | CUSIP: 3133KRJ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3486433 | PA      | $3683350.04    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4351 01-01-51                                                                      | CUSIP: 3133KKZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      86677 | PA      | $73776.87      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4378 07-01-51                                                                      | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      74412 | PA      | $60577.97      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9279 06-01-53                                                                      | CUSIP: 3133KRJY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15730913 | PA      | $16335451.63   | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9288 06-01-53                                                                      | CUSIP: 3133KRJ96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5057737 | PA      | $5340333.43    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGTW 4.0 G30911 03-01-36                                                                           | CUSIP: 3132J4GV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1897521 | PA      | $1879536.45    | 0.00%             | 2036-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGTW 4.0 C91883 06-01-36                                                                           | CUSIP: 3128P8CU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     238085 | PA      | $235792.58     | 0.00%             | 2036-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.0 G06648 06-01-41                                                                          | CUSIP: 3128M8WH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     455425 | PA      | $468314.95     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA3934 11-01-50                                                                      | CUSIP: 3133KKLP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     547102 | PA      | $464982.80     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QY2903 05-01-55                                                                      | CUSIP: 31426MGM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2911328 | PA      | $2763304.26    | 0.00%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8505 02-01-55                                                                      | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12144674 | PA      | $12121477.42   | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AD8522 08-01-40                                                                      | CUSIP: 31418WPG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      64593 | PA      | $63507.38      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AJ7471 12-01-41                                                                      | CUSIP: 3138E0JR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     361713 | PA      | $352990.04     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-01-35                                       | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3714000 | PA      | $3838649.27    | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC SR UNSEC 3.823% 11-03-28/27                                        | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $7452952.50    | 0.01%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9289 06-01-53                                                                      | CUSIP: 3133KRKA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4975028 | PA      | $5246977.66    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9290 06-01-53                                                                      | CUSIP: 3133KRKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2798074 | PA      | $2946791.38    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5646 03-01-55                                                                      | CUSIP: 31418FHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3922083 | PA      | $3979942.06    | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8515 03-01-55                                                                      | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     777380 | PA      | $788848.13     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q02705 08-01-41                                                                          | CUSIP: 3132GGAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1655734 | PA      | $1665769.88    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q01992 07-01-41                                                                          | CUSIP: 3132GFF93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23199 | PA      | $23002.63      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DC5604 10-01-54                                                                      | CUSIP: 3140ATGN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1138787 | PA      | $1155586.59    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SL0796 04-01-55                                                                      | CUSIP: 31427M3E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6417050 | PA      | $6594096.03    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY6174 06-01-55                                                                      | CUSIP: 31426Q2G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2591785 | PA      | $2663621.08    | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD5558 03-01-55                                                                      | CUSIP: 3140B6E84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      39380 | PA      | $40468.30      | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA3932 11-01-50                                                                      | CUSIP: 3133KKLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1156160 | PA      | $981103.67     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 G06020 12-01-39                                                                          | CUSIP: 3128M8AV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2656 | PA      | $2772.25       | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                     | MLANE 2024-A A1 144A 6.2% 08-15-29                                                                 | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8468000 | PA      | $8522610.13    | 0.01%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                     | MLANE 2024-A B 144A 6.59% 08-15-29                                                                 | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4941000 | PA      | $4967251.53    | 0.01%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 03-01-28                                       | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7394000 | PA      | $7312163.21    | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SUB 4.866% 03-15-33/28                                            | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $7035777.00    | 0.01%             | 2033-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS AE1761 09-01-40                                                                          | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1255006 | PA      | $1231067.99    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3136 OP PAC PO 0.0% 04-15-36                                                                   | CUSIP: 31396NH66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     167153 | PA      | $137740.92     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2020-A                                               | MMAF 2020-A A3 144A 0.97% 04-09-27                                                                 | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1273713 | PA      | $1266423.74    | 0.00%             | 2027-04-09      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD5221 04-01-54                                                                      | CUSIP: 3132DSYS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8305788 | PA      | $8723120.74    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3156 PO PAC PO 0.0% 05-15-36                                                                   | CUSIP: 31396RAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     555457 | PA      | $490209.69     | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 G60138 110K MAX 08-01-45                                                                 | CUSIP: 31335AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     426111 | PA      | $406651.83     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DE0618 06-01-55                                                                      | CUSIP: 3140BCVL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     121931 | PA      | $125517.07     | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX6204 02-01-55                                                                      | CUSIP: 31426B3N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     384611 | PA      | $395290.93     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9281 06-01-53                                                                      | CUSIP: 3133KRJ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9258880 | PA      | $9597004.69    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9291 06-01-53                                                                      | CUSIP: 3133KRKC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1693813 | PA      | $1764594.32    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS7653 03-01-54                                                                      | CUSIP: 3140XPQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5930270 | PA      | $6228242.28    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8229 06-01-54                                                                      | CUSIP: 3140XQEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7899238 | PA      | $8305606.56    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA4410 01-01-51                                                                      | CUSIP: 3133KK3T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1660400 | PA      | $1418219.34    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8188 01-01-52                                                                      | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     303315 | PA      | $245929.72     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 5.4% 08-08-28                                                             | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |   76050000 | PA      | $77549173.65   | 0.08%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.2% 03-01-29                                        | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2011000 | PA      | $1999410.61    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8199 03-01-52                                                                      | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  249718069 | PA      | $202666689.97  | 0.21%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8183 12-01-51                                                                      | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     119433 | PA      | $101764.68     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DB7783 08-01-54                                                                      | CUSIP: 3140AHUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8446729 | PA      | $8587764.02    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS6767 01-01-54                                                                      | CUSIP: 3140XNQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   30315047 | PA      | $31787418.49   | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8182 12-01-51                                                                      | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1956193 | PA      | $1587100.81    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0374 04-01-52                                                                      | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2240701 | PA      | $1906419.39    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5471 09-01-54                                                                      | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     383689 | PA      | $394179.92     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1879 04-01-54                                                                      | CUSIP: 3142GSCR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     190366 | PA      | $195942.06     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.271% 01-09-27                                                  | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1030010.27    | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30                                                           | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   13032000 | PA      | $12158204.40   | 0.01%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP SR UNSEC 6.0% 04-15-27                                                                   | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    4210000 | PA      | $4231218.40    | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                                       | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   69966000 | PA      | $66364430.18   | 0.07%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ7459 01-01-52                                                                      | CUSIP: 3140KTJD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1176540 | PA      | $1001923.63    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT0610 06-01-51                                                                      | CUSIP: 3140LNVC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     101687 | PA      | $86707.80      | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5270 02-01-54                                                                      | CUSIP: 31418E2C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3393936 | PA      | $3391217.04    | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR0999 05-01-51                                                                      | CUSIP: 3140KYDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1901878 | PA      | $1609970.28    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                                       | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   20202000 | PA      | $14138612.12   | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.25% 06-01-30                                       | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   21055000 | PA      | $19127983.24   | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA3022 06-01-50                                                                      | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     148851 | PA      | $127251.12     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8172 10-01-51                                                                      | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     717304 | PA      | $583053.01     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD9649 06-01-55                                                                      | CUSIP: 3140BAWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     871225 | PA      | $895299.93     | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX5000 02-01-55                                                                      | CUSIP: 31426ARW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     670281 | PA      | $688691.12     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                              | FORESTAR GROUP INC 144A LIFE SR UNSEC 5.0% 03-01-28                                                | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2005948.00    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC SR UNSEC 2.65% 06-01-30                                                                 | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     900000 | PA      | $830259.90     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC7035 12-01-54                                                                      | CUSIP: 3140AUY98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3660817 | PA      | $3760914.96    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX4065 01-01-55                                                                      | CUSIP: 31425YQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4458197 | PA      | $4580512.43    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.5 BD1550 07-01-46                                                                      | CUSIP: 3140F8WL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     232040 | PA      | $228991.24     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 2006-51 PO PAC PO 0.0% 03-25-36                                                                | CUSIP: 31395DS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      85478 | PA      | $83519.61      | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30                                                           | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   15710000 | PA      | $14234328.28   | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27                                                  | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4655000 | PA      | $4619235.64    | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD0835 01-01-55                                                                      | CUSIP: 3140B04V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3516852 | PA      | $3613340.75    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FARM MORTGAGE TRUST FARM_25-1                                                   | FARM 2025-1 A1 144A FRN 08-01-55                                                                   | CUSIP: 30768CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2858283 | PA      | $2901443.07    | 0.00%             | 2055-08-01      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                   | FRESNILLO PLC 144A LIFE SR UNSEC 4.25% 10-02-50                                                    | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | MX        |    9516000 | PA      | $7618814.11    | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30                                                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   47971000 | PA      | $45319402.98   | 0.05%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY0320 04-01-55                                                                      | CUSIP: 31426JLA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     771355 | PA      | $800005.08     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ3295 09-01-54                                                                      | CUSIP: 3133CTUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     287843 | PA      | $296032.23     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 3.5 AL8522 05-01-46                                                                      | CUSIP: 3138ETPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      22665 | PA      | $21516.98      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 4.0 BD1968 200K MAX 07-01-46                                                             | CUSIP: 3140F9FJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      30064 | PA      | $29056.41      | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                                     | SAN DIEGO GAS & ELECTRIC CO SR SEC 1ST LIEN 3.32% 04-15-50                                         | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1403191.35    | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                             | SILGAN HOLDINGS INC SR UNSEC 4.125% 02-01-28                                                       | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2465340.00    | 0.00%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUXEMBOURG II SARL                                                | TIERRA MOJADA LUXEMBOURG II SARL REG S SR SEC 1ST LIEN SF 5.75% 12-01-40                           | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |    5903950 | PA      | $5811022.04    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28                                                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   25593000 | PA      | $24654811.81   | 0.03%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 MA5737 06-01-55                                                                      | CUSIP: 31418FLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   36000022 | PA      | $37420871.20   | 0.04%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5671 04-01-55                                                                      | CUSIP: 31418FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   30013557 | PA      | $29324235.76   | 0.03%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS AB1297 08-01-40                                                                          | CUSIP: 31416WNP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     196204 | PA      | $201690.13     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AI3510 06-01-41                                                                      | CUSIP: 3138AG3U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     470960 | PA      | $484577.06     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA5644 03-01-55                                                                      | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   28324491 | PA      | $27673962.27   | 0.03%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SL0419 10-01-53                                                                      | CUSIP: 31427MPD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8664575 | PA      | $7683303.63    | 0.01%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8534 05-01-55                                                                      | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   33414686 | PA      | $34336597.57   | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD8711 03-01-52                                                                      | CUSIP: 3133B6VC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   18994604 | PA      | $15375295.87   | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATIONAL INFORMATION SERVICES INC SR UNSEC 1.15% 03-01-26                                 | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   22429000 | PA      | $22321744.52   | 0.02%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                    | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   18927000 | PA      | $18309128.09   | 0.02%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| SERVICENOW INC                                                                  | SERVICENOW INC SR UNSEC 1.4% 09-01-30                                                              | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   18580000 | PA      | $16378623.02   | 0.02%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH SR UNSEC 3.75% 01-15-31                                                        | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | BR        |    6660000 | PA      | $6292634.40    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 1.2% 02-01-26                                        | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9964140.00    | 0.01%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SUB 3.265% 02-18-36/31                                            | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2554000 | PA      | $2366344.85    | 0.00%             | 2036-02-18      | Variable      | 3.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AI1862 05-01-41                                                                      | CUSIP: 3138AFB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     936745 | PA      | $963828.01     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                                          | UNITED STATES OF AMERICA 4.425% 05-01-31                                                           | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |   23400000 | PA      | $21263626.80   | 0.02%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT2292 04-01-52                                                                      | CUSIP: 3140LQRN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1263402 | PA      | $1070868.09    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8219 06-01-52                                                                      | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     318505 | PA      | $270990.47     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST SR UNSEC 5.5% 12-15-27                                                    | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4940760.00    | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.95% 02-01-51                                       | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   28813000 | PA      | $17596617.73   | 0.02%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW1192 09-01-52                                                                      | CUSIP: 3140MSKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1747374 | PA      | $1723488.94    | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0854 01-01-52                                                                      | CUSIP: 3132DM5P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   31865388 | PA      | $26973891.75   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB6480 12-01-50                                                                      | CUSIP: 3133ADFV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     356928 | PA      | $289764.21     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM5849 12-01-50                                                                      | CUSIP: 3140X9QB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      76125 | PA      | $61738.02      | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD6105 05-01-55                                                                      | CUSIP: 3140B6YB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     838653 | PA      | $861615.76     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2702 08-01-54                                                                      | CUSIP: 3142GTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1036422 | PA      | $1064760.15    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                               | CHICAGO BOARD OF EDUCATION 6.0% 12-01-49                                                           | CUSIP: 167505ZG4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    7450000 | PA      | $7542454.50    | 0.01%             | 2049-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                               | CHICAGO BOARD OF EDUCATION 6.25% 12-01-50                                                          | CUSIP: 167505ZL3<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   13895000 | PA      | $14528195.15   | 0.01%             | 2050-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 3.625% 06-17-31                                                  | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   62171000 | PA      | $56987182.02   | 0.06%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIBRA SOMA TRUST F/6185                                                         | FIBRA SOMA TRUST F 144A LIFE SR UNSEC 4.375% 07-22-31                                              | CUSIP: 171653AA6<br>LEI: 549300PN33H8IMG2PD83 | Long             | DBT              | CORP              | MX        |    8260000 | PA      | $7286724.20    | 0.01%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                               | CHICAGO BOARD OF EDUCATION 6.138% 12-01-39                                                         | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   57980000 | PA      | $54595707.40   | 0.06%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                               | CHICAGO BOARD OF EDUCATION 6.519% 12-01-40                                                         | CUSIP: 167505NH5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    5770000 | PA      | $5490541.59    | 0.01%             | 2040-12-01      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                               | CHICAGO BOARD OF EDUCATION 6.319% 11-01-29                                                         | CUSIP: 167505NG7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   14400000 | PA      | $14366808.00   | 0.01%             | 2029-11-01      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                               | GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52                                                  | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6730000 | PA      | $4668950.96    | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ7729 03-01-51                                                                      | CUSIP: 3140KTST3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      54130 | PA      | $45822.18      | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7407 04-01-51                                                                      | CUSIP: 3140XBGR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      88596 | PA      | $75106.30      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26                                                    | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1015312.73    | 0.00%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                                   | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9936000 | PA      | $9978158.45    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                        | GOLDEN STATE TOBACCO SECURITIZATION CORP ST APPROP 2.746% 06-01-34                                 | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1465000 | PA      | $1303596.56    | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                             | ILLINOIS ST GO TAXABLE BAB SF 6.63% 02-01-35                                                       | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    4403846 | PA      | $4655675.88    | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ7422 08-01-51                                                                      | CUSIP: 3140KTG82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2169978 | PA      | $1844043.34    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1265 06-01-51                                                                      | CUSIP: 3140LPMP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2375101 | PA      | $2015779.15    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8234 08-01-52                                                                      | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1679936 | PA      | $1428269.42    | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD8966 03-01-52                                                                      | CUSIP: 3133B66B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     803020 | PA      | $683720.00     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 MA5412 06-01-44                                                                      | CUSIP: 31418FAN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      19318 | PA      | $20079.29      | 0.00%             | 2044-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DC3061 09-01-54                                                                      | CUSIP: 3140AQMK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1126006 | PA      | $1180694.79    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q47828 05-01-47                                                                          | CUSIP: 3132WMVW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     238339 | PA      | $235364.07     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNJMCK 4.5 MA3002 04-01-47                                                                         | CUSIP: 31418CKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     196845 | PA      | $189305.34     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                           | FREEPORT INDONESIA PT REG S SR UNSEC 4.763% 04-14-27                                               | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |   13000000 | PA      | $13087308.00   | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                           | FREEPORT INDONESIA PT REG S SR UNSEC 5.315% 04-14-32                                               | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    4000000 | PA      | $4083716.00    | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCI UMBS 2.5 FM2499 02-01-35                                                                      | CUSIP: 3140X5X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11114277 | PA      | $10629383.74   | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD6271 09-01-54                                                                      | CUSIP: 3132DT6G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16160293 | PA      | $16886875.98   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA9390 03-01-51                                                                      | CUSIP: 3140QHNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3573656 | PA      | $3025174.69    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8387 04-01-54                                                                      | CUSIP: 3140QUJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2209911 | PA      | $2315056.24    | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DE1549 07-01-55                                                                      | CUSIP: 3140BDWK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     167800 | PA      | $172427.60     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8783 08-01-54                                                                      | CUSIP: 3140XQXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15680180 | PA      | $16419187.35   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                                  | SWCH 2025-DATA B 144A FRN 02-15-42                                                                 | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9804000 | PA      | $9734332.78    | 0.01%             | 2042-02-15      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGTW 4.0 C91948 07-01-37                                                                           | CUSIP: 3128P8EV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2101091 | PA      | $2076955.33    | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7548 11-01-51                                                                      | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11745167 | PA      | $10154331.50   | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9474 07-01-53                                                                      | CUSIP: 3133KRQ31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4581175 | PA      | $4738886.22    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD4999 08-01-53                                                                      | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5378238 | PA      | $5387795.47    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0433 12-01-51                                                                      | CUSIP: 3140XFPT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   43031525 | PA      | $37593114.59   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FM9976 12-01-51                                                                      | CUSIP: 3140XECN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12327068 | PA      | $11201964.36   | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                                  | SWCH 2025-DATA A 144A FRN 02-15-42                                                                 | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21716000 | PA      | $21547592.42   | 0.02%             | 2042-02-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-HQA5                                         | STACR 2020-HQA5 B1 144A FRN 11-25-50                                                               | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-CBDO         | CORP              | US        |   11049000 | PA      | $12150298.03   | 0.01%             | 2050-11-25      | Variable      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ4693 09-01-54                                                                      | CUSIP: 3133CVGA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6877448 | PA      | $7217516.68    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QI9151 07-01-54                                                                      | CUSIP: 3133WGEY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17165239 | PA      | $18014025.63   | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BO9395 08-01-51                                                                      | CUSIP: 3140K5NM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1111698 | PA      | $950488.17     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4547 