# EDGAR Filing Document

**Accession Number:** 0001091439
**File Stem:** 0001004726-25-002500
**Filing Date:** 2025-11
**Character Count:** 673576
**Document Hash:** e006952d3060d3f31a890a4171817d87
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-002500.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001004726-25-002500

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0001091439

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09491
- **FILM NUMBER:** 251528173

**BUSINESS ADDRESS:**
- **STREET 1:** 5701 GOLDEN HILLS DRIVE
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55416-1297
- **BUSINESS PHONE:** 763-765-6551

**MAIL ADDRESS:**
- **STREET 1:** 5701 GOLDEN HILLS DRIVE
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55416-1297

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 19990721

## Series and Classes Contracts Data

### AZL Enhanced Bond Index Fund (Series ID: S000025364)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000075764 | AZL Enhanced Bond Index Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Allianz Variable Insurance Products Trust

- **b. Investment Company Act file number:** 811-09491

- **c. CIK number of Registrant:** 0001091439

- **d. LEI of Registrant:** 549300446YVO0C3VKW34

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

  - **Street Address 1:** 5701 Golden Hills Drive

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55416

  - **Telephone number:** 800-624-0197

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

- **a. Name of Series:** AZL Enhanced Bond Index Fund

- **b. EDGAR series identifier (if any):** S000025364

- **c. LEI of Series:** 549300HZEWYWF6067X34

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2920290570.71

**Total Liabilities:** $275892147.04

**Net Assets:** $2644398423.67

**Cash Not Reported:** $2445945.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5182.23370864 | **1-Year:** -99966.74799537 | **5-Year:** -283996.87507121 | **10-Year:** -329101.29902129 | **30-Year:** -133853.79069444

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

- **3-Month:** -6.96898439 | **1-Year:** -814.62550798 | **5-Year:** -398.57667407 | **10-Year:** -912.25931366 | **30-Year:** -452.93804733

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000075764 | -0.20%               | 1.11%                | 1.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $616528.48               | $-13873271.86                              |
| Month 2  | $-595360.29              | $20423114.92                               |
| Month 3  | $-6895279.50             | $28002985.22                               |