02-01-52                                                                      | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4836088 | PA      | $3924896.11    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR2                                            | TCN 2023-SFR2 A 144A 5.0% 12-17-40                                                                 | CUSIP: 895978AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7372340 | PA      | $7410425.79    | 0.01%             | 2040-12-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR1                                                                   | TCN 2024-SFR1 B 144A 4.75% 04-17-41                                                                | CUSIP: 89616UAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2116000 | PA      | $2112421.84    | 0.00%             | 2041-04-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4548 02-01-52                                                                      | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      62101 | PA      | $52875.45      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2640 01-01-52                                                                      | CUSIP: 3140QM5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      23851 | PA      | $20302.59      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8762 08-01-54                                                                      | CUSIP: 3140XQWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1930227 | PA      | $2018129.69    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DA1557 10-01-53                                                                      | CUSIP: 3140A1WT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      65946 | PA      | $67827.57      | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR1                                                                   | TCN 2024-SFR1 A 144A 4.65% 04-17-41                                                                | CUSIP: 89616UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6424912 | PA      | $6439823.81    | 0.01%             | 2041-04-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4512 01-01-52                                                                      | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27148 | PA      | $23171.16      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4305 04-01-51                                                                      | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     188397 | PA      | $153607.50     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA6987 09-01-50                                                                      | CUSIP: 3140QEXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1483518 | PA      | $1203833.41    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8781 01-01-51                                                                      | CUSIP: 3140QGXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      63918 | PA      | $54608.35      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SI2108 04-01-51                                                                      | CUSIP: 3133USKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  101857174 | PA      | $86469407.37   | 0.09%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5532 11-01-54                                                                      | CUSIP: 31418FEE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2924745 | PA      | $3004716.50    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH                                                           | IL HDA SFM PAC (100-400) PSA 16A SF 4.0% 04-01-46                                                  | CUSIP: 45201YJ32<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |      15000 | PA      | $15008.28      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                             | STATE OF ILLINOIS 5.1% 06-01-33                                                                    | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  245190637 | PA      | $251397147.96  | 0.25%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 04-27-32                                                | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   12760000 | PA      | $12452165.00   | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                        | MINNESOTA HOUSING FINANCE AGENCY 3.5% 01-01-46                                                     | CUSIP: 60416SMZ0<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |      75000 | PA      | $75000.00      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                     | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY 6.352% 07-01-49                                      | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   36500000 | PA      | $37780091.50   | 0.04%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY                                    | MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY 3.5% 06-01-47                                         | CUSIP: 5946537N1<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |     750000 | PA      | $749280.00     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                        | MINNESOTA HOUSING FINANCE AGENCY GNMA/FNMA/FHLMC HUD LN 4.0% 01-01-45                              | CUSIP: 60416SHX1<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |     565000 | PA      | $565000.57     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA6132 10-01-51                                                                      | CUSIP: 3133KMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     956310 | PA      | $814989.91     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1288 07-01-51                                                                      | CUSIP: 3140LPNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     129872 | PA      | $110251.24     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORONGO BAND OF MISSION INDIANS CALIF                                           | MORONGO BAND OF MISSION 144A LIFE SR UNSEC SF 7.0% 10-01-39                                        | CUSIP: 617734AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11225000 | PA      | $12142250.88   | 0.01%             | 2039-10-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 2.891% 04-06-36                                                        | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4119000 | PA      | $3485263.02    | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 2.0 MA4152 10-01-40                                                                      | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5997596 | PA      | $5330123.66    | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AH8144 04-01-41                                                                      | CUSIP: 3138AABN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      26788 | PA      | $27396.71      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 11-04-27                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   23479000 | PA      | $24523087.65   | 0.02%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26                                                   | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7984000 | PA      | $8002371.18    | 0.01%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9578 04-01-52                                                                      | CUSIP: 3133B7UB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3339850 | PA      | $2842626.77    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3744 03-01-52                                                                      | CUSIP: 3140QPES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1017883 | PA      | $864156.38     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 03-06-30                                                   | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   75790000 | PA      | $81375571.42   | 0.08%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 04-01-53                                             | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     209000 | PA      | $200284.70     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA4932 01-01-53                                                                      | CUSIP: 31418EPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1665246 | PA      | $1475104.56    | 0.00%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2666 01-01-52                                                                      | CUSIP: 3140QM6C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15180561 | PA      | $13446182.04   | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST III                                                  | FIVE CORNERS FUNDING TRUST III 144A SR UNSEC 5.791% 02-15-33                                       | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9500000 | PA      | $10024124.50   | 0.01%             | 2033-02-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.8% 05-12-28                                                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   22310000 | PA      | $23286352.53   | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 5.0% 04-27-51                                                 | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5100000 | PA      | $4113150.00    | 0.00%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 3.75% 04-19-71                                                | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     465000 | PA      | $275628.75     | 0.00%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD5570 01-01-52                                                                      | CUSIP: 3133B3FK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      50760 | PA      | $43266.91      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0145 12-01-51                                                                      | CUSIP: 3140XFET4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     939286 | PA      | $795097.25     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD7346 08-01-52                                                                      | CUSIP: 3132DVET8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     104428 | PA      | $92506.69      | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD4673 07-01-52                                                                      | CUSIP: 3132DSFN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1535694 | PA      | $1360730.83    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                 | WCORE 2024-CORE C 144A FRN 11-15-41                                                                | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2400000 | PA      | $2416224.00    | 0.00%             | 2041-11-15      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C2                                                                   | WFCM 2024-5C2 A3 FRN 11-15-57                                                                      | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19224000 | PA      | $20250388.58   | 0.02%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.4% 05-15-28                                             | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   16905000 | PA      | $17133166.79   | 0.02%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.8% 05-15-33                                             | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    4161000 | PA      | $4244161.75    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-5C2                                                                   | WFCM 2024-5C2 AS FRN 11-15-57                                                                      | CUSIP: 95003UAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22375000 | PA      | $23492228.50   | 0.02%             | 2057-11-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 02-12-34                                                 | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   75212000 | PA      | $65208804.00   | 0.07%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 4.875% 05-19-33                                               | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   20788000 | PA      | $20008450.00   | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 06-10-26                                                   | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5616000 | PA      | $5665903.78    | 0.01%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 7.2% 06-10-30                                                    | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9625000 | PA      | $10324083.00   | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53                                               | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4895000 | PA      | $4678396.25    | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND EUR 4.5% 03-19-34                                             | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   18005000 | PA      | $21167093.47   | 0.02%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0029 09-01-51                                                                      | CUSIP: 3140XFA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     750274 | PA      | $635108.70     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV1262 03-01-52                                                                      | CUSIP: 3140MEML7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     260313 | PA      | $222445.52     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 745316 02-01-26                                                                      | CUSIP: 31403DAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         67 | PA      | $69.22         | 0.00%             | 2026-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BW3384 07-01-52                                                                      | CUSIP: 3140MUXN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     346574 | PA      | $307146.06     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5583 01-01-55                                                                      | CUSIP: 31418FFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   28533312 | PA      | $27089412.50   | 0.03%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB9675 12-01-54                                                                      | CUSIP: 3140QVXD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   29922054 | PA      | $31032102.54   | 0.03%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                              | NEW SOUTH WALES TREASURY CORP AUD REG S 4.25% 02-20-36                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |   15875000 | PA      | $9701939.33    | 0.01%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                              | NEW SOUTH WALES TREASURY CORP AUD REG S 5.25% 02-24-38                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |   16050900 | PA      | $10426533.32   | 0.01%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | PROVINCE OF ONTARIO CANADA 3.9% 09-04-30                                                           | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   25352000 | PA      | $25383330.00   | 0.03%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.783% 01-23-31                                             | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   29245000 | PA      | $27060398.50   | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                 | PANAMA GOVERNMENT INTERNATIONAL BOND 2.252% 09-29-32                                               | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   13462000 | PA      | $11154613.20   | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.78% 12-01-60                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   12750000 | PA      | $6953850.00    | 0.01%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU5234 12-01-54                                                                      | CUSIP: 3140M6Y80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11139936 | PA      | $11345902.12   | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QX0376 12-01-54                                                                      | CUSIP: 31425UM28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     862810 | PA      | $878938.85     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                     | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.125% 01-13-28                                      | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   11565000 | PA      | $11821384.49   | 0.01%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 02-15-49                                                          | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1866400 | PA      | $1377931.20    | 0.00%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 11-15-49                                                        | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36677200 | PA      | $23610826.47   | 0.02%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-30                                 | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  104626292 | PA      | $99288726.79   | 0.10%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV9990 06-01-52                                                                      | CUSIP: 3140MQC49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     283278 | PA      | $240401.18     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QE5364 07-01-52                                                                      | CUSIP: 3133BE5Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      25484 | PA      | $22611.62      | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA4885 11-01-52                                                                      | CUSIP: 31418ENB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     866093 | PA      | $767403.16     | 0.00%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD8284 01-01-53                                                                      | CUSIP: 3132DWFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     359502 | PA      | $318505.64     | 0.00%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8469 10-01-54                                                                      | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6484915 | PA      | $6581903.56    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DC8825 12-01-54                                                                      | CUSIP: 3140AWYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     494307 | PA      | $518913.58     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BJ3581 12-01-47                                                                      | CUSIP: 3140H46T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     496681 | PA      | $493334.03     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNARM FRN 924866 10-01-37                                                                          | CUSIP: 31412GQT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       4877 | PA      | $4965.43       | 0.00%             | 2037-10-01      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA4785 10-01-52                                                                      | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5130736 | PA      | $5149376.15    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD8272 12-01-52                                                                      | CUSIP: 3132DWFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     824571 | PA      | $730754.54     | 0.00%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP SR UNSEC 6.339% 07-27-29/28                                                    | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1353568.89    | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28                                                  | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   11114000 | PA      | $11663520.62   | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 7.122% 11-07-33                                                  | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   72758000 | PA      | $78179853.40   | 0.08%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.05% 03-05-31                                                   | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  107463000 | PA      | $110545253.77  | 0.11%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BX0008 09-01-52                                                                      | CUSIP: 3140N4AJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     123042 | PA      | $117444.95     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8494 01-01-55                                                                      | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7620048 | PA      | $7732458.48    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QG2329 04-01-53                                                                      | CUSIP: 3133C2SS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     142313 | PA      | $135576.51     | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 MA5472 09-01-54                                                                      | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10269922 | PA      | $10675429.87   | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QJ6847 10-01-54                                                                      | CUSIP: 3133CXTC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2771987 | PA      | $2631716.44    | 0.00%             | 2054-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC1292 05-01-51                                                                      | CUSIP: 3133AKNH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     464860 | PA      | $395573.46     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8475 11-01-54                                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  115505974 | PA      | $117209802.17  | 0.12%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 DC9197 12-01-54                                                                      | CUSIP: 3140AXGF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     356319 | PA      | $349424.80     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO SR UNSEC 5.25% 03-15-34                                                           | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2204000 | PA      | $2276176.59    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29                                                | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   53843000 | PA      | $56262650.58   | 0.06%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.0% 02-15-50                                                          | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60397400 | PA      | $35501338.05   | 0.04%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.5% 02-15-30                                                          | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60500000 | PA      | $55582523.70   | 0.06%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB9456 11-01-54                                                                      | CUSIP: 3140QVQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     927158 | PA      | $906726.17     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCT UMBS 6.5 RB5297 05-01-44                                                                      | CUSIP: 3133KY3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     464599 | PA      | $483760.25     | 0.00%             | 2044-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BK0163 02-01-48                                                                      | CUSIP: 3140HDFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1261823 | PA      | $1252389.63    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.0 G08805 03-01-48                                                                          | CUSIP: 3128MJ3P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     840072 | PA      | $813246.28     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 05-15-50                                                         | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  124787700 | PA      | $59904447.69   | 0.06%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.625% 11-15-50                                                        | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42400000 | PA      | $22320275.84   | 0.02%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8138 06-01-54                                                                      | CUSIP: 3140XQBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      74236 | PA      | $78178.62      | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 MA5431 07-01-44                                                                      | CUSIP: 31418FA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1944850 | PA      | $2021530.00    | 0.00%             | 2044-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.375% 11-15-40                                                        | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41649600 | PA      | $27091840.30   | 0.03%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 02-15-51                                                        | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   57064700 | PA      | $31967747.66   | 0.03%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 ZA0583 03-01-29                                                                      | CUSIP: 31329HUG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         18 | PA      | $18.68         | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9765 04-01-52                                                                      | CUSIP: 3133B7Z68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1045498 | PA      | $886823.10     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 02-15-41                                                        | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  186596200 | PA      | $130581308.27  | 0.13%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 08-15-31                                                         | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18563000 | PA      | $16178088.87   | 0.02%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.375% 11-15-31                                                        | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95000000 | PA      | $82787303.50   | 0.08%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 11-15-51                                                        | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30977000 | PA      | $17172449.99   | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 DC2101 11-01-54                                                                      | CUSIP: 3140APKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     262204 | PA      | $249153.15     | 0.00%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 RA7772 08-01-52                                                                      | CUSIP: 3133KPT57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     150825 | PA      | $143834.89     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DC8823 12-01-54                                                                      | CUSIP: 3140AWYV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      25370 | PA      | $25745.96      | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5586 01-01-55                                                                      | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14956588 | PA      | $15177227.94   | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7304 05-01-51                                                                      | CUSIP: 3140XBDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10790789 | PA      | $9134381.22    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC3654 07-01-51                                                                      | CUSIP: 3133ANBX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     170139 | PA      | $144023.76     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Z40273 10-01-48                                                                          | CUSIP: 3132FCJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4635192 | PA      | $4611719.85    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS9792 12-01-50                                                                      | CUSIP: 3140XR3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1952199 | PA      | $1940013.02    | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC SR UNSEC 5.05% 04-01-34                                                         | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   13295000 | PA      | $13743719.55   | 0.01%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC SR UNSEC 5.3% 04-01-54                                                          | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    7259000 | PA      | $6992877.80    | 0.01%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.5% 11-30-28                                                          | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35000000 | PA      | $33035702.00   | 0.03%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 02-15-42                                                        | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   89955000 | PA      | $66333131.84   | 0.07%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 05-15-32                                                        | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     528800 | PA      | $498807.10     | 0.00%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 05-15-52                                                        | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  110560000 | PA      | $77440646.40   | 0.08%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNPPK0 7.0 924069 05-01-37                                                                         | CUSIP: 31412FT29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      10393 | PA      | $10400.36      | 0.00%             | 2037-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 3.5 G67709 03-01-48                                                                          | CUSIP: 3132XCR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18742601 | PA      | $17732768.85   | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 11-15-42                                                          | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10583400 | PA      | $9716687.27    | 0.01%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 02-29-28                                                          | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3875000 | PA      | $3915869.24    | 0.00%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 07-31-30                                                          | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15360000 | PA      | $15557999.62   | 0.02%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.875% 10-31-30                                                        | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  539813900 | PA      | $567226297.62  | 0.58%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8795 08-01-54                                                                      | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4626263 | PA      | $4752759.18    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ3240 01-01-55                                                                      | CUSIP: 3142GTS64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   41424049 | PA      | $42898496.48   | 0.04%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 12-15-26                                                        | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6656900 | PA      | $6709947.50    | 0.01%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 12-31-30                                                        | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  107506400 | PA      | $107015063.50  | 0.11%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNPPKL 7.0 954927 07-01-37                                                                         | CUSIP: 31413TLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      80615 | PA      | $83421.24      | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNPPKL 7.0 966170 07-01-37                                                                         | CUSIP: 31414G2B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      60010 | PA      | $60852.42      | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                             | GRAPHIC PACKAGING INTERNATIONAL LLC 144A LIFE SR UNSEC 6.375% 07-15-32                             | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $24478128.00   | 0.02%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | MERCK & CO INC SR UNSEC 1.7% 06-10-27                                                              | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   18478000 | PA      | $18004224.08   | 0.02%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | MERCK & CO INC SR UNSEC 2.75% 12-10-51                                                             | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6195880.00    | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                   | MISC CAPITAL TWO LABUAN LTD REG S SR UNSEC 3.75% 04-06-27                                          | CUSIP: N/A<br>LEI: 9845000ED8376T875113       | Long             | DBT              | CORP              | MY        |    8000000 | PA      | $7951728.00    | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    7085000 | PA      | $7442084.00    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORP                                                                   | M&T BANK CORP SR UNSEC 7.413% 10-30-29/28                                                          | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   37790000 | PA      | $41046250.93   | 0.04%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.532% 04-25-30/29                                                    | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4173668.00    | 0.00%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.375% 08-15-31                                       | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1852048.44    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNPPK0 954936 07-01-37                                                                             | CUSIP: 31413TLR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       4940 | PA      | $4979.60       | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BC1352 03-01-46                                                                      | CUSIP: 3140EVQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     922034 | PA      | $891968.03     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                        | BLAST 2024-4 A2 4.84% 09-15-27                                                                     | CUSIP: 10806EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     485218 | PA      | $485315.86     | 0.00%             | 2027-09-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 2.45% 02-21-30                                                                  | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   12942000 | PA      | $12075571.93   | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                    | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 2.7% 05-15-40                                              | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   11472000 | PA      | $8637360.58    | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 6.407% 11-01-29/28                                                         | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $4473672.64    | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 7.05% 09-15-28                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   20950000 | PA      | $21744088.80   | 0.02%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 12-31-32                                                        | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8569000 | PA      | $8534857.68    | 0.01%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 12-31-27                                                        | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4947800 | PA      | $4938329.42    | 0.01%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 256856 08-01-27                                                                      | CUSIP: 31371NH99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       7529 | PA      | $7813.63       | 0.00%             | 2027-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 256886 09-01-27                                                                      | CUSIP: 31371NJ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       5048 | PA      | $5238.55       | 0.00%             | 2027-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPMENT NOTES MTLRF_24-1                                                  | MTLRF 2024-1A A3 144A 4.76% 08-18-31                                                               | CUSIP: 55376YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1884000 | PA      | $1909019.52    | 0.00%             | 2031-08-18      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| MARBLE POINT CLO XV LTD MP15_19-1A                                              | MP15 2019-1A A1R2 CLO 144A FRN 07-23-32                                                            | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-O            | CORP              | KY        |   27687383 | PA      | $27698457.57   | 0.03%             | 2032-07-23      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC SR UNSEC 3.0% 05-28-51                                                             | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    2249000 | PA      | $1514098.77    | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                             | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29                             | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    6415000 | PA      | $6456748.82    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                     | MLANE 2025-B C 144A 5.41% 09-15-31                                                                 | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1263000 | PA      | $1269946.50    | 0.00%             | 2031-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                     | MLANE 2025-B A 144A 5.06% 09-15-31                                                                 | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9845000 | PA      | $9920265.03    | 0.01%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                            | AMENTUM ESCROW CORPORATION TL (TSFR3M+200) (FLR 0.00) FRN 09-29-31                                 | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   67199978 | PA      | $67479999.91   | 0.07%             | 2031-09-29      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| GCAT GCAT_24-NQM1                                                               | GCAT 2024-NQM1 A1 144A 6.007% 01-25-59                                                             | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3607608 | PA      | $3638237.07    | 0.00%             | 2059-01-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ3291 01-01-55                                                                      | CUSIP: 3142GTUR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   27348605 | PA      | $27878073.87   | 0.03%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ3301 01-01-55                                                                      | CUSIP: 3142GTU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17307161 | PA      | $18016530.09   | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                     | MLANE 2025-B D 144A 5.8% 09-15-31                                                                  | CUSIP: 60510MBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2578000 | PA      | $2580624.40    | 0.00%             | 2031-09-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MMP 2025-A                                                                      | MMP 2025-A A 144A 5.36% 12-15-31                                                                   | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1024534 | PA      | $1034174.31    | 0.00%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                               | ADT SECURITY CORP 144A LIFE SR SEC 1ST LIEN 4.125% 08-01-29                                        | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2932791.00    | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 3.55% 09-15-55                                                                   | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $5997348.00    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A                                                                   | MTLRF 2025-1A A3 144A 4.78% 09-17-29                                                               | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3040326.00    | 0.00%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                     | MLANE 2025-C D 144A 5.71% 12-16-30                                                                 | CUSIP: 60510MCD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1942000 | PA      | $1942941.87    | 0.00%             | 2030-12-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ3305 01-01-55                                                                      | CUSIP: 3142GTU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12569711 | PA      | $13029712.23   | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB9737 01-01-55                                                                      | CUSIP: 3140QVZB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25626040 | PA      | $25711246.39   | 0.03%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 G08248 02-01-38                                                                          | CUSIP: 3128MJH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22392 | PA      | $23383.10      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD0187 01-01-50                                                                      | CUSIP: 3132DMF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10019923 | PA      | $9100945.72    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                     | MLANE 2025-C A 144A 4.78% 12-16-30                                                                 | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4083000 | PA      | $4104790.97    | 0.00%             | 2030-12-16      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                     | MLANE 2025-C C 144A 5.23% 12-15-30                                                                 | CUSIP: 60510MCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1928000 | PA      | $1935110.46    | 0.00%             | 2030-12-16      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 3.5% 09-15-53                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   39639000 | PA      | $26547427.47   | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 2.55% 12-01-33                                                                   | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   19599000 | PA      | $16732999.03   | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 6.95% 09-15-26                                   | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    4190000 | PA      | $4249879.29    | 0.00%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                 | NCR ATLEOS CORP 144A LIFE SR SEC 1ST LIEN 9.5% 04-01-29                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    9383000 | PA      | $10189525.15   | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P                            | GSMS 2024-70P A 144A FRN 03-10-41                                                                  | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15326000 | PA      | $15509743.41   | 0.02%             | 2041-03-10      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GSMBS 2024-RPL2                                                                 | GSMBS 2024-RPL2 A1 144A 3.75% 07-25-61                                                             | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5437773 | PA      | $5342677.14    | 0.01%             | 2061-07-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                   | AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28                                                      | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |    9525000 | PA      | $10630710.51   | 0.01%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC SR UNSEC 1.7% 10-01-28                                                          | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    4539000 | PA      | $4285955.29    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GWT 2024-WLF2                                                                   | GWT 2024-WLF2 A 144A FRN 05-15-41                                                                  | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16268000 | PA      | $16333250.95   | 0.02%             | 2041-05-15      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                  | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                                             | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18711339 | PA      | $18919783.58   | 0.02%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA8723 03-20-53                                                                           | CUSIP: 36179XVQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17345270 | PA      | $16536980.05   | 0.02%             | 2053-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 5.683 694836 09-20-59                                                                         | CUSIP: 36296L4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          9 | PA      | $9.18          | 0.00%             | 2059-09-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 3.6% 04-01-50                                                                 | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   25174000 | PA      | $15698481.23   | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 8.875% 07-15-30                                                 | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   34500000 | PA      | $40006269.00   | 0.04%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 5.2 725893 09-20-64                                                                           | CUSIP: 3620ACNJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        136 | PA      | $136.74        | 0.00%             | 2064-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 5.05 721648 04-20-61                                                                          | CUSIP: 3620A7WH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3520 | PA      | $3490.90       | 0.00%             | 2061-04-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 4.94 710085 09-20-61                                                                          | CUSIP: 36297E2S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1805 | PA      | $1814.19       | 0.00%             | 2061-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 4.737 AE9612 01-20-65                                                                         | CUSIP: 36181DVD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1360 | PA      | $1348.63       | 0.00%             | 2065-01-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS1746 04-01-52                                                                      | CUSIP: 3140XG5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     696600 | PA      | $589666.25     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE2317 04-01-52                                                                      | CUSIP: 3133BBSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1553155 | PA      | $1320284.33    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC SR UNSEC 2.1% 10-01-31                                                          | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   14846000 | PA      | $13194070.73   | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC SR UNSEC 2.95% 10-01-51                                                         | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   14709000 | PA      | $9578633.18    | 0.01%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                             | NSLT 2021-A APT1 144A 1.36% 04-20-62                                                               | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15203542 | PA      | $14392569.80   | 0.01%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                                 | NAVSL 2021-CA A 144A 1.06% 10-15-69                                                                | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14845801 | PA      | $13626366.90   | 0.01%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ7453 11-01-51                                                                      | CUSIP: 3140KTH73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2435800 | PA      | $2076226.98    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT7826 05-01-52                                                                      | CUSIP: 3140LWVU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      37644 | PA      | $31865.50      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8286 01-01-53                                                                      | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10420446 | PA      | $9947253.42    | 0.01%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB9901 03-01-51                                                                      | CUSIP: 3133AHAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1119352 | PA      | $947560.16     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB9736 01-01-55                                                                      | CUSIP: 3140QVZA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   42633845 | PA      | $41654716.53   | 0.04%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB9840 01-01-55                                                                      | CUSIP: 3140QV5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5914162 | PA      | $6162018.50    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BV7866 07-01-52                                                                      | CUSIP: 3140MMW46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6926204 | PA      | $6422765.56    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF0666 09-01-52                                                                      | CUSIP: 3133BMW35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     219287 | PA      | $209187.24     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                             | NSLT 2021-BA AFX 144A 1.42% 04-20-62                                                               | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33938018 | PA      | $32196386.76   | 0.03%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                             | NSLT 2021-CA AFX 144A 1.32% 04-20-62                                                               | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1379410 | PA      | $1296394.66    | 0.00%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF1560 10-01-52                                                                      | CUSIP: 3133BNWV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     430200 | PA      | $410664.25     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RA7618 07-01-52                                                                      | CUSIP: 3133KPPB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     318010 | PA      | $318871.09     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                      | AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26                                                 | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   19534000 | PA      | $19273865.72   | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER                                                                   | ALABAMA POWER CO SR UNSEC 3.0% 03-15-52                                                            | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   22980000 | PA      | $14956188.30   | 0.02%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                             | NSLT 2021-CA AFL 144A FRN 04-20-62                                                                 | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10203639 | PA      | $10183843.98   | 0.01%             | 2062-04-20      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                           | NAVTR 2021-1 A 144A 2.771% 11-15-46                                                                | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   17308785 | PA      | $16552356.02   | 0.02%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2RF 4.887 AG8238 12-20-64                                                                         | CUSIP: 36182DEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1254 | PA      | $1262.28       | 0.00%             | 2064-12-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.0 MA9776 07-20-54                                                                           | CUSIP: 36179Y2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14114234 | PA      | $13416412.10   | 0.01%             | 2054-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                               | AMERICAN TRANSMISSION SYSTEMS INC 144A LIFE SR UNSEC 2.65% 01-15-32                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1218000 | PA      | $1098327.85    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC REG S SR UNSEC 1.5% 01-19-26                                                          | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    8142000 | PA      | $8131179.28    | 0.01%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD8220 06-01-52                                                                      | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  181998414 | PA      | $161386729.33  | 0.16%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT4304 08-01-51                                                                      | CUSIP: 3140LSYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     999900 | PA      | $852312.15     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAROT 2023-B                                                                    | NAROT 2023-B A3 5.93% 03-15-28                                                                     | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2504390 | PA      | $2525566.71    | 0.00%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| NMEF 2024-A                                                                     | NMEF 2024-A A2 144A 5.15% 12-15-31                                                                 | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8127738 | PA      | $8181470.49    | 0.01%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC3428 06-01-51                                                                      | CUSIP: 3133AMYZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     125016 | PA      | $105825.04     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT1523 07-01-51                                                                      | CUSIP: 3140LPVR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     625322 | PA      | $529329.04     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.125% 01-01-31                                                 | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    5698000 | PA      | $6026244.69    | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                             | ACCENDRA HEALTH INC 144A LIFE SR UNSEC 4.5% 03-31-29                                               | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    5180000 | PA      | $3520317.64    | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1027 07-01-51                                                                      | CUSIP: 3140QLD94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      44583 | PA      | $37911.61      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5767 09-01-51                                                                      | CUSIP: 3133KMMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     839272 | PA      | $710448.34     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QE8282 08-01-52                                                                      | CUSIP: 3133BJFX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      26916 | PA      | $26966.86      | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR9366 05-01-51                                                                      | CUSIP: 3140L8MQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8840771 | PA      | $7483712.44    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB DE CV                                                    | ORBIA ADVANCE CORP SAB DE CV REG S SR UNSEC 2.875% 05-11-31                                        | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |    7000000 | PA      | $5706596.00    | 0.01%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 4.55% 09-15-32                                      | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     807000 | PA      | $808354.95     | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA6806 02-01-52                                                                      | CUSIP: 3133KNR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8145786 | PA      | $7215130.37    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BW1289 10-01-52                                                                      | CUSIP: 3140MSNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19567457 | PA      | $19931314.28   | 0.02%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NMEF 2025-A                                                                     | NMEF 2025-A A2 144A 4.72% 07-15-32                                                                 | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5964084 | PA      | $5988197.06    | 0.01%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| NAVEL 2025-A                                                                    | NAVEL 2025-A A 144A 5.02% 07-15-55                                                                 | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9633388 | PA      | $9748641.77    | 0.01%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC SR UNSEC 5.55% 11-01-26                                                                  | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1977000 | PA      | $1999019.83    | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC SR UNSEC 5.65% 11-01-28                                                                  | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   11023000 | PA      | $11452191.53   | 0.01%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC REG S SR UNSEC 2.375% 01-19-31                                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    5000000 | PA      | $4537995.00    | 0.00%             | 2031-01-19      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC 144A LIFE SR UNSEC 1.5% 01-19-26                                                      | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    9275000 | PA      | $9262673.53    | 0.01%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA5506 04-01-50                                                                      | CUSIP: 3140QDDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   33442585 | PA      | $30286675.23   | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BP1954 04-01-50                                                                      | CUSIP: 3140K9E47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14309248 | PA      | $13405489.93   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5071 07-01-53                                                                      | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1666544 | PA      | $1669075.10    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BX5931 01-01-53                                                                      | CUSIP: 3140NASV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1286295 | PA      | $1326047.50    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                 | BANK5 2024-5YR9 A3 5.6136% 08-15-57                                                                | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8275000 | PA      | $8617858.08    | 0.01%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                                 | BANK5 2024-5YR8 A3 5.884% 08-15-57                                                                 | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5110000 | PA      | $5355182.91    | 0.01%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP SR UNSEC 7.875% 03-15-30                                                      | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    9120000 | PA      | $9648750.24    | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 02-13-34                                            | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   19605000 | PA      | $20270844.62   | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB9770 12-01-54                                                                      | CUSIP: 3140QV2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1415854 | PA      | $1384105.03    | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB9800 01-01-55                                                                      | CUSIP: 3140QV3J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7988382 | PA      | $8148564.91    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-A                                           | NAVSL 2021-A A 144A 0.84% 05-15-69                                                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     960918 | PA      | $883626.67     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                                      | NBCLO 2017-1A A1R CLO 144A FRN 07-25-30                                                            | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     395895 | PA      | $396180.09     | 0.00%             | 2030-07-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU9929 02-01-52                                                                      | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     299705 | PA      | $242661.73     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 MA4465 11-01-51                                                                      | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   82313849 | PA      | $66882306.84   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                | BMARK 2024-V9 AS FRN 08-15-57                                                                      | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2180000 | PA      | $2270938.70    | 0.00%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5259 05-01-51                                                                      | CUSIP: 3133KLZY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4113389 | PA      | $3527856.05    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.625% 09-01-30                                                 | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   80000000 | PA      | $86181520.00   | 0.09%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                       | PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30                                                           | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11922204.00   | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 4.5 MB0024 11-20-54                                                                           | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  165490011 | PA      | $161457019.82  | 0.16%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 MA9961 10-20-54                                                                           | CUSIP: 36180AB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     555660 | PA      | $506492.63     | 0.00%             | 2054-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-RPL3                                                                 | GSMBS 2025-RPL3 A1 144A 4.1% 07-25-65                                                              | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4690771 | PA      | $4592133.22    | 0.00%             | 2065-07-25      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2025-NQM4 TRUST                                                            | GCAT 2025-NQM4 A1 144A 5.529% 06-25-70                                                             | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19569009 | PA      | $19759161.28   | 0.02%             | 2070-06-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                                         | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  124398000 | PA      | $123915708.95  | 0.13%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28                                         | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   16039000 | PA      | $15846884.86   | 0.02%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K144                       | FHMS K144 A2 2.45% 04-25-32                                                                        | CUSIP: 3137H7M91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7501456 | PA      | $6775652.62    | 0.01%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGTW 4.5 D98356 05-01-30                                                                           | CUSIP: 3128E5H93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26821 | PA      | $26934.77      | 0.00%             | 2030-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU5360 12-01-54                                                                      | CUSIP: 3140M65W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   26713588 | PA      | $27206132.85   | 0.03%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU5358 12-01-54                                                                      | CUSIP: 3140M65U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2327151 | PA      | $2399504.16    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7554 04-01-52                                                                      | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   23346369 | PA      | $20125970.61   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA8828 02-01-51                                                                      | CUSIP: 3140QGY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   32367691 | PA      | $27882499.69   | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG3365 05-01-53                                                                      | CUSIP: 3133C3W28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3210535 | PA      | $3279362.20    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY3337 06-01-53                                                                      | CUSIP: 3140NKV73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5536173 | PA      | $5653451.17    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   63968000 | PA      | $54140276.32   | 0.05%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                                         | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   17649000 | PA      | $17783255.94   | 0.02%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 A93948 09-01-40                                                                          | CUSIP: 312942L52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4703 | PA      | $4742.03       | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA8046 12-01-50                                                                      | CUSIP: 3140QF5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25961659 | PA      | $23635597.94   | 0.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7599 11-01-50                                                                      | CUSIP: 3140QFNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3706477 | PA      | $3212959.39    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 G06769 08-01-41                                                                          | CUSIP: 3128M82A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150802 | PA      | $151840.39     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 G06868 04-01-41                                                                          | CUSIP: 3128M86D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3675 | PA      | $3707.19       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6406 11-01-51                                                                      | CUSIP: 3133KNDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8468028 | PA      | $6896209.17    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNMDI4 3.0 BF0548 07-01-61                                                                         | CUSIP: 3140FXTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18875851 | PA      | $16331914.90   | 0.02%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RA7938 09-01-52                                                                      | CUSIP: 3133KPZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7790198 | PA      | $7821506.93    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26                                         | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  107080000 | PA      | $107080000.00  | 0.11%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.05% 08-01-50                                  | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1342000 | PA      | $729344.79     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM9416 07-01-45                                                                      | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1405412 | PA      | $1334867.68    | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM3280 05-01-49                                                                      | CUSIP: 3140X6UE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     366817 | PA      | $348539.41     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BU5361 12-01-54                                                                      | CUSIP: 3140M65X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14287208 | PA      | $14334713.18   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QE0024 04-01-52                                                                      | CUSIP: 3133B9AZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      58355 | PA      | $47236.12      | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV0162 03-01-52                                                                      | CUSIP: 3140MDFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6982928 | PA      | $5652372.62    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BT2298 03-01-52                                                                      | CUSIP: 3140LQRU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      24268 | PA      | $19683.89      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-B                                 | NAVSL 2021-BA A 144A 0.94% 07-15-69                                                                | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1018077 | PA      | $933546.97     | 0.00%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                   | OPTN 2021-B A 144A 1.47% 05-08-31                                                                  | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2124975 | PA      | $2086060.48    | 0.00%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB7396 01-01-51                                                                      | CUSIP: 3133AEGD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     143821 | PA      | $116416.46     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV2514 06-01-52                                                                      | CUSIP: 3140MFYL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     401784 | PA      | $325290.20     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-13-31                                           | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3640000 | PA      | $3773864.64    | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34                                          | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    9293000 | PA      | $9656858.12    | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM5848 02-01-51                                                                      | CUSIP: 3140X9QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      81727 | PA      | $66719.23      | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM7512 04-01-51                                                                      | CUSIP: 3140XBK25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1136435 | PA      | $922609.19     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.0 UMBS TBA 01-01-56                                                                         | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     572591 | PA      | $587984.54     | 0.00%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 4.0 UMBS TBA 01-01-41                                                                         | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29000000 | PA      | $28624972.00   | 0.03%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 2.0 UMBS TBA 01-01-41                                                                         | CUSIP: 01F020414<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   42000000 | PA      | $38895948.00   | 0.04%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-8                                                                    | VERUS 2024-8 A1 144A FRN 10-25-69                                                                  | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |   27050423 | PA      | $27212265.26   | 0.03%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-8                                                                    | VERUS 2024-8 A2 144A 5.618% 10-25-69                                                               | CUSIP: 92540PAB4<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |    5555076 | PA      | $5585767.67    | 0.01%             | 2069-10-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERSUS SECURITIZATION TRUST VERSUS_24-R1                                        | VERUS 2024-R1 A1 144A FRN 09-25-69                                                                 | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9787402 | PA      | $9805752.88    | 0.01%             | 2069-09-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX USD 3.39981% 06-02-25/03-31-27 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-103345.