**Designated Index Information**

- **Index Name:** BBG US Agg

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    818368 | PA      | $759732.72    | 0.03%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133LPTN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2989973 | PA      | $2838938.93   | 0.11%             | 2031-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241K4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50651 | PA      | $51613.58     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4125370 | PA      | $3887275.19   | 0.15%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645126 | PA      | $610079.02    | 0.02%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                   | APPLOVIN CORP                                      | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2347000 | PA      | $2415591.08   | 0.09%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1204974.79   | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                               | COLT 2025 INV2 MORTGAGE LOAN TRUST                 | CUSIP: 12673UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1349970 | PA      | $1342928.62   | 0.05%             | 2070-02-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23889 | PA      | $22714.74     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112505 | PA      | $115938.35    | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229959 | PA      | $190016.47    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108011 | PA      | $100300.43    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36290RYM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4835 | PA      | $4808.29      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                          | FIRSTENERGY TRANSMISSION LLC                       | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   2089000 | PA      | $2088720.07   | 0.08%             | 2033-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5930 | PA      | $6256.17      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    804331 | PA      | $816923.49    | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C2NQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68074 | PA      | $68945.80     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST                                         | BSTN COMMERCIAL MORTGAGE TRUST 2025 HUB            | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $805000.00    | 0.03%             | 2041-04-13      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10588 | PA      | $10234.22     | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    472996 | PA      | $423865.41    | 0.02%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                      | CHASE MORTGAGE FINANCE CORPORATION                 | CUSIP: 16162UBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2694202 | PA      | $2704386.05   | 0.10%             | 2056-06-25      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HNDN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4629 | PA      | $4441.25      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25182 | PA      | $24551.24     | 0.00%             | 2039-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3580492 | PA      | $2937762.97   | 0.11%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MQM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     68459 | PA      | $66477.28     | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercorp Peru Ltd.                                                    | INTERCORP PERU LTD                                 | CUSIP: 458652AB0<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |    348000 | PA      | $336936.04    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6632000 | PA      | $6764121.84   | 0.26%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GTPY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8940 | PA      | $8428.68      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                      | CROWN CASTLE INC                                   | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    964000 | PA      | $977772.67    | 0.04%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                             | AMERICAN TOWER CORP                                | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4283000 | PA      | $4460992.91   | 0.17%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                        | APA CORP                                           | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    389000 | PA      | $376853.86    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66850 | PA      | $61399.48     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                             | CSMC 2021 NQM4                                     | CUSIP: 12659PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429472 | PA      | $367537.83    | 0.01%             | 2066-05-25      | Variable      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                          | EMPRESA NACIONAL DEL PETROLEO                      | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $209936.60    | 0.01%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H0606A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11673000 | PA      | $11871805.78  | 0.45%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJDS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    510608 | PA      | $468539.90    | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4107448 | PA      | $3905516.07   | 0.15%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                     | ALTRIA GROUP INC                                   | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    366000 | PA      | $386550.90    | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MJ3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2205334 | PA      | $2048864.77   | 0.08%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4589815 | PA      | $3732674.04   | 0.14%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2752723 | PA      | $2767395.88   | 0.10%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68993 | PA      | $65989.47     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                           | NORTHROP GRUMMAN CORP                              | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2512000 | PA      | $2301579.81   | 0.09%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YJGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14897 | PA      | $14898.07     | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46503 | PA      | $43995.74     | 0.00%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                               | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3120000 | PA      | $2949568.19   | 0.11%             | 2052-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138MKSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1959 | PA      | $1936.75      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132E0FX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1075603 | PA      | $1049622.41   | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36297G4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37262 | PA      | $38414.13     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                           | PROVINCE OF BRITISH COLUMBIA CANADA                | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   3600000 | PA      | $3659328.00   | 0.14%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                            | TARGA RESOURCES PARTNERS                           | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1894000 | PA      | $1925408.20   | 0.07%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       211 | PA      | $212.83       | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                      | PIONEER NATURAL RESOURCES CO                       | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   2028000 | PA      | $2038071.05   | 0.08%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31329KW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31188 | PA      | $29901.92     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1350551 | PA      | $1101794.33   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4285943 | PA      | $3978867.16   | 0.15%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                            | PFIZER INC                                         | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    152000 | PA      | $133279.07    | 0.01%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                  | ANTHEM INC                                         | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    542000 | PA      | $541712.20    | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FXB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245562 | PA      | $256438.34    | 0.01%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $945197.14    | 0.04%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                   | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023 1        | CUSIP: 89231WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3067000 | PA      | $3138392.48   | 0.12%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WCSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60409 | PA      | $59218.84     | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                      | CROWN CASTLE INC                                   | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    598000 | PA      | $605951.61    | 0.02%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19770000 | PA      | $18272576.90  | 0.69%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W5M21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39809 | PA      | $36084.24     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    188000 | PA      | $157013.65    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                                        | NEW JERSEY STATE TRANSPORTATION AUTH               | CUSIP: 646136XR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $639831.30    | 0.02%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1288904.83   | 0.05%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    815000 | PA      | $809566.40    | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4712500 | PA      | $4109999.52   | 0.16%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3972000 | PA      | $4022891.25   | 0.15%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRM5 TRUST                                                             | PRM5 TRUST 2025 PRM5                               | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1117000 | PA      | $1114148.34   | 0.04%             | 2028-02-10      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1004807 | PA      | $827894.17    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO COMPANY                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    208000 | PA      | $170914.64    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241K7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4944 | PA      | $5037.90      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FMKR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176815 | PA      | $164106.53    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KEYV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11338 | PA      | $11019.19     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1030897 | PA      | $888506.90    | 0.03%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4507 | PA      | $4396.37      | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2498779.25   | 0.09%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HMXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101697 | PA      | $102430.35    | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BJ6K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    918314 | PA      | $121537.33    | 0.00%             | 2051-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335AAT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67638 | PA      | $68097.31     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61343 | PA      | $57725.22     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36183AF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8321 | PA      | $7989.74      | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33165 | PA      | $32805.89     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26784 | PA      | $26997.60     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F8T31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    802577 | PA      | $726351.50    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX COMMERCIAL MORTGAGE TRUST 2024 AIRC             | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2396660 | PA      | $2403467.37   | 0.09%             | 2039-08-15      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M9GM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14471 | PA      | $13785.31     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHPS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394593 | PA      | $364048.76    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1625344 | PA      | $1319770.58   | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                            | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1963769.68   | 0.07%             | 2040-01-13      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                         | SOCIAL PROFESSIONAL LOAN PROG                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297633 | PA      | $276365.80    | 0.01%             | 2046-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                         | SOCIAL PROFESSIONAL LOAN PROGRAM LLC               | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70040 | PA      | $69885.44     | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                 | PERTAMINA PERSERO PT                               | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              |  | ID        |    204000 | PA      | $218174.94    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                            | BARCLAYS COMMERCIAL MORTGAGE SECURITIES            | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4229000 | PA      | $3997248.01   | 0.15%             | 2037-03-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | PARAMOUNT GLOBAL                                   | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $337861.26    | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                            | AGL CLO 28 LTD                                     | CUSIP: 00120WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2207343.64   | 0.08%             | 2037-01-21      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                      | CHASE HOME LENDING MORTGAGE TRUST SERIES 2025 2    | CUSIP: 16159VAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2470085 | PA      | $2421924.22   | 0.09%             | 2055-12-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184293 | PA      | $173352.21    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LSK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17879 | PA      | $17478.10     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                            | HARRIS CORPORATION                                 | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1364398.28   | 0.05%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                              | SAUDI ARABIAN OIL CO                               | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    383000 | PA      | $375385.58    | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST 2024 2                    | CUSIP: 46657TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    835814 | PA      | $848089.72    | 0.03%             | 2054-08-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0304A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201000 | PA      | $192496.76    | 0.01%             | 2040-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31060 | PA      | $30131.47     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18720000 | PA      | $12202368.80  | 0.46%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                                             | INCREF 2025 FL1 LLC                                | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3245000 | PA      | $3245064.74   | 0.12%             | 2042-10-19      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                            | BBCMS MORTGAGE TRUST 2025 C35                      | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    563000 | PA      | $425240.26    | 0.02%             | 2058-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NBEX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317286 | PA      | $321353.95    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWXG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1245469 | PA      | $1151648.79   | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQUB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345724 | PA      | $350807.97    | 0.01%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7UK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23841 | PA      | $21427.84     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST                                    | HOMEWARD OPPORTUNITIES FUND TRUST 2022 1           | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    799789 | PA      | $790511.70    | 0.03%             | 2067-07-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    633793 | PA      | $610215.45    | 0.02%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3602000 | PA      | $3683091.83   | 0.14%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                   | SOUTHERN CO                                        | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2153488.12   | 0.08%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                             | BFLD COMMERCIAL MORTGAGE TRUST 2024 UNIV           | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $751770.98    | 0.03%             | 2029-11-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGJX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750901 | PA      | $675791.82    | 0.03%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E0V36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4409 | PA      | $4318.35      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                            | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2242313.17   | 0.08%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS INC                           | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1432585.81   | 0.05%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                       | NRG ENERGY INC                                     | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   5907000 | PA      | $6509514.00   | 0.25%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133LPTQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463322 | PA      | $439542.04    | 0.02%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187626 | PA      | $170201.75    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                           | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX       | CUSIP: 64990FD92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $965771.72    | 0.04%             | 2030-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2015580.98   | 0.08%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38382HX54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1443415 | PA      | $1213111.87   | 0.05%             | 2050-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GACI First Investment Company                                          | GACI FIRST INVESTMENT                              | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    322000 | PA      | $292163.48    | 0.01%             | 2053-02-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1419977.45   | 0.05%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133BJEZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    747056 | PA      | $727218.00    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLAR                                                             | U S DOLLAR                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    139930 | OU      | $-229.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y66J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1333270 | PA      | $1366927.26   | 0.05%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6775248 | PA      | $6052918.40   | 0.23%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                 | JOHN DEERE OWNER TRUST                             | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2954077 | PA      | $2975537.49   | 0.11%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2801 | PA      | $2722.82      | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                   | META PLATFORMS INC                                 | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5684000 | PA      | $4867021.63   | 0.18%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QS5C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636603 | PA      | $660772.94    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307MSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21404 | PA      | $20827.85     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                          | FIRSTENERGY TRANSMISSION                           | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1035426.59   | 0.04%             | 2044-07-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312942DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220528 | PA      | $220892.31    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6071633 | PA      | $5225154.60   | 0.20%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1161660 | PA      | $953742.22    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128688.69    | 0.00%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1344198 | PA      | $1274216.20   | 0.05%             | 2031-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0406A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -10117000 | PA      | $-9533691.72  | -0.36%            | 2055-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    678000 | PA      | $485298.84    | 0.02%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133L8FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322448 | PA      | $291748.53    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    109586 | PA      | $106907.07    | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    465000 | PA      | $466468.01    | 0.02%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616465 | PA      | $500091.96    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8522 | PA      | $8458.44      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                              | ANCHORAGE CAPITAL CLO LTD                          | CUSIP: 03328TBS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4895000 | PA      | $4916514.27   | 0.19%             | 2037-04-28      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0324A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -316000 | PA      | $-305927.50   | -0.01%            | 2040-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10598000 | PA      | $10708119.79  | 0.40%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410408 | PA      | $398932.31    | 0.02%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                               | AMERICAN EXPRESS CO                                | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    865000 | PA      | $878778.59    | 0.03%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H0G51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    881583 | PA      | $123051.86    | 0.00%             | 2051-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1087364.63   | 0.04%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                            | L3HARRIS TECH INC                                  | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147159.05    | 0.01%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JLL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62412 | PA      | $62860.11     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1736606 | PA      | $1334913.85   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo S.A.B. de C.V.                                             | GRUPO BIMBO SAB DE CV                              | CUSIP: 40052VAG9<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    897000 | PA      | $687816.01    | 0.03%             | 2049-09-06      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                                  | ARROYO MORTGAGE TRUST 2022 2                       | CUSIP: 04285EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1155206 | PA      | $1152485.38   | 0.04%             | 2057-07-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136442 | PA      | $124574.82    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KR6D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165196 | PA      | $171509.10    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1094911 | PA      | $1097706.75   | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4055000 | PA      | $3256038.28   | 0.12%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    890736 | PA      | $773636.95    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KR5J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1747503 | PA      | $1769928.75   | 0.07%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | J P MORGAN MORTGAGE TRUST 2021 14                  | CUSIP: 46653QBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1310465.32   | 0.05%             | 2052-05-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                          | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3204000 | PA      | $3312836.68   | 0.13%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1760521 | PA      | $1692625.33   | 0.06%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO LTD                                                      | PARK BLUE CLO LTD                                  | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $729402.37    | 0.03%             | 2037-04-20      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1583041 | PA      | $1290862.95   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                             | BFLD TRUST 2025 FPM                                | CUSIP: 05556HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1493000 | PA      | $1493435.81   | 0.06%             | 2030-10-10      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29392 | PA      | $30300.71     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    169000 | PA      | $175031.95    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1126328 | PA      | $1155571.44   | 0.04%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2954000 | PA      | $1584197.88   | 0.06%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132037 | PA      | $127844.57    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                         | AEP TEXAS INC                                      | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    127000 | PA      | $138817.22    | 0.01%             | 2033-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                                         | SOFI CONSUMER LOAN PROGRAM 2025 1 TRUST            | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610387 | PA      | $1618773.63   | 0.06%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138X8XC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24167 | PA      | $23950.48     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                        | BP CAP MARKETS AMERICA                             | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1114074.27   | 0.04%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GRX74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177419 | PA      | $171062.97    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                   | CROSS 2025 H2 MORTGAGE TRUST                       | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2557868 | PA      | $2573769.39   | 0.10%             | 2070-03-25      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                  | FREEPORT INDONESIA PT                              | CUSIP: Y7141BAA1<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    625000 | PA      | $625870.63    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                              | AT T INC                                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9426000 | PA      | $6457026.80   | 0.24%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1181531.42   | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8MY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440664 | PA      | $377840.94    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32891 | PA      | $32025.81     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500703 | PA      | $519849.47    | 0.02%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNEW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    912118 | PA      | $840359.05    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144954.04    | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42531 | PA      | $38553.23     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC RAILROAD COMPANY                                         | UNION PACIFIC RAILROAD CO                          | CUSIP: 907825AA1<br>LEI: 549300E5Y4M86FFRWP82 | Long             | DBT              | CORP              | US        |    313909 | PA      | $311357.07    | 0.01%             | 2026-05-14      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                      | AFFIRM ASSET SECURITIZATION TRUST 2025 X1          | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1767191 | PA      | $1771077.69   | 0.07%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9SF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113351 | PA      | $114146.43    | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCAT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563439 | PA      | $520361.58    | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GQLA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    890821 | PA      | $924268.87    | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO CO                                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1161452.89   | 0.04%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                     | A D MORTGAGE TRUST                                 | CUSIP: 00249XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1097464 | PA      | $1156124.68   | 0.04%             | 2068-11-25      | Variable      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3901014 | PA      | $3359645.27   | 0.13%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO                                                        | HALSEYPOINT CLO 7 LTD                              | CUSIP: 40638LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1507715.89   | 0.06%             | 2038-07-20      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Duke University Health System, Inc                                     | DUKE UNIVERSITY HEALTH                             | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $999731.40    | 0.04%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    181000 | PA      | $137759.64    | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6868 | PA      | $7098.00      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                   | GLENCORE FUNDING LLC                               | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    567000 | PA      | $575641.08    | 0.02%             | 2029-03-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KRB86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3230515 | PA      | $3287880.75   | 0.12%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BONDS                                 | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14025000 | PA      | $14717484.38  | 0.56%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6325000 | PA      | $6365519.53   | 0.24%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                          | GARTNER INC                                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1496493.96   | 0.06%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1512986 | PA      | $1162985.23   | 0.04%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3307 | PA      | $3335.66      | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPGH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1674940 | PA      | $1640195.04   | 0.06%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1881845 | PA      | $1609841.29   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11498000 | PA      | $8203104.38   | 0.31%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                           | HUNGARY GOVERNMENT INTERNATIONAL BOND              | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    425000 | PA      | $433919.05    | 0.02%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1104232 | PA      | $1023805.26   | 0.04%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMKH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2007808 | PA      | $1929178.79   | 0.07%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                                            | ELMWOOD CLO 26 LTD                                 | CUSIP: 29004CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3860000 | PA      | $3875418.48   | 0.15%             | 2037-04-18      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AKPP5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1435000 | PA      | $1110002.64   | 0.04%             | 2036-01-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345707 | PA      | $282682.02    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQFB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399426 | PA      | $366492.24    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422884 | PA      | $365189.16    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6087498 | PA      | $5091957.70   | 0.19%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBUH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2666493 | PA      | $2658211.53   | 0.10%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15483000 | PA      | $15715028.24  | 0.59%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                   | GLENCORE FUNDING LLC                               | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2035647.46   | 0.08%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMKF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1379146 | PA      | $1360788.68   | 0.05%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                             | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1006000 | PA      | $872773.41    | 0.03%             | 2052-03-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    336829 | PA      | $309320.03    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3945000 | PA      | $4117076.96   | 0.16%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1534730 | PA      | $1333423.06   | 0.05%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92358 | PA      | $89163.84     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132A86Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1296377 | PA      | $1252724.12   | 0.05%             | 2033-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                               | MEXICO GOVERNMENT INTERNATIONAL BOND               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $249989.25    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11518 | PA      | $10490.59     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202E4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4771 | PA      | $4614.65      | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2045127 | PA      | $1571551.72   | 0.06%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                             | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025 NQM | CUSIP: 80262CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3555000 | PA      | $3554822.25   | 0.13%             | 2065-08-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2509962 | PA      | $2590311.22   | 0.10%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19044 | PA      | $19382.56     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                             | AMERICAN TOWER CORP                                | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   5557000 | PA      | $4914594.13   | 0.19%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                             | BFLD COMMERCIAL MORTGAGE TRUST 2024 UNIV           | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $561093.24    | 0.02%             | 2029-11-15      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BLN89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3430000 | PA      | $2922702.86   | 0.11%             | 2034-01-01      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1370734 | PA      | $1334416.73   | 0.05%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4735 | PA      | $4619.87      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                 | JOHN DEERE OWNER TRUST                             | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6682000 | PA      | $6756082.68   | 0.26%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16305000 | PA      | $10485516.25  | 0.40%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0506A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3360000 | PA      | $3332175.00   | 0.13%             | 2055-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                             | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    923000 | PA      | $953920.50    | 0.04%             | 2033-05-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES VICI NOTE                          | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127570.16    | 0.00%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DP3F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    544462 | PA      | $558148.34    | 0.02%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5433 | PA      | $5597.33      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    156000 | PA      | $132333.24    | 0.01%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                              | BAT CAPITAL CORP                                   | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6216000 | PA      | $5284992.38   | 0.20%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1277680.69   | 0.05%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMNM0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3450000 | PA      | $2665808.10   | 0.10%             | 2036-01-25      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19881 | PA      | $19329.62     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XRZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63049 | PA      | $62411.34     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27370000 | PA      | $19226355.93  | 0.73%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651HBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11326 | PA      | $11324.11     | 0.00%             | 2050-02-25      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417FL48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5410 | PA      | $5345.61      | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36182XAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6912 | PA      | $6636.19      | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20630 | PA      | $20377.54     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2583252.60   | 0.10%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216358 | PA      | $201505.36    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    445000 | PA      | $413033.01    | 0.02%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UWM MORTGAGE TRUST                                                     | UWM MORTGAGE TRUST 2021 INV5                       | CUSIP: 90355DAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2589400 | PA      | $2525474.15   | 0.10%             | 2052-01-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                     | BOEING CO THE                                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    988000 | PA      | $1141505.56   | 0.04%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1102000 | PA      | $623275.71    | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16788 | PA      | $16049.13     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9126000 | PA      | $9285166.57   | 0.35%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $3083.20      | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                          | EQUINIX INC                                        | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   6302000 | PA      | $5961698.30   | 0.23%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $2001209.80   | 0.08%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XQJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2366828 | PA      | $2308126.51   | 0.09%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2252000 | PA      | $1859571.41   | 0.07%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                                  | UNIVERSITY OF CALIFORNIA REVENUES                  | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    347000 | PA      | $288675.58    | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0204A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -8245000 | PA      | $-7577670.31  | -0.29%            | 2040-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3292343.43   | 0.12%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                    | EXPEDIA GROUP INC                                  | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $142381.59    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943WD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10906 | PA      | $10611.58     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78449UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123964 | PA      | $123113.17    | 0.00%             | 2037-09-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6032000 | PA      | $6128135.00   | 0.23%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QMPY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10379 | PA      | $10163.00     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                 | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CZ5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1338890 | PA      | $1355445.25   | 0.05%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                          | NY COMMERCIAL MORTGAGE TRUST 2025 299P             | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $361962.92    | 0.01%             | 2035-02-10      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   6659000 | PA      | $6897545.36   | 0.26%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                    | COMCAST CORP                                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2276000 | PA      | $1349800.01   | 0.05%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                           | HUNGARY GOVERNMENT INTERNATIONAL BOND              | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $202853.60    | 0.01%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                               | GS MORTGAGE SECURITIES CORP TRUST 2024 RVR         | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1021380.53   | 0.04%             | 2029-08-10      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                 | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DE1<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   2700062 | PA      | $2734059.99   | 0.10%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3137BR4G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279711 | PA      | $275149.29    | 0.01%             | 2046-08-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38352 | PA      | $36543.70     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132CWR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227926 | PA      | $204839.68    | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66070000 | PA      | $66284211.49  | 2.51%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                     | BALTIMORE GAS ELECTRIC CO                          | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    461000 | PA      | $318808.70    | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63201 | PA      | $61194.23     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                          | NYC COMMERCIAL MORTGAGE TRUST 2025 3BP             | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881000 | PA      | $1869507.28   | 0.07%             | 2042-02-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO CO                                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    463000 | PA      | $432456.35    | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80513 | PA      | $78240.91     | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1573627 | PA      | $1349128.31   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL PRESBYTERIAN                                    | HOAG MEMORIAL HOSPITAL PRESBYTERIAN                | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    197000 | PA      | $151581.45    | 0.01%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98910 | PA      | $88982.31     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465531 | PA      | $468878.47    | 0.02%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XBKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2904 | PA      | $2868.54      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3239000 | PA      | $3279487.50   | 0.12%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46591LBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289260 | PA      | $285587.80    | 0.01%             | 2050-05-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 83189DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43717 | PA      | $43654.19     | 0.00%             | 2035-10-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    636642 | PA      | $598007.60    | 0.02%             | 2069-07-15      | Fixed         | 1.22%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    404493 | PA      | $386464.16    | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                          | BECTON DICKINSON CO                                | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    397000 | PA      | $405610.14    | 0.02%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                             | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $5074612.50   | 0.19%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72243 | PA      | $72628.30     | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H0506A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15397000 | PA      | $15315804.84  | 0.58%             | 2055-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31414BWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7085 | PA      | $7285.66      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                              | CIM TRUST                                          | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95932 | PA      | $86957.42     | 0.00%             | 2061-07-25      | Variable      | 1.43%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                      | OCTAGON INVESTMENT PARTNERS XVI LTD                | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294261 | PA      | $294260.97    | 0.01%             | 2030-07-17      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456947 | PA      | $393051.83    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-1 Pass Through Trusts                             | UNITED AIRLINES 2019 1 AA PTT                      | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266473 | PA      | $258703.57    | 0.01%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                          | COLLEGE AVE STUDENT LOANS 2023 A LLC               | CUSIP: 193938AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1183558 | PA      | $1195284.77   | 0.05%             | 2055-05-25      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515862 | PA      | $480958.19    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10493000 | PA      | $10615145.03  | 0.40%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MEK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37755 | PA      | $36965.00     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16075 | PA      | $14493.78     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KRVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427215 | PA      | $432781.63    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1357611.70   | 0.05%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35804 | PA      | $36060.73     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEGlobal B.V.                                                          | EQUATE PETROCHEMICAL BV                            | CUSIP: 29441WAC9<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    860000 | PA      | $858116.60    | 0.03%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                          | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2908000 | PA      | $3245316.37   | 0.12%             | 2033-10-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36296QJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15162 | PA      | $15583.93     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                     | ALTRIA GROUP INC                                   | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    730000 | PA      | $735534.13    | 0.03%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FLV47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295299 | PA      | $271235.41    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78450FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1895894 | PA      | $1794011.64   | 0.07%             | 2054-11-16      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1691000 | PA      | $1747810.84   | 0.07%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335AYP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161423 | PA      | $146433.53    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3248000 | PA      | $2923115.55   | 0.11%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BTEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19881 | PA      | $18684.93     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                              | ALA TRUST 2025 OANA                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2308000 | PA      | $2319996.11   | 0.09%             | 2030-06-15      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                     | BERRY GLOBAL INC                                   | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130781.25    | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1288458.55   | 0.05%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29120 | PA      | $28643.23     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCUV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1273554 | PA      | $1184178.05   | 0.04%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71230 | PA      | $65887.87     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9835000 | PA      | $9784672.44   | 0.37%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15344700 | PA      | $13224632.53  | 0.50%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | 2 YEAR US TREASURY NOTE FUTURE DEC25               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       904 | NC      | $138978.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L7FZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100889 | PA      | $86458.53     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110415 | PA      | $110378.51    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                | CODELCO INC                                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    239000 | PA      | $257800.46    | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1048869.30   | 0.04%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108730 | PA      | $104851.10    | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89519 | PA      | $91029.80     | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    973804 | PA      | $978995.07    | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36176DHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34686 | PA      | $33281.80     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64532 | PA      | $64361.55     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                               | COLT 2023 4 MORTGAGE LOAN TRUST                    | CUSIP: 12598WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525067 | PA      | $541024.86    | 0.02%             | 2068-10-25      | Fixed         | 7.16%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                  | TARGA RESOURCES CORP                               | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    365000 | PA      | $371116.67    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                          | FLORIDA POWER LIGHT CO                             | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3091000 | PA      | $2011205.52   | 0.08%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101430 | PA      | $93153.48     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7512 | PA      | $7386.93      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N8U97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338587 | PA      | $340143.80    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7342960 | PA      | $6979775.36   | 0.26%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020 I        | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579163 | PA      | $576131.38    | 0.02%             | 2069-04-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226568 | PA      | $220837.56    | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J57D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747436 | PA      | $724046.54    | 0.03%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST                                        | WHARF COMMERCIAL MORTGAGE TRUST 2025 DC            | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $322090.16    | 0.01%             | 2040-07-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                | ROMANIA                                            | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    130000 | PA      | $138555.82    | 0.01%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69085 | PA      | $69190.51     | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8253 | PA      | $8323.16      | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YTMU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10223 | PA      | $9933.65      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLQN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36393748 | PA      | $36762413.25  | 1.39%             | 2055-06-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3458049 | PA      | $3290534.96   | 0.12%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    548000 | PA      | $497940.75    | 0.02%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402QYX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175045 | PA      | $179749.62    | 0.01%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    746779 | PA      | $675815.18    | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124049 | PA      | $120535.28    | 0.00%             | 2050-02-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM6P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484449 | PA      | $463665.87    | 0.02%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KKX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332614 | PA      | $271190.01    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                | FLAGSTAR MORTGAGE TRUST                            | CUSIP: 33852AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371865 | PA      | $363786.73    | 0.01%             | 2049-10-25      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4573875 | PA      | $3974038.30   | 0.15%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132G0B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17927 | PA      | $17790.34     