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX USD 3.2465% 12-01-25/09-15-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $620536.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB0153 04-01-51                                                                      | CUSIP: 3140QKE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2751851 | PA      | $2227504.74    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM6556 03-01-51                                                                      | CUSIP: 3140XAJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     492045 | PA      | $398289.91     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                                            | PRIME SECURITY SERVICES BORROWER LLC 144A LIFE SR SEC 1ST LIEN 3.375% 08-31-27                     | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3042715.10    | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SERVICE ENTERPRISE GROUP INC SR UNSEC 1.6% 08-15-30                                         | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     425000 | PA      | $376997.95     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD OCP_19-16A                                                          | OCP 2019-16A AR CLO 144A FRN 04-10-33                                                              | CUSIP: 67570QAK7<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-O            | CORP              | US        |    1512879 | PA      | $1513983.74    | 0.00%             | 2033-04-10      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| OCEAN TRAILS CLO OCTR 22-12                                                     | OCTR 2022-12A B1R CLO 144A FRN 07-20-35                                                            | CUSIP: 67515DAW8<br>LEI: 549300RF4JV7XJ3EV147 | Long             | ABS-O            | CORP              | KY        |    8000000 | PA      | $8007360.00    | 0.01%             | 2035-07-20      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX USD 3.249% 12-01-25/09-15-27 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $600417.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX USD 3.488% 06-17-26/06-17-31 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $98985.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX USD 3.801% 06-17-26/06-17-36 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $492347.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX USD 4.097% 06-17-26/06-17-56 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-616485.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG5136 06-01-53                                                                      | CUSIP: 3133C5V57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6692282 | PA      | $6832351.94    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BY0007 04-01-53                                                                      | CUSIP: 3140NGAH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2489839 | PA      | $2536765.43    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA5968 06-01-50                                                                      | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   34940211 | PA      | $30196623.31   | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA4732 09-01-52                                                                      | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     280628 | PA      | $267516.00     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG4732 06-01-53                                                                      | CUSIP: 3133C5HH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      27125 | PA      | $27694.97      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QF9076 03-01-53                                                                      | CUSIP: 3133BXCM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6927741 | PA      | $7049517.18    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.0 Q01658 06-01-41                                                                          | CUSIP: 3132GEZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133221 | PA      | $136581.16     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AJ0704 09-01-41                                                                      | CUSIP: 3138ARYA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     427638 | PA      | $439983.87     | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG1266 04-01-53                                                                      | CUSIP: 3133C1MP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      93849 | PA      | $95600.86      | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB5525 01-01-53                                                                      | CUSIP: 3140QRD75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      10482 | PA      | $10825.18      | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS4152 03-01-53                                                                      | CUSIP: 3140XKTJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     320782 | PA      | $326658.88     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS0333 01-01-52                                                                      | CUSIP: 3140XFLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6620777 | PA      | $5864353.57    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD1684 11-01-51                                                                      | CUSIP: 3133AX2R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6771821 | PA      | $6007276.05    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BU3024 12-01-51                                                                      | CUSIP: 3140M4LE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6577105 | PA      | $5827755.70    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB2765 02-01-52                                                                      | CUSIP: 3140QNCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11525384 | PA      | $9402039.31    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CA6309 07-01-50                                                                      | CUSIP: 3140QEAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   33711032 | PA      | $30641676.23   | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS6121 02-01-52                                                                      | CUSIP: 3140XMYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10142931 | PA      | $8984222.43    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV4199 03-01-52                                                                      | CUSIP: 3140MHUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5521035 | PA      | $4891725.36    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS0674 02-01-52                                                                      | CUSIP: 3140XFXC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     299169 | PA      | $265118.45     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0998 07-01-51                                                                      | CUSIP: 3140QLDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8033186 | PA      | $7115394.41    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB2095 11-01-51                                                                      | CUSIP: 3140QMKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7677539 | PA      | $6815489.69    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CA8587 01-01-51                                                                      | CUSIP: 3140QGRH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     195995 | PA      | $159096.91     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD7059 02-01-52                                                                      | CUSIP: 3133B4ZY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      31268 | PA      | $27695.66      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA4999 03-01-53                                                                      | CUSIP: 31418ERV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1105098 | PA      | $978882.49     | 0.00%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 G06956 08-01-41                                                                          | CUSIP: 3128M9BZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     372502 | PA      | $375486.59     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA4920 02-01-53                                                                      | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7809831 | PA      | $8040033.87    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB3345 04-01-52                                                                      | CUSIP: 3140QNWF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8979957 | PA      | $7268879.81    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS6634 06-01-52                                                                      | CUSIP: 3140XNLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2534112 | PA      | $2244589.74    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8240 07-01-52                                                                      | CUSIP: 3132DWEM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     414050 | PA      | $335841.59     | 0.00%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BV9804 05-01-52                                                                      | CUSIP: 3140MP3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     479105 | PA      | $387960.76     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 AJ5391 11-01-41                                                                      | CUSIP: 3138AW7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     236404 | PA      | $243019.00     | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8177 11-01-51                                                                      | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     297638 | PA      | $241839.45     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS5083 03-01-52                                                                      | CUSIP: 3140XLUH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     980110 | PA      | $873325.83     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV5622 06-01-52                                                                      | CUSIP: 3140MKG89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1646417 | PA      | $1459530.21    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS4198 04-01-52                                                                      | CUSIP: 3140XKUY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     980485 | PA      | $868983.92     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS7064 09-01-53                                                                      | CUSIP: 3140XNZ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     822696 | PA      | $728992.61     | 0.00%             | 2053-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV4201 03-01-52                                                                      | CUSIP: 3140MHU31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12283023 | PA      | $10884060.22   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV7491 08-01-51                                                                      | CUSIP: 3140MMKD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     578451 | PA      | $513137.33     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA5094 07-01-53                                                                      | CUSIP: 31418EUU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     317592 | PA      | $281307.03     | 0.00%             | 2053-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QF5344 12-01-52                                                                      | CUSIP: 3133BS5D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     447522 | PA      | $396407.61     | 0.00%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                 | ONDK 2024-2A B 144A 5.42% 10-17-31                                                                 | CUSIP: 67108SAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3931000 | PA      | $3945002.22    | 0.00%             | 2031-10-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                 | ONDK 2024-2A C 144A 7.03% 10-17-31                                                                 | CUSIP: 67108SAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     146000 | PA      | $147850.99     | 0.00%             | 2031-10-17      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD4121 12-01-51                                                                      | CUSIP: 3132E0SJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1135843 | PA      | $1006072.71    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                 | ONDK 2024-2A A 144A 4.98% 10-17-31                                                                 | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12728000 | PA      | $12793205.54   | 0.01%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                   | OWLEF 2024-1A B 144A 5.41% 03-15-30                                                                | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1639000 | PA      | $1659004.00    | 0.00%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.55% 05-15-29                                         | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1921753.86    | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                              | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.35% 05-15-34                                       | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     445000 | PA      | $457451.99     | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                 | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 5.0% 04-16-30/29                                            | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |   73825000 | PA      | $91701721.72   | 0.09%             | 2030-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                     | PUBLIC STORAGE OPERATING CO SR UNSEC FRN 04-16-27                                                  | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12041712.00   | 0.01%             | 2027-04-16      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                   | OWLEF 2024-1A C 144A 6.38% 01-15-31                                                                | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     522000 | PA      | $532395.11     | 0.00%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                   | OWLEF 2024-1A A2 144A 5.05% 03-15-29                                                               | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4523741 | PA      | $4542107.83    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8128 02-01-51                                                                      | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     650668 | PA      | $531123.86     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8193 02-01-52                                                                      | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1960662 | PA      | $1591549.67    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC SR UNSEC 1.4% 02-25-31                                                                 | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     666000 | PA      | $584217.86     | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 0.95% 03-15-26                                  | CUSIP: 74456QCF1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   12926000 | PA      | $12850008.05   | 0.01%             | 2026-03-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.492% 05-14-30/29                                       | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   18392000 | PA      | $19155194.43   | 0.02%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAMISEA SA / PLUSPETROL LOTE 56 SA                                   | PLUSPETROL CAMISEA SA 144A LIFE SR UNSEC SF 6.24% 07-03-36                                         | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |    1270000 | PA      | $1353197.70    | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX USD 3.79168% 06-17-26/06-17-36 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $748297.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX USD 3.43574% 06-17-26/06-17-31 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-388168.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DA7883 02-01-54                                                                      | CUSIP: 3140A8XM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1603387 | PA      | $1668487.70    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QX8778 03-01-55                                                                      | CUSIP: 31426FXG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3164075 | PA      | $3333966.46    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.0% 03-01-51                                   | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2474000 | PA      | $1629007.77    | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31                                         | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   16250000 | PA      | $15146413.75   | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VFET 2025-1A                                                                    | VFET 2025-1A A2 144A 4.41% 11-15-27                                                                | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9325110 | PA      | $9345569.37    | 0.01%             | 2027-11-15      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-4                                                  | VZMT 2025-4 A 144A 4.76% 03-21-33                                                                  | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15536000 | PA      | $15934280.90   | 0.02%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX USD 4.13862% 06-17-26/06-17-56 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-309935.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.41% 03-09-23/07-28-45 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $32526789.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                         | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.45% 03-05-34                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1325000 | PA      | $1081547.15    | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                         | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.95% 03-05-54                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1050000 | PA      | $801412.50     | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| PITNEY BOWES INC                                                                | PITNEY BOWES INC 144A LIFE SR UNSEC 6.875% 03-15-27                                                | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6026406.00    | 0.01%             | 2027-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 6.1% 08-01-36                                                           | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4668000 | PA      | $4848506.89    | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8134 03-01-51                                                                      | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   55833045 | PA      | $45540167.04   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 G05860 02-01-40                                                                          | CUSIP: 3128M7ZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7890 | PA      | $8234.02       | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 4.0135% 08-21-23/08-21-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $661817.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 4.1615% 11-10-23/05-15-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-298407.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD8106 11-01-50                                                                      | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13583605 | PA      | $11096446.61   | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8189 01-01-52                                                                      | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     384701 | PA      | $327670.23     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 5.218% 03-08-54                                              | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1967000 | PA      | $1907319.25    | 0.00%             | 2054-03-08      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 6.0% 02-01-33                                       | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41113840.00   | 0.04%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC SR UNSEC 4.9% 10-15-34                                                      | CUSIP: 776696AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    9931000 | PA      | $9912816.34    | 0.01%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.592% 09-09-34                                              | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   18067000 | PA      | $18032889.50   | 0.02%             | 2034-09-09      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.625% 09-30-31                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   15115000 | PA      | $15457264.06   | 0.02%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                      | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC SR UNSEC 3.2% 09-23-26                                  | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     532000 | PA      | $528882.48     | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7535 02-01-51                                                                      | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3504829 | PA      | $3037452.64    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD7544 07-01-51                                                                      | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   68315536 | PA      | $61629836.44   | 0.06%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.35% 07-15-35                                       | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   40824000 | PA      | $41115238.42   | 0.04%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.625% 02-01-36                                      | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6482000 | PA      | $6561871.20    | 0.01%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                       | TEGNA INC SR UNSEC 5.0% 09-15-29                                                                   | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8431821.50    | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.875% 02-15-31                                                          | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13929555.00   | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 4.15% 11-10-23/05-15-33 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-630182.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 3.998% 12-04-23/12-04-28 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3172778.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.6038% 01-08-24/01-08-34 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $527434.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.8365% 03-06-24/03-06-34 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-157406.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.3125% 10-07-24/10-07-29 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $247334.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.303% 10-03-24/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |          1 | NC      | $-4878821.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.5% 04-15-31                                                            | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9564190.00    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 8.125% 09-15-31                            | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   59885000 | PA      | $69028840.65   | 0.07%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                         | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 8.625% 06-01-30                                  | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   14808000 | PA      | $15684988.99   | 0.02%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 5.75% 01-15-54                                                           | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3217000 | PA      | $3158746.56    | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 G05196 10-01-38                                                                          | CUSIP: 3128M7C95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1148 | PA      | $1199.95       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD7525 10-01-50                                                                      | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   19140513 | PA      | $16591571.15   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.4445% 10-07-24/10-07-29 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-101722.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.455% 10-07-24/10-07-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-239485.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 5.5 G06841 06-01-41                                                                          | CUSIP: 3128M85A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11347 | PA      | $11853.00      | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA4599 05-01-52                                                                      | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     195435 | PA      | $173327.02     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.365% 10-04-24/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2324546.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.551% 10-07-24/10-07-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-568966.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.543% 10-07-24/10-07-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-270758.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.3075% 10-07-24/01-02-29                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2469737.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                         | TRAVELERS COS INC SR UNSEC 5.45% 05-25-53                                                          | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1773000 | PA      | $1748369.48    | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32                                                          | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   11756000 | PA      | $10813827.14   | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 3.5% 02-14-53                                                          | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    8943000 | PA      | $6357587.64    | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO SR SEC 1ST LIEN 3.9% 04-01-52                                                    | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    5303000 | PA      | $4082461.52    | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 4.751% 05-12-28/27                                                 | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    6750000 | PA      | $6806281.50    | 0.01%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32                                                      | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3161000 | PA      | $3121892.11    | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.35% 10-07-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-4722994.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.552% 10-07-24/10-07-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-187273.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.32% 10-07-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1602293.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 3.948% 11-06-24/11-06-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $165079.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERD 2025-1A                                                                    | VERD 2025-1A A3 144A 4.96% 05-12-33                                                                | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1873000 | PA      | $1910119.11    | 0.00%             | 2033-05-12      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| VERD 2025-1A                                                                    | VERD 2025-1A A2 144A 4.85% 03-13-28                                                                | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7381357 | PA      | $7418285.86    | 0.01%             | 2028-03-13      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                                          | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   39697000 | PA      | $38506883.94   | 0.04%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52                                                           | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   52295000 | PA      | $30664689.81   | 0.03%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.05% 11-06-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1481242.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.04% 11-06-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-819165.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.75% 05-15-52                                                     | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4538000 | PA      | $3920636.87    | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 4.703% 08-05-27/26                                                 | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   50000000 | PA      | $50182500.00   | 0.05%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4578 04-01-52                                                                      | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2656261 | PA      | $2259983.88    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RA7556 06-01-52                                                                      | CUSIP: 3133KPMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   20659750 | PA      | $20260128.68   | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA9289 02-01-51                                                                      | CUSIP: 3140QHKB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     231140 | PA      | $196099.41     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1450 03-01-52                                                                      | CUSIP: 3132DNTF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2335922 | PA      | $2019032.87    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 1.9% 08-15-31                                   | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    4061000 | PA      | $3591499.67    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                     | PUBLIC STORAGE SR UNSEC 1.95% 11-09-28                                                             | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     721000 | PA      | $683097.03     | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.917% 11-08-24/11-08-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-527451.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.4805% 10-02-25/10-02-32 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $719445.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.35% 02-15-33                                                     | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   33897000 | PA      | $35328605.90   | 0.04%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.35% 02-09-35                                                | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     253000 | PA      | $265776.50     | 0.00%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.4% 03-01-32                                          | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   14784000 | PA      | $14432392.13   | 0.01%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 4.65% 10-18-30/29                                                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   21169000 | PA      | $21475759.98   | 0.02%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA5288 05-01-51                                                                      | CUSIP: 3133KL2V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21364522 | PA      | $17526385.84   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX8835 03-01-53                                                                      | CUSIP: 3140NDY92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     277247 | PA      | $281867.94     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QG1719 05-01-53                                                                      | CUSIP: 3133C14C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      45136 | PA      | $45843.66      | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BX8389 03-01-53                                                                      | CUSIP: 3140NDKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     350721 | PA      | $357467.99     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 5.711% 01-12-27/26                                                 | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   20000000 | PA      | $20007820.00   | 0.02%             | 2027-01-12      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SR UNSEC 4.653% 02-01-29/28                                                             | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   31436000 | PA      | $31834325.56   | 0.03%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD2246 01-01-53                                                                      | CUSIP: 3132DPP77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      52138 | PA      | $54210.87      | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BW5286 04-01-53                                                                      | CUSIP: 3140MW2U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      47417 | PA      | $48191.59      | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                              | RGA GLOBAL FUNDING GIC 144A LIFE SR UNSEC 5.25% 01-09-30                                           | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15516105.00   | 0.02%             | 2030-01-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 5.153% 02-04-31/30                                                   | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   29212000 | PA      | $30088739.76   | 0.03%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                         | RAIZEN FUELS FINANCE SA REG S SR UNSEC 6.7% 02-25-37                                               | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    1500000 | PA      | $1214218.50    | 0.00%             | 2037-02-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                     | RIO TINTO FINANCE USA PLC SR UNSEC 4.875% 03-14-30                                                 | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    4500000 | PA      | $4625410.50    | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SR UNSEC 5.775% 06-12-29/28                                                             | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1559701.50    | 0.00%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29                                                 | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    9650000 | PA      | $9983475.05    | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                      | US BANCORP SR UNSEC 5.384% 01-23-30/29                                                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    6064000 | PA      | $6281697.60    | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD SR UNSEC 6.4% 06-28-54                                                           | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |    6330000 | PA      | $6466095.00    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                     | RIO TINTO FINANCE USA PLC SR UNSEC 5.75% 03-14-55                                                  | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    8045000 | PA      | $8213373.81    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                     | RIO TINTO FINANCE USA PLC SR UNSEC 5.25% 03-14-35                                                  | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   14824000 | PA      | $15282817.62   | 0.02%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.482% 10-02-25/10-02-32 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $230637.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.4815% 10-02-25/10-02-32 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $237920.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.95% 08-15-29                          | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   11687000 | PA      | $11841128.16   | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 5.625% 04-01-35                                                        | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $4357448.14    | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 4.78% 02-15-35                                                 | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   17269000 | PA      | $17008790.71   | 0.02%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 144A SR UNSEC 5.401% 07-02-37                                           | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    9593000 | PA      | $9699856.43    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8536 05-01-54                                                                      | CUSIP: 3140QUPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   51647145 | PA      | $52869116.36   | 0.05%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8390 11-01-53                                                                      | CUSIP: 3132DWKB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     288661 | PA      | $274652.47     | 0.00%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VFI 2025-1A                                                                     | VFI 2025-1A A 144A 4.78% 06-24-30                                                                  | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     340809 | PA      | $342559.25     | 0.00%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-7                                                  | VZMT 2025-7 A1A 3.96% 08-20-31                                                                     | CUSIP: 92348KEN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43985000 | PA      | $44135208.78   | 0.04%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5320 03-01-54                                                                      | CUSIP: 31418E4E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4597528 | PA      | $4368699.58    | 0.00%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QI0001 02-01-54                                                                      | CUSIP: 3133W6AA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1337148 | PA      | $1270048.78    | 0.00%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.75% 01-15-36                        | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10247600.00   | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC SR UNSEC 5.125% 02-15-36                                                      | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    9784000 | PA      | $9852859.79    | 0.01%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CB4818 10-01-52                                                                      | CUSIP: 3140QQK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2373743 | PA      | $2255481.22    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 RA7918 09-01-52                                                                      | CUSIP: 3133KPYP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     287585 | PA      | $273340.63     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC SR UNSEC 4.5% 08-15-30                                                        | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    1408000 | PA      | $1419290.75    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.55% 09-11-28                          | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20118780.00   | 0.02%             | 2028-09-11      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD3619 12-01-51                                                                      | CUSIP: 3133B1AU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     292856 | PA      | $248457.48     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS4435 02-01-53                                                                      | CUSIP: 3140XK4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7024704 | PA      | $5974574.25    | 0.01%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 4.971% 05-02-31/30                                                   | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   25000000 | PA      | $25575800.00   | 0.03%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                         | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.25% 07-08-32                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    5000000 | PA      | $4206250.00    | 0.00%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.45% 09-11-27                          | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20070760.00   | 0.02%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 5.0% 01-15-36                                                  | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   53638000 | PA      | $53203424.92   | 0.05%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                         | RAIZEN FUELS FINANCE SA REG S SR UNSEC 6.25% 07-08-32                                              | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    5905000 | PA      | $4967581.25    | 0.01%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 4.696% 08-06-31/30                                                   | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   22818000 | PA      | $23121410.95   | 0.02%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC SR UNSEC 4.25% 09-15-28                                                     | CUSIP: 776696AK2<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6022608.00    | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC SR UNSEC 4.45% 09-15-30                                                     | CUSIP: 776696AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8039232.00    | 0.01%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CB4604 09-01-52                                                                      | CUSIP: 3140QQDJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     398670 | PA      | $380238.65     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QE8533 07-01-52                                                                      | CUSIP: 3133BJPS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     162026 | PA      | $154617.95     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 5.875% 11-30-55                                                | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   19819000 | PA      | $19594827.29   | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 5.75% 11-30-45                                                 | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    9756000 | PA      | $9692010.40    | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO XII LTD VIBR_21-12A                                                 | VIBR 2021-12A BRR CLO 144A FRN 04-20-34                                                            | CUSIP: 92558WBL5<br>LEI: 5493000EYQWTOWOLAO60 | Long             | ABS-O            | CORP              | KY        |    2341000 | PA      | $2342802.57    | 0.00%             | 2034-04-20      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A                               | WLAKE 2022-1A D 144A 3.49% 03-15-27                                                                | CUSIP: 96042WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     627975 | PA      | $627594.44     | 0.00%             | 2027-03-15      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QE9349 09-01-52                                                                      | CUSIP: 3133BKL64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     287564 | PA      | $274595.52     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BW7063 10-01-52                                                                      | CUSIP: 3140MYZ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     227946 | PA      | $217276.89     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QE9260 08-01-52                                                                      | CUSIP: 3133BKJD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     237844 | PA      | $226788.20     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 QJ6336 10-01-54                                                                      | CUSIP: 3133CXBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     190813 | PA      | $199127.96     | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD5035 01-01-52                                                                      | CUSIP: 3133B2SY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      99990 | PA      | $80937.89      | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BQ6858 12-01-51                                                                      | CUSIP: 3140KSTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     622773 | PA      | $504107.65     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD3632 07-01-52                                                                      | CUSIP: 3132E0A93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      45487 | PA      | $38629.87      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5447 09-01-52                                                                      | CUSIP: 3140XMBR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     851541 | PA      | $724911.23     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR1283 01-01-51                                                                      | CUSIP: 3140KYM92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2330561 | PA      | $1892019.65    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR3771 04-01-51                                                                      | CUSIP: 3140L2FM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     224495 | PA      | $181800.34     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 4.75% 01-15-33                                                 | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   18069000 | PA      | $18060200.40   | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 6.0% 11-30-65                                                  | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10981000 | PA      | $10849480.56   | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM8114 06-01-51                                                                      | CUSIP: 3140XCAQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21611046 | PA      | $17493191.22   | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD7967 02-01-52                                                                      | CUSIP: 3133B5Z88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     458948 | PA      | $371575.45     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA9290 02-01-51                                                                      | CUSIP: 3140QHKC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1266831 | PA      | $1081949.31    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS3549 01-01-52                                                                      | CUSIP: 3140XJ5K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     983002 | PA      | $835292.22     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM7886 07-01-51                                                                      | CUSIP: 3140XBXQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     105089 | PA      | $89658.02      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT0098 06-01-51                                                                      | CUSIP: 3140LNDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     392784 | PA      | $334557.47     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 144A LIFE SUB (H) 6.0% 02-25-56/31                                               | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |    3640000 | PA      | $3644732.00    | 0.00%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.5% 06-15-34                         | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    3195000 | PA      | $3266178.21    | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.85% 05-07-30                                           | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    5078000 | PA      | $5207890.16    | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.83% 05-09-28                                 | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20184340.00   | 0.02%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL SR UNSEC 6.875% 04-30-36                                                          | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3942868.00    | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.95% 11-15-26                                             | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     265000 | PA      | $263039.27     | 0.00%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD5485 09-01-51                                                                      | CUSIP: 3132DTCW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     398410 | PA      | $338287.82     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5387 05-01-52                                                                      | CUSIP: 3140XL6Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     431246 | PA      | $365045.23     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD4815 07-01-52                                                                      | CUSIP: 3132DSK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   40995353 | PA      | $34789599.10   | 0.04%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV7761 03-01-52                                                                      | CUSIP: 3140MMTT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      99838 | PA      | $85037.01      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS6891 03-01-51                                                                      | CUSIP: 3140XNUR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21679800 | PA      | $17603260.37   | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BR3283 02-01-51                                                                      | CUSIP: 3140L1UH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4417416 | PA      | $3575703.85    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD6093 02-01-52                                                                      | CUSIP: 3133B3XW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     429168 | PA      | $347392.88     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB3931 10-01-50                                                                      | CUSIP: 3133AALL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1403950 | PA      | $1139338.76    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB5275 11-01-50                                                                      | CUSIP: 3133AB2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6707856 | PA      | $5441493.05    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB8132 01-01-51                                                                      | CUSIP: 3133AFA92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3989516 | PA      | $3238034.46    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS3806 07-01-52                                                                      | CUSIP: 3140XKGQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     117171 | PA      | $99389.76      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA3055 07-01-50                                                                      | CUSIP: 3133KJMC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     104706 | PA      | $88788.23      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VNESHECONOMBANK VIA VEB FINANCE PLC                                             | VNESHECONOMBANK VIA VEB FINANCE PLC 144A LIFE SR UNSEC 6.8% 11-22-35                               | CUSIP: 91821XAD5<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | CORP              | IE        |     500000 | PA      | $0.00          | 0.00%             | 2035-11-22      | Fixed         | 6.80%                 | Yes           |                  3 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 3.875% 02-08-29                                                | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     183000 | PA      | $182390.79     | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FA1162 04-01-55                                                                      | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7373117 | PA      | $7576017.66    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD4459 04-01-55                                                                      | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10479928 | PA      | $10769603.19   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                      | VIASAT INC 144A LIFE SR SEC 1ST LIEN 5.625% 04-15-27                                               | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8018288.00    | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VIGOROUS CHAMPION INTERNATIONAL LTD                                             | VIGOROUS CHAMPION INTERNATIONAL LTD REG S SR UNSEC 4.25% 05-28-29                                  | CUSIP: N/A<br>LEI: 254900LCCR122N588062       | Long             | DBT              | CORP              | VG        |    1708000 | PA      | $1707364.62    | 0.00%             | 2029-05-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA7020 03-01-52                                                                      | CUSIP: 3133KNYR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      69756 | PA      | $59795.90      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2644 01-01-52                                                                      | CUSIP: 3140QM5E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21069350 | PA      | $17835184.10   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY5512 05-01-55                                                                      | CUSIP: 31426QDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1990961 | PA      | $2045865.91    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY3388 04-01-55                                                                      | CUSIP: 31426MXS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1693832 | PA      | $1740432.45    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8601 08-01-51                                                                      | CUSIP: 3140XCRX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12977285 | PA      | $11062486.27   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD4075 07-01-51                                                                      | CUSIP: 3132E0Q47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13454488 | PA      | $11389399.25   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY1975 05-01-55                                                                      | CUSIP: 31426LFR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     632368 | PA      | $652867.11     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY1233 04-01-55                                                                      | CUSIP: 31426KLP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     553893 | PA      | $569117.59     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.875% 07-15-29                                            | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1368277.88    | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL SR UNSEC 4.95% 05-19-50                                                           | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3782000 | PA      | $2651170.65    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB8073 07-01-54                                                                      | CUSIP: 3140AH6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      18145 | PA      | $18651.13      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC9957 01-01-55                                                                      | CUSIP: 3140AYB38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     123758 | PA      | $127167.88     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM5944 01-01-51                                                                      | CUSIP: 3140X9TA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     899639 | PA      | $761551.13     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8462 09-01-54                                                                      | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   19793788 | PA      | $20085766.16   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB4465 08-01-54                                                                      | CUSIP: 3140AD6B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2892338 | PA      | $2972727.16    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD0756 02-01-55                                                                      | CUSIP: 3140B0ZW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     113846 | PA      | $116982.28     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.25% 05-15-42                                                         | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  122319400 | PA      | $102212561.49  | 0.10%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.625% 05-31-27                                                        | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  350150000 | PA      | $345958844.56  | 0.35%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FM4783 12-01-50                                                                      | CUSIP: 3140X8J57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17212839 | PA      | $13968562.98   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 BU6503 11-01-51                                                                      | CUSIP: 3140M8GM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     493966 | PA      | $401823.10     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY1288 04-01-55                                                                      | CUSIP: 31426KNE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     463667 | PA      | $476689.80     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD2869 01-01-55                                                                      | CUSIP: 3140B3FK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     226574 | PA      | $232873.91     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX6717 02-01-55                                                                      | CUSIP: 31426CPB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      33852 | PA      | $35002.16      | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD7099 06-01-55                                                                      | CUSIP: 3140B73H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      17617 | PA      | $18181.59      | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA7139 05-01-52                                                                      | CUSIP: 3133KN4Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      44120 | PA      | $37414.52      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1660 03-01-52                                                                      | CUSIP: 3132DNZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      95515 | PA      | $81235.41      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ4076 02-01-55                                                                      | CUSIP: 3142GUQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     698521 | PA      | $717899.60     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5793 08-01-55                                                                      | CUSIP: 31418FNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   26382058 | PA      | $27110493.42   | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ9949 12-01-54                                                                      | CUSIP: 3133D2BS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2202881 | PA      | $2263960.70    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA3952 11-01-50                                                                      | CUSIP: 3133KKL98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7271285 | PA      | $5902283.48    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.25% 06-30-29                                                         | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18000000 | PA      | $17798905.80   | 0.02%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 11-15-53                                                         | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  105286000 | PA      | $103542032.17  | 0.11%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC SR UNSEC 5.1% 09-15-35                                                      | CUSIP: 776696AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   14365000 | PA      | $14479776.35   | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                               | REPSOL E&P CAPITAL MARKETS US LLC 144A LIFE SR UNSEC 4.8% 09-16-28                                 | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    6001000 | PA      | $6058501.58    | 0.01%             | 2028-09-16      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                    | AEP TRANSMISSION CO LLC SR UNSEC 5.375% 06-15-35                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1369995.68    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.259% 05-01-27                                                                 | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   10697000 | PA      | $10980053.32   | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD SR UNSEC 5.375% 01-15-36                                               | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   77636000 | PA      | $77990485.98   | 0.08%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC REG S SR UNSEC 6.5% 01-17-33                                                          | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |   11000000 | PA      | $12138203.00   | 0.01%             | 2033-01-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP SR UNSEC 4.821% 01-26-34/33                                                      | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     254000 | PA      | $257621.53     | 0.00%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC REG S SUB 4.866% 03-15-33/28                                                | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |    5200000 | PA      | $5226577.20    | 0.01%             | 2033-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SUNCORP GROUP LTD                                                               | SUNCORP GROUP LTD AUD SUB (H) FRN 12-01-38                                                         | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | DBT              | CORP              | AU        |      50000 | PA      | $34599.09      | 0.00%             | 2038-12-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DAC                                               | SMBC AVIATION CAPITAL FINANCE DAC 144A LIFE SR UNSEC 5.45% 05-03-28                                | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $10276410.00   | 0.01%             | 2028-05-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2025-2A                                                                   | LADAR 2025-2A C 144A 4.7% 08-16-32                                                                 | CUSIP: 505912AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4737000 | PA      | $4780381.45    | 0.00%             | 2032-08-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 11-15-43                                                         | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6349400 | PA      | $6359313.95    | 0.01%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 11-30-28                                                        | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  103137000 | PA      | $105487966.66  | 0.11%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 12-31-30                                                         | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60151700 | PA      | $60201042.44   | 0.06%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 01-31-31                                                          | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $101191490.00  | 0.10%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP SR UNSEC 5.159% 05-18-34/33                                                      | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   27026000 | PA      | $27949127.08   | 0.03%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.9% 06-01-26                                        | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10014860.00   | 0.01%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LADAR 2025-2A                                                                   | LADAR 2025-2A D 144A 5.01% 12-15-32                                                                | CUSIP: 505912AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3285000 | PA      | $3301907.90    | 0.00%             | 2032-12-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-50A                                            | MDPK 2021-50A A CLO 144A FRN 04-19-34                                                              | CUSIP: 55821FAA5<br>LEI: 549300XQII222AK58E79 | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $250190.00     | 0.00%             | 2034-04-19      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 05-15-27                                                          | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34759300 | PA      | $35221139.87   | 0.04%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 05-15-44                                                        | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63000000 | PA      | $61954710.30   | 0.06%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 05-31-29                                                          | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  181704000 | PA      | $186945488.10  | 0.19%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 11-15-27                                                        | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4974000 | PA      | $5031161.21    | 0.01%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.388% 05-01-31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   46103000 | PA      | $50052644.01   | 0.05%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.858% 05-01-54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5838000 | PA      | $6561199.76    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 11-30-26                                                         | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  297063600 | PA      | $298908632.31  | 0.30%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 11-30-31                                                        | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8000000 | PA      | $8123946.40    | 0.01%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 01-31-26                                                         | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   62596000 | PA      | $62610672.50   | 0.06%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCAS 2024-01                                                                    | MCAS 2024-01 M10 144A FRN 07-25-54                                                                 | CUSIP: 62548RAB5<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |    4044000 | PA      | $4169942.29    | 0.00%             | 2054-07-25      | Variable      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS9860 06-01-52                                                                      | CUSIP: 3140XR5W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   24924931 | PA      | $20175634.64   | 0.02%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 SD3984 05-01-51                                                                      | CUSIP: 3132E0M90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10868847 | PA      | $8797853.68    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY7786 07-01-55                                                                      | CUSIP: 31426SUL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2587817 | PA      | $2659607.84    | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY8509 07-01-55                                                                      | CUSIP: 31426TN37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12502471 | PA      | $12849639.63   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QY7784 07-01-55                                                                      | CUSIP: 31426SUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8598035 | PA      | $8835650.55    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BV1863 06-01-55                                                                      | CUSIP: 3140MFB93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16128025 | PA      | $16573336.33   | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 05-15-44                                                        | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38700000 | PA      | $31993692.48   | 0.03%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 08-15-39                                                          | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   92710000 | PA      | $93006959.40   | 0.09%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 02-15-40                                                        | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     600000 | PA      | $607453.14     | 0.00%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 05-15-40                                                        | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $19693750.00   | 0.02%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC MFF_23-1                                            | MFF 2023-1A A 144A 7.21% 05-20-36                                                                  | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    3164808 | PA      | $3179065.32    | 0.00%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO MCMML_21-2                                               | MCMML 2021-2A A1 CLO 144A FRN 09-14-33                                                             | CUSIP: 61034VAC7<br>LEI: 549300015LLKJVT5UL74 | Long             | ABS-O            | CORP              | KY        |    3108663 | PA      | $3119978.36    | 0.00%             | 2033-09-14      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.298% 05-01-29                                                                 | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   12918000 | PA      | $13716254.89   | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 5.2% 04-15-32                                                                | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $8567905.50    | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 02-15-41                                                         | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   61385000 | PA      | $62578220.05   | 0.06%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.5% 02-15-45                                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   99361200 | PA      | $70502067.35   | 0.07%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.125% 11-15-41                                                        | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     300000 | PA      | $248507.85     | 0.00%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 08-15-42                                                         | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3811000 | PA      | $2946663.29    | 0.00%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MCAS 2024-01                                                                    | MCAS 2024-01 M7 144A FRN 07-25-54                                                                  | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |    3863676 | PA      | $3918006.93    | 0.00%             | 2054-07-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-INV2                     | MSRM 2024-INV2 A1 144A FRN 02-25-54                                                                | CUSIP: 617939AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9235338 | PA      | $9417347.74    | 0.01%             | 2054-02-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                        | SVENSKA HANDELSBANKEN AB 144A LIFE SR NON PREF 5.5% 06-15-28                                       | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    5000000 | PA      | $5167585.00    | 0.01%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                      | SANTANDER HOLDINGS USA INC SR UNSEC 