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2023 B            | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7112720 | PA      | $7257133.12   | 0.27%             | 2056-10-16      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                        | BENEFIT STREET PARTNERS CLO LTD                    | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1749125.00   | 0.07%             | 2038-04-20      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    252540 | PA      | $238023.60    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    870000 | PA      | $901640.16    | 0.03%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H1WL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2915191 | PA      | $2702148.76   | 0.10%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                                     | STATE OF QATAR                                     | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $198274.00    | 0.01%             | 2030-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291860 | PA      | $253577.97    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A8S40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59551 | PA      | $53521.42     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                                  | UNIVERSITY OF CALIFORNIA                           | CUSIP: 91412HGD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $286560.89    | 0.01%             | 2050-05-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                 | FS RIALTO                                          | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312185 | PA      | $312214.73    | 0.01%             | 2026-04-16      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1681691 | PA      | $1503524.88   | 0.06%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2021 C            | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660382 | PA      | $606048.27    | 0.02%             | 2053-01-15      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| MCR TRUST                                                              | MCR 2024 HF1 MORTGAGE TRUST                        | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301000 | PA      | $301378.44    | 0.01%             | 2041-12-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $631478.40    | 0.02%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $1013.36      | 0.00%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NNV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8635 | PA      | $8255.43      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    633953 | PA      | $519609.13    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CARD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    387509 | PA      | $392470.75    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73863 | PA      | $69228.09     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED                 | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3575000 | PA      | $3234765.32   | 0.12%             | 2032-05-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W7G40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53058 | PA      | $49078.61     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                               | FOUNDATION FINANCE TRUST                           | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2420403 | PA      | $2451807.15   | 0.09%             | 2050-04-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1581470 | PA      | $1308061.27   | 0.05%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1974146 | PA      | $1701887.95   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES LP VICI NOTE CO INC                | CUSIP: 92564RAJ4<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1695830.30   | 0.06%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CEDR COMMERCIAL MORTGAGE TRUST                                         | CEDR TRUST                                         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1906357.11   | 0.07%             | 2039-02-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240404 | PA      | $219771.57    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  16815000 | PA      | $16697463.15  | 0.63%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9ZP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279480 | PA      | $259750.47    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AL3G7<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1720000 | PA      | $1332970.76   | 0.05%             | 2036-02-08      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                          | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2903681.58   | 0.11%             | 2039-12-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                              | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 673921AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469721 | PA      | $488007.14    | 0.02%             | 2063-10-25      | Fixed         | 7.16%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10336000 | PA      | $10264132.45  | 0.39%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2185559 | PA      | $1792865.79   | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28580 | PA      | $27700.81     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JL3N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17040 | PA      | $17286.49     | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225750 | PA      | $185339.38    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7154907 | PA      | $6582289.81   | 0.25%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25557826 | PA      | $21649341.20  | 0.82%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651DAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322581 | PA      | $316917.88    | 0.01%             | 2050-02-25      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FRJQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6027 | PA      | $5868.40      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W6SU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49853 | PA      | $46115.43     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180DSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    111331 | PA      | $104110.38    | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1273000 | PA      | $1270823.41   | 0.05%             | 2035-06-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130470.34    | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1083003 | PA      | $966195.04    | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GVZ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143066 | PA      | $142500.46    | 0.01%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2053621 | PA      | $2081188.05   | 0.08%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419557 | PA      | $411571.40    | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538485 | PA      | $1546522.37   | 0.06%             | 2041-10-15      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                                             | APIDOS CLO LIII                                    | CUSIP: 03771EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $642653.31    | 0.02%             | 2038-07-20      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                               | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  13466000 | PA      | $12989923.04  | 0.49%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BUEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13528 | PA      | $13028.55     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98160 | PA      | $93293.85     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9054000 | PA      | $9246397.50   | 0.35%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18940 | PA      | $18391.95     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                    | PFS FINANCING CORP                                 | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8497000 | PA      | $8592773.24   | 0.32%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0224A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1213000 | PA      | $1140220.00   | 0.04%             | 2040-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5054000 | PA      | $3695737.50   | 0.14%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                       | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270056 | PA      | $1276121.59   | 0.05%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                              | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1222034 | PA      | $1235583.57   | 0.05%             | 2064-12-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4777471 | PA      | $3954468.80   | 0.15%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4022 | PA      | $4059.30      | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FUN67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2040578 | PA      | $1629238.58   | 0.06%             | 2050-07-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    190000 | PA      | $202552.16    | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16046 | PA      | $15616.51     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GTR33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3255 | PA      | $3069.27      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XQQ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3903522 | PA      | $4049947.01   | 0.15%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                      | FIRSTENERGY CORP                                   | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    398000 | PA      | $395117.29    | 0.01%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755962 | PA      | $619548.73    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                              | MFRA TRUST                                         | CUSIP: 55287JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5095472 | PA      | $5062134.58   | 0.19%             | 2070-03-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KSBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249536 | PA      | $204194.55    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    699000 | PA      | $711938.49    | 0.03%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42818 | PA      | $39606.14     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QPYW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371984 | PA      | $344893.99    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                                     | QATAR GOVERNMENT INTERNATIONAL BOND                | CUSIP: M8489SAG2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $197426.00    | 0.01%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4730000 | PA      | $3744244.35   | 0.14%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36198QTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12245 | PA      | $11756.71     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M7YQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9388 | PA      | $8943.98      | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QDYC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357838 | PA      | $341050.57    | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $165289.93    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                    | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    710000 | PA      | $701985.52    | 0.03%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    211342 | PA      | $201199.75    | 0.01%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F9VK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412044 | PA      | $378463.20    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    847311 | PA      | $788670.99    | 0.03%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22829 | PA      | $22210.25     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418RPY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14266 | PA      | $14288.72     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270858 | PA      | $251001.83    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                             | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   5765000 | PA      | $5280797.65   | 0.20%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                         | AEP TEXAS INC                                      | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1014184.28   | 0.04%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1052000 | PA      | $869502.66    | 0.03%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAD86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    307464 | PA      | $302540.62    | 0.01%             | 2033-05-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9753000 | PA      | $9863569.76   | 0.37%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                    | EXPEDIA GROUP INC                                  | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1653745.63   | 0.06%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8372491 | PA      | $7733131.21   | 0.29%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                         | AEP TEXAS INC                                      | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $962797.02    | 0.04%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85230 | PA      | $76631.91     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4347 | PA      | $4271.03      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X42N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169528 | PA      | $164208.69    | 0.01%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18046000 | PA      | $18102393.75  | 0.68%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417VQW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1723234 | PA      | $1728251.30   | 0.07%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2070342 | PA      | $1675309.84   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    925000 | PA      | $966735.08    | 0.04%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AULZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180146 | PA      | $138437.29    | 0.01%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                              | ALA TRUST                                          | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1454000 | PA      | $1463370.45   | 0.06%             | 2030-06-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X6SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1906568 | PA      | $1801270.22   | 0.07%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                      | FIRSTENERGY CORP                                   | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   6753000 | PA      | $6274171.78   | 0.24%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade Inc.                                                      | GERDAU TRADE INC                                   | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    966000 | PA      | $999810.00    | 0.04%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30719 | PA      | $29889.70     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                             | GCAT 2021 NQM7 TRUST                               | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1869390 | PA      | $1695292.95   | 0.06%             | 2066-08-25      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GD3M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26116 | PA      | $26256.43     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                    | PECO ENERGY CO                                     | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1439000 | PA      | $928927.74    | 0.04%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YBX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6218 | PA      | $6094.59      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                              | EXPAND ENERGY CORP                                 | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   9202000 | PA      | $9418495.45   | 0.36%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    111127 | PA      | $107409.93    | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                          | FIRSTENERGY TRANSMISSION LLC                       | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1673112.88   | 0.06%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629842 | PA      | $631451.00    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1371611 | PA      | $1175988.88   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                          | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4901000 | PA      | $5150250.16   | 0.19%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0606A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5313000 | PA      | $5427561.56   | 0.21%             | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                            | BANK GOSPODARSTWA KRAJOW                           | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              |  | PL        |    731000 | PA      | $766952.77    | 0.03%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    815787 | PA      | $813405.00    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1940129 | PA      | $1877877.87   | 0.07%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019 D   | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1118972 | PA      | $1089202.02   | 0.04%             | 2059-12-15      | Fixed         | 3.01%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAP83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    715825 | PA      | $538532.48    | 0.02%             | 2050-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6463000 | PA      | $6673034.57   | 0.25%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1606152 | PA      | $1673718.03   | 0.06%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                | DUKE ENERGY CORP                                   | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2569000 | PA      | $2587805.08   | 0.10%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MSCI INC.                                                              | MSCI INC                                           | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1688880.73   | 0.06%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707963 | PA      | $611410.77    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LXMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56473 | PA      | $48399.50     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO, INC.                                                 | DUKE ENERGY OHIO INC                               | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    959000 | PA      | $955262.78    | 0.04%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                             | MIDAMERICAN ENERGY CO                              | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    563000 | PA      | $354129.82    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                        | ANTOFAGASTA PLC                                    | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $652206.38    | 0.02%             | 2030-10-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | PARAMOUNT GLOBAL                                   | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    220000 | PA      | $174232.52    | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598666 | PA      | $514983.49    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO LTD                                                       | TRESTLES CLO LTD                                   | CUSIP: 89531FAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200000 | PA      | $3208719.63   | 0.12%             | 2037-07-25      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                     | OHIO POWER COMPANY                                 | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    178000 | PA      | $142493.45    | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230667 | PA      | $224789.69    | 0.01%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1965918 | PA      | $1691779.43   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1977797 | PA      | $2048298.97   | 0.08%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115715 | PA      | $115550.29    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332948 | PA      | $299186.93    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    986043 | PA      | $923745.48    | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    662104 | PA      | $594065.59    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H0526A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  18550000 | PA      | $18689125.00  | 0.71%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3659767 | PA      | $3130123.00   | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORPORATION                                         | RESOLUTION FUNDING CORP STRIP PRINCIPAL            | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1290000 | PA      | $1079265.60   | 0.04%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1665732 | PA      | $1424929.91   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                             | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     51000 | PA      | $37995.00     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                             | GCAT 2025 INV2 TRUST                               | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2590214 | PA      | $2628257.41   | 0.10%             | 2055-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132G5AU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12364 | PA      | $12251.30     | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE                                                           | CITY OF HOPE THE                                   | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    610000 | PA      | $602653.16    | 0.02%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                               | UNITED MEXICAN STATES                              | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    322000 | PA      | $276210.63    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40615 | PA      | $39007.74     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                     | OHIO POWER CO                                      | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    910000 | PA      | $922081.16    | 0.03%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC                            | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    196000 | PA      | $174808.68    | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YXK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9855 | PA      | $9655.05      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BJRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12433 | PA      | $11943.48     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2746000 | PA      | $2722378.91   | 0.10%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                             | BFLD TRUST                                         | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2141363 | PA      | $2141512.00   | 0.08%             | 2026-08-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NKJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652119 | PA      | $663707.60    | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    321655 | PA      | $321839.77    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50784 | PA      | $46648.49     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4325000 | PA      | $4492086.90   | 0.17%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPEZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478900 | PA      | $458505.31    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L8CS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    615955 | PA      | $553291.67    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22068 | PA      | $21427.45     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST                                                             | NCMF TRUST 2025 MFS                                | CUSIP: 62887TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1755000 | PA      | $1771230.24   | 0.07%             | 2033-06-10      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39305 | PA      | $39657.21     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3825479.88   | 0.14%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO                            | BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES   | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    330450 | NS      | $330449.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3105000 | PA      | $2243483.78   | 0.08%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II B.V.                                                  | SABIC CAPITAL II BV                                | CUSIP: 78520LAB6<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    761000 | PA      | $762270.11    | 0.03%             | 2028-10-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5746 | PA      | $5599.88      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132J7RZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54166 | PA      | $48822.65     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617ALXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     54551 | PA      | $53758.69     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $4155320.91   | 0.16%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANKS FUNDING CORP             | CUSIP: 3133ENN30<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1045000 | PA      | $1032788.13   | 0.04%             | 2032-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0326A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -8915000 | PA      | $-8143295.31  | -0.31%            | 2055-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021 E   | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3522522 | PA      | $3166750.43   | 0.12%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                           | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4564000 | PA      | $4683416.91   | 0.18%             | 2037-08-15      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Mount Nittany Medical Center                                           | MOUNT NITTANY MEDICAL CENTER OBLIGATED GROUP       | CUSIP: 62213LAA4<br>LEI: 5493003G2U7J6XCFJF08 | Long             | DBT              | CORP              | US        |    410000 | PA      | $308841.11    | 0.01%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3309 | PA      | $3339.73      | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                               | FOUNDATION FINANCE TRUST 2024 1                    | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1938698 | PA      | $1981827.04   | 0.07%             | 2049-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                               | MEXICO GOVERNMENT INTERNATIONAL BOND               | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    559000 | PA      | $546684.67    | 0.02%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                               | UNITED MEXICAN STATES                              | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197792.00    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION                        | EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 1 LLC    | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250977 | PA      | $231568.28    | 0.01%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45655 | PA      | $45662.39     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70977 | PA      | $63457.37     | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                    | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   6918000 | PA      | $7030576.61   | 0.27%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XBGG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47055 | PA      | $46729.69     | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45268 | PA      | $44159.74     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464079 | PA      | $435903.80    | 0.02%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                          | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503433.50    | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202EXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4056 | PA      | $4228.97      | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0206A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -26210000 | PA      | $-21125669.40 | -0.80%            | 2055-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2733451.15   | 0.10%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWTB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1261463 | PA      | $1172166.09   | 0.04%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19355000 | PA      | $9726643.51   | 0.37%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                  | GEORGIA POWER CO                                   | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    538000 | PA      | $550078.10    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2105774 | PA      | $1729218.44   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2024 2                    | CUSIP: 034942AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4142820 | PA      | $4302238.14   | 0.16%             | 2069-01-25      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| BX MORTGAGE TRUST                                                      | BX TRUST 2023 DELC                                 | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1883000 | PA      | $1893503.49   | 0.07%             | 2038-06-15      | Floating      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166083 | PA      | $135450.84    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418MML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18160 | PA      | $18932.61     | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66023 | PA      | $64171.92     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0404A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    780000 | PA      | $766959.38    | 0.03%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16261 | PA      | $15629.76     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XQR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3283994 | PA      | $2830441.76   | 0.11%             | 2053-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QMHE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4518 | PA      | $4423.84      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94412 | PA      | $94526.40     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    469000 | PA      | $461356.71    | 0.02%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9ZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90768 | PA      | $89727.26     | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1075742.85   | 0.04%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                      | FIRSTENERGY CORP                                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   5241000 | PA      | $3666310.10   | 0.14%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1740026 | PA      | $1496788.10   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MINN                                                        | UNIVERSITY OF MINNESOTA                            | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    406000 | PA      | $332920.49    | 0.01%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13381 | PA      | $13981.03     | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                          | SABINE PASS LIQUEFACTION                           | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2532104 | PA      | $2650200.87   | 0.10%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    955000 | PA      | $742960.16    | 0.03%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246467 | PA      | $237658.18    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM                                             | ELFI GRADUATE LOAN PROGRAM 2023 A LLC              | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2631458 | PA      | $2755848.63   | 0.10%             | 2048-02-04      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                | CARMAX AUTO OWNER TRUST 2023 2                     | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627427 | PA      | $630438.99    | 0.02%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                 | J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $216635.44    | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC.                                                             | AMGEN INC                                          | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    665000 | PA      | $438233.67    | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                    | PFS FINANCING CORP                                 | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4930000 | PA      | $5007737.51   | 0.19%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    988000 | PA      | $885876.37    | 0.03%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                          | SUTTER HEALTH                                      | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2611928.18   | 0.10%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KRCJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2453737 | PA      | $2532231.27   | 0.10%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2923894 | PA      | $2515886.94   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                     | ALTRIA GROUP INC                                   | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1764827.77   | 0.07%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFVC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117501 | PA      | $108160.40    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H0206A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -5513000 | PA      | $-4556839.06  | -0.17%            | 2055-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    395000 | PA      | $338202.16    | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3469000 | PA      | $3183886.36   | 0.12%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1912830 | PA      | $1660824.33   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    978765 | PA      | $949505.77    | 0.04%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13352 | PA      | $13105.71     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                            | PHILIPPINE GOVERNMENT INTERNATIONAL BOND           | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    910000 | PA      | $790373.22    | 0.03%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205059 | PA      | $197528.06    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                    | PECO ENERGY CO                                     | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    285000 | PA      | $189498.21    | 0.01%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31391TWW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31863 | PA      | $32887.35     | 0.00%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WEF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40952 | PA      | $39809.28     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MICH UNIV REVS                                              | UNIVERSITY OF MICHIGAN                             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    801000 | PA      | $595124.38    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC.                                                              | EBAY INC                                           | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     86000 | PA      | $94368.83     | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307M4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47946 | PA      | $46663.27     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                | DUKE ENERGY CORP                                   | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $1505296.49   | 0.06%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Limited                                                  | MA ADEN SUKUK LTD                                  | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    329000 | PA      | $340618.64    | 0.01%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $3707800.79   | 0.14%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                         | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8351498 | PA      | $8430918.22   | 0.32%             | 2070-05-25      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325897 | PA      | $292880.51    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                              | VIPER ENERGY PARTNERS LLC OLD                      | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    725000 | PA      | $735875.00    | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                    | PFS FINANCING CORP                                 | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1388000 | PA      | $1413796.14   | 0.05%             | 2029-04-16      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                 | SEQUOIA MORTGAGE TRUST 2022 1                      | CUSIP: 81749CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462676 | PA      | $387651.37    | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645242 | PA      | $617160.85    | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129453 | PA      | $126288.19    | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1027236 | PA      | $848553.61    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2762415 | PA      | $2385678.30   | 0.09%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114254 | PA      | $110967.32    | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15223 | PA      | $15026.62     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGZ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750599 | PA      | $648749.84    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6002000 | PA      | $6393480.45   | 0.24%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                   | MERCEDES BENZ AUTO RECEIVABLES TRUST               | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44370 | PA      | $44533.84     | 0.00%             | 2027-08-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                                     | CHILE GOVERNMENT INTERNATIONAL BOND                | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    825733 | PA      | $828993.82    | 0.03%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     95000 | PA      | $68419.29     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    255000 | PA      | $271337.60    | 0.01%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025 1   | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317000 | PA      | $320700.43    | 0.01%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1149726 | PA      | $915188.13    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YD4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7311 | PA      | $7113.90      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                     | REGIONAL MANAGEMENT ISSUANCE TRUST                 | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671000 | PA      | $676477.77    | 0.03%             | 2033-12-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HKYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57415 | PA      | $57395.65     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKLH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145859 | PA      | $142012.12    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348925 | PA      | $286488.85    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14974591 | PA      | $12402013.62  | 0.47%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                | SAUDI GOVERNMENT INTERNATIONAL BOND                | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $133378.20    | 0.01%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137B4UR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144466 | PA      | $142930.50    | 0.01%             | 2041-05-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10908000 | PA      | $10721370.88  | 0.41%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1765000 | PA      | $1771342.97   | 0.07%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1453775.69   | 0.05%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    788501 | PA      | $798611.08    | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13659 | PA      | $13381.88     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2139333 | PA      | $1834249.83   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1598000 | PA      | $1606489.38   | 0.06%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200601 | PA      | $1184265.52   | 0.04%             | 2060-04-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    839000 | PA      | $848332.20    | 0.03%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    221812 | PA      | $216390.05    | 0.01%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                          | COLLEGE AVE STUDENT LOANS                          | CUSIP: 19425AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    688524 | PA      | $629335.99    | 0.02%             | 2052-06-25      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H0326A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    214000 | PA      | $195015.86    | 0.01%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60930 | PA      | $54553.13     | 0.00%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L3E49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154473 | PA      | $132363.68    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AXJ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    462385 | PA      | $446884.02    | 0.02%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16340 | PA      | $17189.14     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    219000 | PA      | $147742.44    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                    | NELNET STUDENT LOAN TRUST                          | CUSIP: 64034QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2926142 | PA      | $2926143.71   | 0.11%             | 2062-