6.565% 06-12-29/28                                             | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    3644000 | PA      | $3811525.61    | 0.00%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU7607 12-01-51                                                                      | CUSIP: 3140M9NZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21391413 | PA      | $18149437.69   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5929 01-01-51                                                                      | CUSIP: 3140XMST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     868159 | PA      | $735987.01     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MTLRF 2023-1A                                                                   | MTLRF 2023-1A A3 144A 5.74% 07-15-30                                                               | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1537623 | PA      | $1546980.91    | 0.00%             | 2030-07-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| MBALT 2024-A                                                                    | MBALT 2024-A A3 5.32% 01-18-28                                                                     | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5915000 | PA      | $5973777.36    | 0.01%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 11-15-42                                                         | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1735300 | PA      | $1335743.36    | 0.00%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 05-15-43                                                        | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   62268000 | PA      | $48424758.82   | 0.05%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 05-15-45                                                          | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1460000 | PA      | $1125490.35    | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 08-15-43                                                        | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   74259000 | PA      | $64218314.37   | 0.07%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.5% 02-15-46                                                          | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32376500 | PA      | $22583800.21   | 0.02%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.5% 05-15-46                                                          | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $17370772.50   | 0.02%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD3416 07-01-52                                                                      | CUSIP: 3132DQYM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     359295 | PA      | $304143.70     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BR6304 04-01-51                                                                      | CUSIP: 3140L5AE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1447380 | PA      | $1225229.99    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 11-15-46                                                        | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       3800 | PA      | $2810.65       | 0.00%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 08-15-28                                                        | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3275700 | PA      | $3223596.39    | 0.00%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 5.876% 01-14-31/30                                                   | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   33000000 | PA      | $34504107.00   | 0.03%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 5.162% 01-24-31/30                                                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     448000 | PA      | $462590.02     | 0.00%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD2629 01-01-52                                                                      | CUSIP: 3132DP4N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     953997 | PA      | $809987.63     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QB5200 11-01-50                                                                      | CUSIP: 3133ABX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      49410 | PA      | $41838.18      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.8% 07-13-28                                         | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    7500000 | PA      | $7813470.00    | 0.01%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.88% 07-13-26                                        | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   10264000 | PA      | $10367686.93   | 0.01%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 08-15-48                                                          | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80294800 | PA      | $59572454.52   | 0.06%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 11-15-48                                                        | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3958000 | PA      | $3137626.92    | 0.00%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 05-15-29                                                        | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4809179.50    | 0.00%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 05-15-49                                                        | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44876000 | PA      | $32264973.41   | 0.03%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.375% 08-15-50                                                        | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  352055000 | PA      | $173576352.27  | 0.18%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.5% 08-31-27                                                          | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26084000 | PA      | $24838165.56   | 0.03%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.5% 10-31-27                                                          | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35000000 | PA      | $33167235.50   | 0.03%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.375% 01-31-26                                                        | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   74266500 | PA      | $74064881.31   | 0.08%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                         | BANK OF NOVA SCOTIA SR UNSEC 4.932% 02-14-29/28                                                    | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20389340.00   | 0.02%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 4.942% 02-11-31/30                                           | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   41454000 | PA      | $42640454.93   | 0.04%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.125% 02-29-28                                                        | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23306000 | PA      | $22169261.50   | 0.02%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.5% 02-28-26                                                          | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     150000 | PA      | $149238.29     | 0.00%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 03-31-28                                                         | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25580000 | PA      | $24350960.30   | 0.02%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.625% 05-15-31                                                        | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20450000 | PA      | $18326715.36   | 0.02%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9530 07-01-51                                                                      | CUSIP: 3140XDSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10547290 | PA      | $8928449.67    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7242 10-01-53                                                                      | CUSIP: 3140QTBL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5032210 | PA      | $5243758.75    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                                     | SAN DIEGO GAS & ELECTRIC CO SR SEC 1ST LIEN 4.95% 08-15-28                                         | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1934000 | PA      | $1984022.91    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                     | SWEDBANK AB 144A LIFE SR NON PREF 6.136% 09-12-26                                                  | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   12825000 | PA      | $13015156.28   | 0.01%             | 2026-09-12      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 05-15-51                                                        | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46632300 | PA      | $29461321.85   | 0.03%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 05-31-28                                                         | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10702000 | PA      | $10148505.40   | 0.01%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.75% 05-31-26                                                         | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1245000 | PA      | $1230872.24    | 0.00%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 06-30-28                                                         | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42000000 | PA      | $39755625.00   | 0.04%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.0% 07-31-28                                                          | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70000000 | PA      | $65687888.00   | 0.07%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.0% 08-15-51                                                          | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95567800 | PA      | $54888305.13   | 0.06%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK43                                                              | BANK 2022-BNK43 A5 4.399% 08-15-55                                                                 | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     450000 | PA      | $442166.85     | 0.00%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM3                                   | BRAVO 2022-NQM3 A1 144A 5.108% 07-25-62                                                            | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2297310 | PA      | $2295952.19    | 0.00%             | 2062-07-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                 | BANK 2023-BNK45 A5 5.203% 02-15-56                                                                 | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     230000 | PA      | $235209.27     | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR1                                                                 | BANK5 2023-5YR1 A3 FRN 04-15-56                                                                    | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5777000 | PA      | $5993267.77    | 0.01%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C19                        | BBCMS 2023-C19 A5 5.451% 04-15-56                                                                  | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1087000 | PA      | $1128148.39    | 0.00%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR2                                                             | BANK5 2023-5YR2 AS FRN 07-15-56                                                                    | CUSIP: 06211CAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1940000 | PA      | $2052287.20    | 0.00%             | 2056-07-15      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-5C1                                                   | BMO 2023-5C1 A3 FRN 08-15-56                                                                       | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3833000 | PA      | $4015075.17    | 0.00%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C6                                                    | BMO 2023-C6 AS FRN 09-15-56                                                                        | CUSIP: 055985AJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6880000 | PA      | $7382040.48    | 0.01%             | 2056-09-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C6                                                    | BMO 2023-C6 A5 FRN 09-15-56                                                                        | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2710000 | PA      | $2874236.84    | 0.00%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR3                                                             | BANK5 2023-5YR3 AS FRN 09-15-56                                                                    | CUSIP: 06211EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4984000 | PA      | $5322802.35    | 0.01%             | 2056-09-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BBCMS 2023-C21                                                                  | BBCMS 2023-C21 A5 FRN 09-15-56                                                                     | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     600000 | PA      | $646082.40     | 0.00%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-5C23                       | BBCMS 2023-5C23 AS FRN 12-15-56                                                                    | CUSIP: 05493QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     796000 | PA      | $851778.11     | 0.00%             | 2056-12-15      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                                             | BANK5 2023-5YR4 AS FRN 12-15-56                                                                    | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3632000 | PA      | $3875198.72    | 0.00%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                                   | BMARK 2024-V5 AM FRN 01-10-57                                                                      | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1681000 | PA      | $1753878.07    | 0.00%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM8                                   | BRAVO 2023-NQM8 A1 144A 6.394% 10-25-63                                                            | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30051992 | PA      | $30292167.39   | 0.03%             | 2063-10-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-KING                                         | BX 2024-KING A 144A FRN 05-15-34                                                                   | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26199094 | PA      | $26230244.62   | 0.03%             | 2034-05-15      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                   | BMP 2024-MF23 A 144A FRN 06-15-41                                                                  | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4990000 | PA      | $5003033.88    | 0.01%             | 2041-06-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-VLT4                                                                    | BX 2024-VLT4 A 144A FRN 06-15-41                                                                   | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2502185.00    | 0.00%             | 2041-06-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V7                                                                   | BMARK 2024-V7 A3 FRN 05-15-56                                                                      | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15869000 | PA      | $16758616.14   | 0.02%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                  | BFLD 2024-WRHS A 144A FRN 07-15-39                                                                 | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   34298890 | PA      | $34351642.17   | 0.03%             | 2039-07-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ3017 12-01-54                                                                      | CUSIP: 3142GTK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   39365464 | PA      | $39290669.57   | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ3012 12-01-54                                                                      | CUSIP: 3142GTK21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   18097816 | PA      | $18162551.74   | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                  | BFLD 2024-WRHS B 144A FRN 07-15-39                                                                 | CUSIP: 05555HAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9117943 | PA      | $9138339.73    | 0.01%             | 2039-07-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V8                                                                   | BMARK 2024-V8 A3 FRN 07-15-57                                                                      | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4967000 | PA      | $5248474.92    | 0.01%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| MAGNE 2019-22A                                                                  | MAGNE 2019-22A ARR CLO 144A FRN 07-15-36                                                           | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-O            | CORP              | US        |   24476000 | PA      | $24487258.96   | 0.02%             | 2036-07-15      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC_24-2                            | MFCC 2024-2A A 144A 6.56% 07-20-29                                                                 | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6712000 | PA      | $6750036.90    | 0.01%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-AIRC                                                                    | BX 2024-AIRC A 144A FRN 08-15-41                                                                   | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   49530344 | PA      | $49689435.24   | 0.05%             | 2041-08-15      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-BIO2                                                                    | BX 2024-BIO2 A 144A FRN 08-13-41                                                                   | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12836000 | PA      | $13023431.27   | 0.01%             | 2041-08-13      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ3078 12-01-54                                                                      | CUSIP: 3142GTM45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12974260 | PA      | $13244409.91   | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS9025 09-01-54                                                                      | CUSIP: 3140XRA39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   21415533 | PA      | $21870120.25   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5                                                                    | BMO 2024-5C5 AS FRN 02-15-57                                                                       | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2955000 | PA      | $3099620.66    | 0.00%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                | BMARK 2024-V9 A3 5.6019% 08-15-57                                                                  | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6702000 | PA      | $6968565.35    | 0.01%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5552 12-01-54                                                                      | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   81079942 | PA      | $80922971.32   | 0.08%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS9507 02-01-54                                                                      | CUSIP: 3140XRR56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23138683 | PA      | $22607395.55   | 0.02%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS9508 03-01-54                                                                      | CUSIP: 3140XRR64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12776542 | PA      | $12512833.77   | 0.01%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD6706 01-01-54                                                                      | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   47494753 | PA      | $46514461.07   | 0.05%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                                                  | SUMITOMO MITSUI TRUST BANK LTD 144A LIFE SR UNSEC 5.55% 09-14-28                                   | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $10420280.00   | 0.01%             | 2028-09-14      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 7.0% 09-15-28                                                         | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    6715000 | PA      | $6951905.20    | 0.01%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | BBVA BANCOMER SA INST DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEX 144A LIFE SUB 7.625% 02-11-35/30 | CUSIP: 072912AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4290000 | PA      | $4515225.00    | 0.00%             | 2035-02-11      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                  | BHP BILLITON FINANCE USA LTD SR UNSEC 5.3% 02-21-35                                                | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    6077000 | PA      | $6276374.22    | 0.01%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                                  | FMBT 2024-FBLU A 144A FRN 12-15-39                                                                 | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3468000 | PA      | $3479916.05    | 0.00%             | 2039-12-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8474 11-01-54                                                                      | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5225407 | PA      | $5215290.99    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYC 2025-28L                                                                    | NYC 2025-28L B 144A FRN 11-05-38                                                                   | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3498000 | PA      | $3508679.39    | 0.00%             | 2038-11-05      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| NYC 2025-28L                                                                    | NYC 2025-28L A 144A FRN 11-05-38                                                                   | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10329000 | PA      | $10358633.90   | 0.01%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC MFF_24-1                                            | MFF 2024-1A A 144A 5.82% 04-20-37                                                                  | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11364775 | PA      | $11439885.03   | 0.01%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 11-15-30                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2475361.27    | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1MKT                                             | OMPT 2017-1MKT A 144A 3.6139% 02-10-32                                                             | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4543385 | PA      | $4344530.19    | 0.00%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM3                                                                   | OBX 2025-NQM3 A1 144A 5.648% 12-01-64                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |   30344507 | PA      | $30665491.66   | 0.03%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM6                                                           | OBX 2023-NQM6 A1 144A 6.52% 07-25-63                                                               | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4134515 | PA      | $4157258.96    | 0.00%             | 2063-07-25      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX TRUST OBX_23-NQM10                                 | OBX 2023-NQM10 A1 144A 6.465% 10-25-63                                                             | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-CBDO         | CORP              | US        |    2676038 | PA      | $2703193.99    | 0.00%             | 2063-10-25      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 3.5 UMBS TBA 01-01-41                                                                         | CUSIP: 01F032419<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   37000000 | PA      | $35973953.00   | 0.04%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 2.5 UMBS TBA 01-01-41                                                                         | CUSIP: 01F022410<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22429323 | PA      | $21224621.63   | 0.02%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31                                                         | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9592000 | PA      | $8434168.86    | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                    | MPT OPERATING PARTNERSHIP LP SR UNSEC 3.5% 03-15-31                                                | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2183736.00    | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SI2046 08-01-50                                                                      | CUSIP: 3133USHX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     115485 | PA      | $98057.61      | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS6380 02-01-52                                                                      | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     719955 | PA      | $611304.13     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.65% 10-01-28                                       | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2679000 | PA      | $2775559.20    | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 7.018% 02-08-30/29                                       | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    4930000 | PA      | $5304458.15    | 0.01%             | 2030-02-08      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 3.469% 04-15-34                                                              | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   24030000 | PA      | $21919300.92   | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                                   | BLACKSTONE REG FINANCE CO LLC SR UNSEC 4.95% 02-15-36                                              | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    6545000 | PA      | $6500539.82    | 0.01%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5691 06-01-54                                                                      | CUSIP: 3132DTKC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     277253 | PA      | $285315.48     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV4539 03-01-52                                                                      | CUSIP: 3140MJBH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1180883 | PA      | $1046183.32    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31                                 | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   29085000 | PA      | $30610391.91   | 0.03%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34                                        | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   12157000 | PA      | $12228434.53   | 0.01%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | NOVARTIS CAPITAL CORP SR UNSEC 2.0% 02-14-27                                                       | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     412000 | PA      | $404796.18     | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | NOVARTIS CAPITAL CORP SR UNSEC 2.2% 08-14-30                                                       | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    9078000 | PA      | $8400436.24    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 QD0981 11-01-51                                                                      | CUSIP: 3133AXCS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1104988 | PA      | $979212.34     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 RA6605 01-01-52                                                                      | CUSIP: 3133KNKS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     288350 | PA      | $255406.13     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC SR UNSEC 3.25% 03-27-40                                                                   | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    5469000 | PA      | $4443770.32    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC SR UNSEC 5.847% 03-02-27/26                                                      | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $20054700.00   | 0.02%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| SATS TREASURY PTE LTD                                                           | SATS TREASURY PTE LTD REG S SR UNSEC 4.828% 01-23-29                                               | CUSIP: N/A<br>LEI: 254900I8S3NS01XMTR57       | Long             | DBT              | CORP              | SG        |   10360000 | PA      | $10575436.20   | 0.01%             | 2029-01-23      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | TEXAS INSTRUMENTS INC SR UNSEC 5.15% 02-08-54                                                      | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   14750000 | PA      | $13959680.25   | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | TEXAS INSTRUMENTS INC SR UNSEC 4.6% 02-08-29                                                       | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2352000 | PA      | $2403459.41    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34                                                      | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3706000 | PA      | $3801670.39    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_23-NQM1                                      | IMPRL 2023-NQM1 A1 144A 5.941% 02-25-68                                                            | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12914817 | PA      | $12891776.94   | 0.01%             | 2068-02-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| IHSFR 2024-SFR1                                                                 | IHSFR 2024-SFR1 B 144A 4.0% 09-17-41                                                               | CUSIP: 46188DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9183000 | PA      | $8951799.61    | 0.01%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| IHSFR 2024-SFR1                                                                 | IHSFR 2024-SFR1 A 144A 4.0% 09-17-41                                                               | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1801913 | PA      | $1775668.45    | 0.00%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2025-1918                                                                  | WFCM 2025-1918 A 144A FRN 09-15-40                                                                 | CUSIP: 95004QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4144000 | PA      | $4186811.66    | 0.00%             | 2040-09-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| ARKANSAS DEVELOPMENT FINANCE AUTHORITY                                          | BIG RIVER STEEL LLC 4.75% 09-01-49                                                                 | CUSIP: 04108WCD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6000000 | PA      | $5878524.00    | 0.01%             | 2049-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ARKANSAS DEVELOPMENT FINANCE AUTHORITY                                          | BIG RIVER STEEL LLC 4.5% 09-01-49                                                                  | CUSIP: 04108WCC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   23570000 | PA      | $22916333.19   | 0.02%             | 2049-09-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                            | NOBLE FINANCE II LLC 144A LIFE SR UNSEC 8.0% 04-15-30                                              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2079128.00    | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.1% 05-15-53                                             | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     944000 | PA      | $879797.62     | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.5 UMBS TBA 02-01-56                                                                         | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  533328119 | PA      | $491432528.61  | 0.50%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.0 UMBS TBA 02-01-56                                                                         | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  432128808 | PA      | $349330335.61  | 0.35%             | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 4.45% 02-15-29                                                   | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    4825000 | PA      | $4843127.53    | 0.00%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC SR UNSEC 5.4% 06-30-33                                                                | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1422000 | PA      | $1476061.60    | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA5135 09-01-53                                                                      | CUSIP: 31418EV56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     171850 | PA      | $163580.93     | 0.00%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS COMBINED TIRZ I LLC                                                       | TEXAS COMBINED TIRZ I LLC 144A LIFE 0.0% 12-07-62                                                  | CUSIP: 881935AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3337606 | PA      | $3337605.72    | 0.00%             | 2062-12-07      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.25% 01-31-34                                             | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6229206.00    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 7.0 UMBS TBA 02-01-56                                                                         | CUSIP: 01F070625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  111009916 | PA      | $116850369.70  | 0.12%             | 2056-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.0 UMBS TBA 02-01-56                                                                         | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  259982694 | PA      | $246472433.32  | 0.25%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB6853 08-01-53                                                                      | CUSIP: 3140QSTK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10456435 | PA      | $10232552.20   | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB6719 07-01-53                                                                      | CUSIP: 3140QSPD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6747075 | PA      | $6602613.34    | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                      | TRONOX INC 144A LIFE SR SEC 1ST LIEN 9.125% 09-30-30                                               | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1983519.19    | 0.00%             | 2030-09-30      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                          | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61                | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    3180000 | PA      | $2588504.10    | 0.00%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA PERSERO TBK PT                                            | BANK NEGARA INDONESIA PERSERO TBK PT REG S SR UNSEC 5.28% 04-05-29                                 | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | ID        |   10000000 | PA      | $10265760.00   | 0.01%             | 2029-04-05      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | BANK OF MONTREAL SR UNSEC 4.1% 12-15-27/26                                                         | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    9000000 | PA      | $9020673.00    | 0.01%             | 2027-12-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                            | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 4.688% 05-15-29                                | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   30765000 | PA      | $30495498.60   | 0.03%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                            | COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 4.688% 05-15-29                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |   10000000 | PA      | $9912400.00    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.5 UMBS TBA 02-01-56                                                                         | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  104595879 | PA      | $102026899.62  | 0.10%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.0 UMBS TBA 02-01-56                                                                         | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   41769528 | PA      | $36921965.43   | 0.04%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD1502 07-01-52                                                                      | CUSIP: 3132DNU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4852144 | PA      | $4633385.21    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FS2654 08-01-52                                                                      | CUSIP: 3140XH5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2989450 | PA      | $2855092.17    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0881 02-01-52                                                                      | CUSIP: 3132DM6S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12179734 | PA      | $10444876.64   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS4919 05-01-53                                                                      | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6019422 | PA      | $5114341.70    | 0.01%             | 2053-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.0 UMBS TBA 02-01-56                                                                         | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   73195677 | PA      | $72929757.11   | 0.07%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.5 UMBS TBA 02-01-56                                                                         | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  448209104 | PA      | $378911942.64  | 0.38%             | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB7139 09-01-53                                                                      | CUSIP: 3140QS4Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6873037 | PA      | $7194605.36    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6114 02-01-52                                                                      | CUSIP: 3133KMYK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     445574 | PA      | $360745.32     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                                  | CHILE ELECTRICITY LUX MPC SARL 144A LIFE SR SEC 1ST LIEN SF 6.01% 01-20-33                         | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2953500 | PA      | $3106819.14    | 0.00%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                                  | CHILE ELECTRICITY LUX MPC SARL REG S SR SEC 1ST LIEN SF 6.01% 01-20-33                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |     895000 | PA      | $941460.35     | 0.00%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                            | COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 3.348% 02-09-31                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |   25000000 | PA      | $22730175.00   | 0.02%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                            | COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 3.875% 07-26-33                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |   21750000 | PA      | $19285833.75   | 0.02%             | 2033-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33                            | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    8775000 | PA      | $10239450.98   | 0.01%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | ECOPETROL SA SR UNSEC 8.625% 01-19-29                                                              | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2000000 | PA      | $2144994.00    | 0.00%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8363 09-01-53                                                                      | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3054429 | PA      | $3145835.97    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BM5349 09-01-48                                                                      | CUSIP: 3140J95K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   58534186 | PA      | $56716640.80   | 0.06%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BD7087 03-01-47                                                                      | CUSIP: 3140FE2V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23513462 | PA      | $22788541.65   | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BH5696 10-01-47                                                                      | CUSIP: 3140GUKJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   28810144 | PA      | $27915185.89   | 0.03%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BM5148 10-01-46                                                                      | CUSIP: 3140J9WJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   29189514 | PA      | $28321505.30   | 0.03%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BP5717 06-01-50                                                                      | CUSIP: 3140KDK74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4965729 | PA      | $4237901.84    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS1971 02-01-51                                                                      | CUSIP: 3140XHFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8259673 | PA      | $7052810.77    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9068 10-01-51                                                                      | CUSIP: 3140XDCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10699705 | PA      | $9187205.82    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA SR UNSEC 3.25% 11-18-49                                                                | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    5687000 | PA      | $3970441.61    | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA SR UNSEC 3.125% 04-06-30                                                               | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   22503000 | PA      | $21698315.22   | 0.02%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0644 07-01-51                                                                      | CUSIP: 3132DMWD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13082774 | PA      | $11251865.64   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD0470 11-01-47                                                                      | CUSIP: 3132DMQX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5274928 | PA      | $5087035.50    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QG7072 07-01-53                                                                      | CUSIP: 3133C72D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1497848 | PA      | $1498192.94    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD4308 02-01-55                                                                      | CUSIP: 3140B4YE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     502373 | PA      | $516398.01     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX1463 12-01-54                                                                      | CUSIP: 31425VTV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     370798 | PA      | $381063.00     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX9257 04-01-55                                                                      | CUSIP: 31426GJB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      48183 | PA      | $49500.43      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ3870 09-01-54                                                                      | CUSIP: 3133CUJP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1653578 | PA      | $1699615.54    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ3734 09-01-54                                                                      | CUSIP: 3133CUEF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     834983 | PA      | $858230.22     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4711 07-01-54                                                                      | CUSIP: 3140M6GV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     898447 | PA      | $923403.56     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BW5074 01-01-53                                                                      | CUSIP: 3140MWT89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      24847 | PA      | $22009.20      | 0.00%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.0 SD8320 02-01-53                                                                      | CUSIP: 3132DWG56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     965086 | PA      | $855107.44     | 0.00%             | 2053-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS1564 04-01-51                                                                      | CUSIP: 3140XGW21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2051926 | PA      | $1660944.06    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-1                                           | VERUS 2023-1 A1 144A 5.85% 12-25-67                                                                | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3928385 | PA      | $3919023.94    | 0.00%             | 2067-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-3                                           | VERUS 2023-3 A1 144A 5.93% 03-25-68                                                                | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14618461 | PA      | $14626486.04   | 0.01%             | 2068-03-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.625% 12-31-79/06-01-28                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $17233115.22   | 0.02%             | 2079-12-31      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                         | KOREA NATIONAL OIL CORP REG S SR UNSEC 2.625% 04-18-32                                             | CUSIP: 50066RAT3<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |    3000000 | PA      | $2703897.00    | 0.00%             | 2032-04-18      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-5                                           | VERUS 2023-5 A1 144A 6.476% 06-25-68                                                               | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-CBDO         | CORP              | US        |     616837 | PA      | $619480.61     | 0.00%             | 2068-06-25      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-2                                                                    | VERUS 2024-2 A1 144A 6.095% 02-25-69                                                               | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-CBDO         | CORP              | US        |    9272090 | PA      | $9358004.91    | 0.01%             | 2069-02-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-3                                           | VERUS 2024-3 A1 144A 6.338% 04-25-69                                                               | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-CBDO         | CORP              | US        |   26653177 | PA      | $26973068.32   | 0.03%             | 2069-04-25      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y                                                                    | CITY OF NEW YORK NY 5.392% 10-01-55                                                                | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    3935000 | PA      | $3807856.22    | 0.00%             | 2055-10-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                    | CITY OF NEW YORK NY 5.559% 10-01-45                                                                | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   13945000 | PA      | $13881271.35   | 0.01%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                              | UNITED STATES OF AMERICA 4.95% 03-01-34                                                            | CUSIP: 74447CAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   28005000 | PA      | $27813921.89   | 0.03%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                        | COMMONWEALTH OF PUERTO RICO FRN 11-01-43                                                           | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |   19285714 | PA      | $12366964.26   | 0.01%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST HSG FIN & DEV AUTH                                            | SOUTH CAROLINA STATE HOUSING FINANCE & DEVELOPMENT AUTHORITY GNMA/FNMA/FHLMC FHA INS 4.0% 07-01-36 | CUSIP: 83712DVG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      85000 | PA      | $86135.60      | 0.00%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY                                                           | TENNESSEE HOUSING DEVELOPMENT AGENCY 3.5% 07-01-45                                                 | CUSIP: 88045RB76<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |     240000 | PA      | $239868.24     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY                                                           | TN HDA SFH AMT PAC (100-400) PSA 15-1A SF 4.0% 07-01-45                                            | CUSIP: 880461EU8<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |     300000 | PA      | $299972.70     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY                                                           | TN HDA SFH AMT PAC (100-400) PSA SF 4.0% 01-01-46                                                  | CUSIP: 880461GG7<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |     515000 | PA      | $514953.14     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UTAH HOUSING CORP                                                               | UTAH HOUSING CORP FHA INS 4.0% 01-01-45                                                            | CUSIP: 9174366Y8<br>LEI: 549300YXWQEI0S47WI02 | Long             | DBT              | MUN               | US        |     375000 | PA      | $375057.38     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN HOUSING & ECONOMIC DEVELOPMENT AUTHORITY HOME OWNERSHIP REVENUE       | WI ST HSG & ECON SFM AMT PAC 16A SF 3.5% 03-01-46                                                  | CUSIP: 97689QDD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      65000 | PA      | $64948.20      | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND CLO GCRED_25-BSL1A                            | GCRED 2025-BSL1A C CLO 144A FRN 01-20-34                                                           | CUSIP: 3615EMAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1808000 | PA      | $1809356.00    | 0.00%             | 2034-01-20      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                 | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |   69051259 | NS      | $6905816430.59 | 7.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                           | CDX NA IG S45 1.0% 09-22-25/12-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $13737.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                           | CDX NA HY S45 5.0% 09-22-25/12-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1000954.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.901% 11-08-24/11-08-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3065737.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.99% 11-06-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-950163.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.909% 11-08-24/11-08-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1031613.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.99% 11-06-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-848638.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.9195% 11-15-24/11-15-29 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1277063.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.18% 11-13-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-654553.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                       | KOREA ELECTRIC POWER CORP 5.125% 04-23-34                                                          | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | USGA              | KR        |    3000000 | PA      | $3106254.00    | 0.00%             | 2034-04-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MTR CORP LTD                                                                    | MTR CORP LTD REG S SR UNSEC 5.25% 04-01-55                                                         | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | DBT              | CORP              | HK        |    2000000 | PA      | $2022300.00    | 0.00%             | 2055-04-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MTR CORPORATION CI LTD                                                          | MTR CORP CI LTD PRP REG S SUB (H) 4.875% 12-31-79/12-24-30                                         | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | HK        |    5100000 | PA      | $5196175.80    | 0.01%             | 2079-12-31      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MTR CORPORATION CI LTD                                                          | MTR CORP CI LTD PRP REG S SUB (H) 5.625% 12-31-79/12-24-35                                         | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | HK        |   15500000 | PA      | $16344750.00   | 0.02%             | 2079-12-31      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                             | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 9.0% 02-15-30                                               | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    7205000 | PA      | $7702253.08    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                             | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29                                              | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    3935000 | PA      | $3851424.54    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                   | OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27                                                  | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | CO        |    8569000 | PA      | $8461039.17    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                   | OLEODUCTO CENTRAL SA 144A LIFE SR UNSEC 4.0% 07-14-27                                              | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    4960000 | PA      | $4897508.96    | 0.00%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  168016000 | PA      | $167672407.28  | 0.17%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                                     | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  143199000 | PA      | $153612574.48  | 0.16%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AOMT 2024-7                                                                     | AOMT 2024-7 A1 144A 5.621% 05-25-69                                                                | CUSIP: 03466CAA2<br>LEI: 254900Q2UY574S9NQF08 | Long             | ABS-CBDO         | CORP              | US        |   26615117 | PA      | $26827345.45   | 0.03%             | 2069-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_23-6                                              | AOMT 2023-6 A1 144A 6.5% 12-25-67                                                                  | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-CBDO         | CORP              | US        |    5191813 | PA      | $5235725.17    | 0.01%             | 2067-12-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALA 2025-OANA                                                                   | ALA 2025-OANA A 144A FRN 06-15-40                                                                  | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39600000 | PA      | $39812691.60   | 0.04%             | 2040-06-15      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                    | CAS 2025-R02 1M1 144A FRN 02-25-45                                                                 | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5930927 | PA      | $5941905.52    | 0.01%             | 2045-02-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-3                                              | COLT 2023-3 A2 144A 7.432% 09-25-68                                                                | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-CBDO         | CORP              | US        |    2028480 | PA      | $2050863.92    | 0.00%             | 2068-09-25      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| CIM 2025-R1                                                                     | CIM 2025-R1 A1 144A 5.0% 02-25-99                                                                  | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13697792 | PA      | $13664478.88   | 0.01%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_18-RP1                                  | CMLTI 2018-RP1 M3 144A FRN 09-25-64                                                                | CUSIP: 17326QAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1285470.00    | 0.00%             | 2064-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CIM 2023-R1                                                                     | CIM 2023-R1 A1A 144A FRN 04-25-62                                                                  | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5862476 | PA      | $5844407.78    | 0.01%             | 2062-04-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_20-R7                                                             | CIM 2020-R7 A1B 144A FRN 12-27-61                                                                  | CUSIP: 12563GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12556000 | PA      | $10144431.86   | 0.01%             | 2061-12-27      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CIM_20-R3                                                                       | CIM 2020-R3 A1B 144A FRN 01-26-60                                                                  | CUSIP: 12559NAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3657000 | PA      | $3348773.41    | 0.00%             | 2060-01-26      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CIM_20-R3                                                                       | CIM 2020-R3 A1A 144A FRN 01-26-60                                                                  | CUSIP: 12559NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3185801 | PA      | $3096633.73    | 0.00%             | 2060-01-26      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1                             | DBJPM 2016-C1 AM 3.539% 05-10-49                                                                   | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $495595.00     | 0.00%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| MORTGAGE TRUST DATA_23-CNTR                                                     | DATA 2023-CNTR A 144A FRN 08-12-43                                                                 | CUSIP: 238021AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   63667000 | PA      | $65385690.67   | 0.07%             | 2043-08-12      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                           | DC 2023-DC B 144A 6.8043% 09-12-40                                                                 | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7957000 | PA      | $8209730.23    | 0.01%             | 2040-09-12      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                           | DC 2023-DC A 144A 6.3143% 09-12-40                                                                 | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6865000 | PA      | $7074856.19    | 0.01%             | 2040-09-12      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AH0539 12-01-40                                                                      | CUSIP: 3138A1S51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     156645 | PA      | $153284.60     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 AS6839 03-01-46                                                                      | CUSIP: 3138WGS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3143167 | PA      | $3041098.59    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGTW 4.0 K93532 04-01-36                                                                           | CUSIP: 3132LPY52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     598237 | PA      | $589016.49     | 0.00%             | 2036-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Q43461 175K MAX 10-01-46                                                                 | CUSIP: 3132WGZ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     229107 | PA      | $230212.52     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 2006-96 OP PAC PO 0.0% 10-25-36                                                                | CUSIP: 31396LDA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      67053 | PA      | $61786.41      | 0.00%             | 2036-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FHR 3149 AO PAC PO 0.0% 05-15-36                                                                   | CUSIP: 31396RDS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      40954 | PA      | $35525.35      | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC2817 06-01-51                                                                      | CUSIP: 3133AMDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13588894 | PA      | $11737461.94   | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT3317 06-01-51                                                                      | CUSIP: 3140LRVK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4536556 | PA      | $3918473.20    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD5941 01-01-52                                                                      | CUSIP: 3133B3S65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1351679 | PA      | $1165894.47    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU7285 02-01-52                                                                      | CUSIP: 3140M9CX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1392591 | PA      | $1198672.41    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BT9498 12-01-51                                                                      | CUSIP: 3140LYRU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6935974 | PA      | $6463481.52    | 0.01%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF1254 10-01-52                                                                      | CUSIP: 3133BNMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8602661 | PA      | $8436251.60    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QE7539 08-01-52                                                                      | CUSIP: 3133BHLU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5896392 | PA      | $5781117.13    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC SR UNSEC 4.4% 04-05-52                                                    | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     739000 | PA      | $600015.53     | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD2075 12-01-51                                                                      | CUSIP: 3133AYJU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     173195 | PA      | $146610.39     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5559 07-01-51                                                                      | CUSIP: 3133KME84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   36718366 | PA      | $31082574.03   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 251752 06-01-28                                                                      | CUSIP: 31371GTH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         11 | PA      | $11.42         | 0.00%             | 2028-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BQ0991 07-01-51                                                                      | CUSIP: 3140KLC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7360117 | PA      | $6230390.77    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8276 12-01-52                                                                      | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   76048556 | PA      | $76199360.39   | 0.08%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7529 10-01-50                                                                      | CUSIP: 3140QFLK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      26985 | PA      | $22849.58      | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM3920 08-01-50                                                                      | CUSIP: 3140X7LA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4171041 | PA      | $3537005.14    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2401 12-01-51                                                                      | CUSIP: 3140QMU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     635906 | PA      | $539398.23     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8287 01-01-53                                                                      | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   18964109 | PA      | $18591407.46   | 0.02%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8288 01-01-53                                                                      | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1330304 | PA      | $1332873.19    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1852 06-01-51                                                                      | CUSIP: 3132DPBV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8970537 | PA      | $7610441.72    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8442 08-01-51                                                                      | CUSIP: 3140XCLY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     708496 | PA      | $602623.25     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 FS1598 04-01-52                                                                      | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2756546 | PA      | $2236727.75    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA4867 01-01-53                                                                      | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6571223 | PA      | $6442761.69    | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 MA4803 11-01-52                                                                      | CUSIP: 31418EKR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4131843 | PA      | $3831516.26    | 0.00%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 3.5 SD8285 01-01-53                                                                      | CUSIP: 3132DWF24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     210099 | PA      | $194828.01     | 0.00%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   18411000 | PA      | $17483472.23   | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.25% 01-30-31                                                            | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7236271.00    | 0.01%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA4866 01-01-53                                                                      | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   49701421 | PA      | $47444579.04   | 0.05%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV5578 05-01-52                                                                      | CUSIP: 3140MKFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8609341 | PA      | $7636606.23    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD1896 11-01-52                                                                      | CUSIP: 3132DPC97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   80397661 | PA      | $77539926.37   | 0.08%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD1894 11-01-52                                                                      | CUSIP: 3132DPC71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   27781277 | PA      | $26908944.71   | 0.03%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 FS3275 04-01-52                                                                      | CUSIP: 3140XJT94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      97593 | PA      | $86553.55      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 BW1241 10-01-52                                                                      | CUSIP: 3140MSLX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     463925 | PA      | $442736.81     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 256821 07-01-27                                                                      | CUSIP: 31371NG66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        283 | PA      | $293.36        | 0.00%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 6.5 257145 03-01-28                                                                      | CUSIP: 31371NTA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2598 | PA      | $2696.27       | 0.00%             | 2028-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 MA4911 12-01-52                                                                      | CUSIP: 31418EN55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9107646 | PA      | $8068892.01    | 0.01%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA7263 01-01-52                                                                      | CUSIP: 3133KPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      59005 | PA      | $50257.65      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT0849 07-01-51                                                                      | CUSIP: 3140LN5K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11124750 | PA      | $9440507.32    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2555 01-01-52                                                                      | CUSIP: 3140QMZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1631245 | PA      | $1380852.54    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD1608 09-01-52                                                                      | CUSIP: 3132DNYD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     323152 | PA      | $316834.15     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD1626 12-01-51                                                                      | CUSIP: 3133AXYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2162029 | PA      | $1830131.23    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 496029 01-01-29                                                                      | CUSIP: 31382YA65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         23 | PA      | $24.17         | 0.00%             | 2029-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD6127 01-01-52                                                                      | CUSIP: 3133B3YY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      64462 | PA      | $54567.08      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.48% 10-02-25/10-02-32 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $241219.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.34% 10-03-25/10-03-27 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-139965.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX JPY 2.47825% 10-06-25/10-06-55 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1926924.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0322 04-01-52                                                                      | CUSIP: 3133B9LB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1294326 | PA      | $1097618.05    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU2803 11-01-51                                                                      | CUSIP: 3140M4DH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     629003 | PA      | $532443.91     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9292 06-01-53                                                                      | CUSIP: 3133KRKD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5332802 | PA      | $5587155.46    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9283 06-01-53                                                                      | CUSIP: 3133KRJ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   14242983 | PA      | $14675984.43   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9294 06-01-53                                                                      | CUSIP: 3133KRKF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6152790 | PA      | $6440654.34    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA9284 06-01-53                                                                      | CUSIP: 3133KRJ54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7882565 | PA      | $8233141.60    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RA9295 06-01-53                                                                      | CUSIP: 3133KRKG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1581315 | PA      | $1687881.86    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8342 07-01-53                                                                      | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   43495338 | PA      | $44255419.31   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8331 06-01-53                                                                      | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  106065897 | PA      | $107895215.21  | 0.11%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5072 07-01-53                                                                      | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  116544657 | PA      | $118608196.95  | 0.12%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8316 04-01-53                                                                      | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21240443 | PA      | $21593629.40   | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0191 04-01-51                                                                      | CUSIP: 3140QKF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19331360 | PA      | $17262826.76   | 0.02%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 CB0193 04-01-51                                                                      | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2580780 | PA      | $2311023.52    | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA4979 04-01-53                                                                      | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   64708491 | PA      | $65884050.00   | 0.07%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD2948 11-01-52                                                                      | CUSIP: 3132DQHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   49723128 | PA      | $50621226.99   | 0.05%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5165 10-01-53                                                                      | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1486898 | PA      | $1512539.66    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY4405 06-01-53                                                                      | CUSIP: 3140NL3P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7692369 | PA      | $7704446.18    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX7642 06-01-53                                                                      | CUSIP: 3140NCP45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     572125 | PA      | $573436.31     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BY6759 07-01-53                                                                      | CUSIP: 3140NPQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4384556 | PA      | $4387462.92    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX9041 04-01-53                                                                      | CUSIP: 3140NEBK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      45139 | PA      | $45191.56      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BU4112 07-01-53                                                                      | CUSIP: 3140M5SA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      25925 | PA      | $25979.13      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX5673 12-01-52                                                                      | CUSIP: 3140NAJT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      54618 | PA      | $54608.11      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7122 09-01-53                                                                      | CUSIP: 3140QS4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11797880 | PA      | $12147226.73   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7480 11-01-53                                                                      | CUSIP: 3140QTJ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8743114 | PA      | $9002180.94    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7862 01-01-54                                                                      | CUSIP: 3140QTWY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   38447860 | PA      | $39640628.21   | 0.04%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5271 02-01-54                                                                      | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7469592 | PA      | $7587798.62    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8153 03-01-54                                                                      | CUSIP: 3140QUBX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23650806 | PA      | $24620441.23   | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8143 03-01-54                                                                      | CUSIP: 3140QUBM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   28114176 | PA      | $28734009.14   | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8148 03-01-54                                                                      | CUSIP: 3140QUBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23438849 | PA      | $23892578.60   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8168 03-01-54                                                                      | CUSIP: 3140QUCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4187540 | PA      | $4316126.54    | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS4191 03-01-53                                                                      | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4892454 | PA      | $5000542.90    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_24-M1A                                                      | FNA 2024-M1 A2 FRN 01-25-34                                                                        | CUSIP: 3136BQL23<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8000000 | PA      | $8025328.00    | 0.01%             | 2034-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3177 06-01-53                                                                      | CUSIP: 3132DQQ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   43485005 | PA      | $44814602.99   | 0.05%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1216 04-01-54                                                                      | CUSIP: 3142GRK66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17498099 | PA      | $17883880.03   | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1215 04-01-54                                                                      | CUSIP: 3142GRK58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5311482 | PA      | $5399005.07    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5117 03-01-54                                                                      | CUSIP: 3132DSVJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   45694601 | PA      | $47308945.15   | 0.05%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FARM 2024-1                                                                     | FARM 2024-1 A1 144A FRN 10-01-53                                                                   | CUSIP: 30335JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6368640 | PA      | $6358896.36    | 0.01%             | 2053-10-01      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3434 07-01-53                                                                      | CUSIP: 3132DQY75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   20020219 | PA      | $20637802.31   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD4997 10-01-53                                                                      | CUSIP: 3132DSRS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5690254 | PA      | $5701247.67    | 0.01%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS6668 12-01-53                                                                      | CUSIP: 3140XNMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     610879 | PA      | $620871.88     | 0.00%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS5343 07-01-53                                                                      | CUSIP: 3140XL5D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3377504 | PA      | $3481503.97    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS6809 02-01-54                                                                      | CUSIP: 3140XNR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1986542 | PA      | $2017520.50    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5215 12-01-53                                                                      | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7236603 | PA      | $7358055.07    | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD4842 12-01-53                                                                      | CUSIP: 3132DSLX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   70668824 | PA      | $72838780.53   | 0.07%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RA8423 01-01-53                                                                      | CUSIP: 3133KQLC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   20376864 | PA      | $21120946.07   | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DB1300 04-01-54                                                                      | CUSIP: 3140AANS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   22067738 | PA      | $22588492.00   | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB1299 04-01-54                                                                      | CUSIP: 3140AANR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15424917 | PA      | $16036252.29   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DA8433 04-01-54                                                                      | CUSIP: 3140YWLP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2092702 | PA      | $2142085.73    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8328 04-01-54                                                                      | CUSIP: 3140QUHE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     634496 | PA      | $648484.45     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8337 04-01-54                                                                      | CUSIP: 3140QUHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11161857 | PA      | $11354790.14   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1348 04-01-54                                                                      | CUSIP: 3142GRQA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16273347 | PA      | $16845306.79   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1346 04-01-54                                                                      | CUSIP: 3142GRP87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   25806034 | PA      | $26864030.25   | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8385 04-01-54                                                                      | CUSIP: 3140QUJ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   87014065 | PA      | $89747090.09   | 0.09%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD3386 07-01-53                                                                      | CUSIP: 3132DQXP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7796931 | PA      | $7942188.13    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB7118 09-01-53                                                                      | CUSIP: 3140QS4C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   47207363 | PA      | $49056900.69   | 0.05%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QH5936 12-01-53                                                                      | CUSIP: 3133CJSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8171861 | PA      | $8506842.13    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QI0006 02-01-54                                                                      | CUSIP: 3133W6AF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4477918 | PA      | $4607083.32    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DA9098 03-01-54                                                                      | CUSIP: 3140YXDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6429158 | PA      | $6617391.12    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BV8976 08-01-52                                                                      | CUSIP: 3140MN6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3941586 | PA      | $3982468.60    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 FS6769 01-01-53                                                                      | CUSIP: 3140XNQX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   39060320 | PA      | $39215116.41   | 0.04%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS5520 01-01-53                                                                      | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15279368 | PA      | $14983803.65   | 0.02%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RA8544 02-01-53                                                                      | CUSIP: 3133KQP59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   67818220 | PA      | $69113750.97   | 0.07%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1441 05-01-54                                                                      | CUSIP: 3142GRS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5595634 | PA      | $5859356.48    | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1429 05-01-54                                                                      | CUSIP: 3142GRST8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   60173744 | PA      | $62132158.39   | 0.06%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1415 05-01-54                                                                      | CUSIP: 3142GRSD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15515303 | PA      | $15885606.41   | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1448 05-01-54                                                                      | CUSIP: 3142GRTE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5674518 | PA      | $5767807.32    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1447 05-01-54                                                                      | CUSIP: 3142GRTD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   14527642 | PA      | $15188315.66   | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1431 05-01-54                                                                      | CUSIP: 3142GRSV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9903848 | PA      | $10210886.80   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1435 04-01-54                                                                      | CUSIP: 3142GRSZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11431258 | PA      | $11809975.21   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1512 05-01-54                                                                      | CUSIP: 3142GRVE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   34189633 | PA      | $34998559.44   | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7690 08-01-54                                                                      | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     234078 | PA      | $242715.52     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QI3333 04-01-54                                                                      | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     311540 | PA      | $324098.77     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5692 05-01-54                                                                      | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     420759 | PA      | $437962.14     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8219 06-01-54                                                                      | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     666287 | PA      | $690621.29     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3432 07-01-53                                                                      | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     575880 | PA      | $600418.43     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5896 07-01-54                                                                      | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     554882 | PA      | $572271.27     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8223 06-01-54                                                                      | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     762687 | PA      | $786107.24     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS 2024-HULA                                                                    | FS 2024-HULA A 144A FRN 08-15-39                                                                   | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29925000 | PA      | $30042485.55   | 0.03%             | 2039-08-15      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2193 08-01-54                                                                      | CUSIP: 3142GSNK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15564733 | PA      | $15641155.39   | 0.02%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2206 08-01-54                                                                      | CUSIP: 3142GSNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   28509553 | PA      | $29002369.46   | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2210 08-01-54                                                                      | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   34328221 | PA      | $35338637.91   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2247 08-01-54                                                                      | CUSIP: 3142GSP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12919277 | PA      | $13499766.06   | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2241 08-01-54                                                                      | CUSIP: 3142GSP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6395553 | PA      | $6411868.21    | 0.01%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2195 08-01-54                                                                      | CUSIP: 3142GSNM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9949133 | PA      | $9949888.94    | 0.01%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2200 08-01-54                                                                      | CUSIP: 3142GSNS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   45739084 | PA      | $46505122.21   | 0.05%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2243 08-01-54                                                                      | CUSIP: 3142GSP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   26665783 | PA      | $27149260.45   | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2203 08-01-54                                                                      | CUSIP: 3142GSNV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4816738 | PA      | $4909985.54    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB9071 08-01-54                                                                      | CUSIP: 3140QVCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13395970 | PA      | $14010241.98   | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2212 08-01-54                                                                      | CUSIP: 3142GSN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3605644 | PA      | $3753471.57    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB8977 08-01-54                                                                      | CUSIP: 3140QU6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12450303 | PA      | $12491065.06   | 0.01%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RJ2194 08-01-54                                                                      | CUSIP: 3142GSNL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13155966 | PA      | $13238388.03   | 0.01%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB9821 01-01-55                                                                      | CUSIP: 3140QV4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11518286 | PA      | $11899322.72   | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB9836 01-01-55                                                                      | CUSIP: 3140QV4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9758066 | PA      | $10227214.57   | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 CB9768 12-01-54                                                                      | CUSIP: 3140QV2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     512083 | PA      | $501115.54     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-INV3                     | MSRM 2024-INV3 A1 144A FRN 06-25-54                                                                | CUSIP: 61776GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7943915 | PA      | $8161944.01    | 0.01%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                                  | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                                             | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17836596 | PA      | $17989276.85   | 0.02%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MSBAM 2025-5C1                                                                  | MSBAM 25-5C1 AS 6.011% 03-15-30                                                                    | CUSIP: 61778GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2530000 | PA      | $2631083.62    | 0.00%             | 2058-03-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| MCAS 2025-01                                                                    | MCAS 2025-01 M1 144A FRN 05-25-55                                                                  | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6307748 | PA      | $6342529.18    | 0.01%             | 2055-05-25      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                    | MCAS 2025-01 M2 144A FRN 05-25-55                                                                  | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6296000 | PA      | $6324495.70    | 0.01%             | 2055-05-25      | Variable      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST MFRA_25-NQM3                                                          | MFRA 2025-NQM3 A1 144A 5.261% 08-25-70                                                             | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-CBDO         | CORP              | US        |   16097199 | PA      | $16149402.37   | 0.02%             | 2070-08-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| MSRM 2025-NQM1                                                                  | MSRM 2025-NQM1 A1 144A FRN 11-25-69                                                                | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4476200 | PA      | $4525733.85    | 0.00%             | 2069-11-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_23-4                        | MSRM 2023-4 A8 144A FRN 11-25-53                                                                   | CUSIP: 61775WAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2562112 | PA      | $2614511.89    | 0.00%             | 2053-11-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A                                  | NRZT 2019-2A A1 144A FRN 12-25-57                                                                  | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1262744 | PA      | $1244701.66    | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NYMT 2024-CP1                                                                   | NYMT 2024-CP1 A1 144A FRN 02-25-68                                                                 | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4938444 | PA      | $4618195.47    | 0.00%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P                                                                    | NY 2025-299P A 144A FRN 02-10-47                                                                   | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6497000 | PA      | $6840106.57    | 0.01%             | 2047-02-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR3                                                                  | PROG 2025-SFR3 A 144A 3.39% 07-17-42                                                               | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15589000 | PA      | $14870035.32   | 0.02%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-RPL3                                                                  | PRPM 2025-RPL3 A1 144A 3.25% 04-25-55                                                              | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1754832 | PA      | $1701131.99    | 0.00%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR6                                                                  | PROG 2025-SFR6 A 144A 4.0% 12-17-42                                                                | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3720000 | PA      | $3632505.60    | 0.00%             | 2042-12-17      | Variable      | 2.38%                 | Yes           |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST SGCMS_16-C5                             | SGCMS 2016-C5 A3 2.779% 10-10-48                                                                   | CUSIP: 78419CAC8<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-CBDO         | CORP              | US        |    9096957 | PA      | $9072604.18    | 0.01%             | 2048-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 5.55% 11-20-65                                                             | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   41000000 | PA      | $39801652.00   | 0.04%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 4.65% 11-20-35                                                             | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   31728000 | PA      | $31612097.62   | 0.03%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 4.35% 03-20-33                                                             | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   17231000 | PA      | $17179892.85   | 0.02%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 3.9% 11-20-28                                                              | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35116515.00   | 0.04%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 4.5% 05-15-35                                                                    | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7743000 | PA      | $7446551.50    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                          | CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26                                                     | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99827.80      | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                          | CHUBB INA HOLDINGS LLC SR UNSEC 4.35% 11-03-45                                                     | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87389.70      | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                               | ADT SECURITY CORP 144A LIFE SR SEC 1ST LIEN 4.875% 07-15-32                                        | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2909046.00    | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ADANI TRANSMISSION STEP-ONE LTD                                                 | ADANI TRANSMISSION STEP-ONE LTD REG S SR SEC 1ST LIEN 4.0% 08-03-26                                | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |    2000000 | PA      | $1985862.00    | 0.00%             | 2026-08-03      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31                                                          | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    4512000 | PA      | $5126259.17    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.95% 01-15-28                                        | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99603.90      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC SR UNSEC 3.2% 05-11-27                                                                   | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  165000000 | PA      | $164197275.00  | 0.17%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                    | AEP TRANSMISSION CO LLC SR UNSEC 3.1% 12-01-26                                                     | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1077221.64    | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                        | AON CORP SR UNSEC 2.6% 12-02-31                                                                    | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     750000 | PA      | $679125.00     | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 3.0% 02-22-29                                                                   | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3098000 | PA      | $3005537.09    | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                        | AON CORP SR UNSEC 3.9% 02-28-52                                                                    | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1504620.00    | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP SR UNSEC 3.65% 03-15-27                                                        | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     427000 | PA      | $425350.50     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                             | ALFA DESARROLLO SPA 144A LIFE SR SEC 1ST LIEN SF 4.55% 09-27-51                                    | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    5641059 | PA      | $4560334.01    | 0.00%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                             | ALFA DESARROLLO SPA REG S SR SEC 1ST LIEN SF 4.55% 09-27-51                                        | CUSIP: N/A<br>LEI: 2549006BJAN34R520038       | Long             | DBT              | CORP              | CL        |   12305976 | PA      | $9948372.61    | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 4.55% 05-15-52                                                        | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4934000 | PA      | $4109479.26    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 6.0% 02-20-34                                                            | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   15700000 | PA      | $16816725.30   | 0.02%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 4.975% 03-14-30/29                                           | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   20345000 | PA      | $20948717.53   | 0.02%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.125% 03-26-29                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    5445000 | PA      | $5604233.58    | 0.01%             | 2029-03-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC SR UNSEC 5.3% 02-26-54                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    4102000 | PA      | $3935003.48    | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC SR UNSEC 4.85% 02-26-29                                                          | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20531540.00   | 0.02%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP SR UNSEC 5.9% 03-15-34                                                         | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    1828000 | PA      | $1961743.79    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.794% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-660197.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.796% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-663662.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 14.5956% 03-27-25/01-02-29                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $10675303.04   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.797% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-348171.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 14.585% 03-27-25/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1260041.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.6065% 05-12-25/05-12-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-632907.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.31% 05-08-25/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |          1 | NC      | $-534947.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.8045% 06-04-25/12-15-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-170066.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.848% 06-04-25/11-15-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-121559.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.4415% 08-21-25/02-28-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-219619.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.2175% 09-18-25/09-18-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1312873.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.2145% 09-18-25/09-18-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $331865.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.135% 09-16-25/01-02-31                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1578019.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.105% 09-16-25/01-02-31                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |          1 | NC      | $-431020.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.2155% 09-18-25/09-18-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $330418.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.115% 09-16-25/01-02-31                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |          1 | NC      | $-410644.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.2385% 09-18-25/09-18-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $616238.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.03% 09-17-25/01-02-31                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1153077.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.473% 10-02-25/10-02-32 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2305813.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.6385% 10-02-25/10-02-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1997110.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                                        | SFO 2021-555 A 144A 4.94548% 05-15-38                                                              | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14100000 | PA      | $14079893.40   | 0.01%             | 2038-05-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                                        | SFO 2021-555 B 144A FRN 05-15-38                                                                   | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1494423.00    | 0.00%             | 2038-05-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA1                                                                 | STACR 2024-DNA1 A1 144A FRN 02-25-44                                                               | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-CBDO         | CORP              | US        |    8850433 | PA      | $8876984.07    | 0.01%             | 2044-02-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2023-NQM4                                                                 | BRAVO 2023-NQM4 A1 144A 6.435% 05-25-63                                                            | CUSIP: 10569YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2788788 | PA      | $2800118.56    | 0.00%             | 2063-05-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-5C9                                                                    | BMO 2025-5C9 AS FRN 04-15-58                                                                       | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10769000 | PA      | $11301537.82   | 0.01%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9                                                                    | BMO 2025-5C9 A3 FRN 04-15-58                                                                       | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25292000 | PA      | $26495848.62   | 0.03%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34                             | CSFB 2002-34 1A1 7.5% 12-25-32                                                                     | CUSIP: 2254W0BZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      41211 | PA      | $42318.22      | 0.00%             | 2032-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-21                             | CSFB 2003-21 5A1 6.5% 07-25-33                                                                     | CUSIP: 22541QQA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     420794 | PA      | $434400.26     | 0.00%             | 2033-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-29                             | CSFB 2003-29 5A1 7.0% 12-25-33                                                                     | CUSIP: 22541Q4B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      57355 | PA      | $59582.75      | 0.00%             | 2033-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                         | SCRT 2017-4 M45T 4.5% 06-25-57                                                                     | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3735885 | PA      | $3690613.78    | 0.00%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                         | SCRT 2017-4 MT 3.5% 06-25-57                                                                       | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4450646 | PA      | $4061690.25    | 0.00%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                         | SCRT 2017-4 HT FRN 06-25-57                                                                        | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7150159 | PA      | $6541944.91    | 0.01%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** Bond Fund of America

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior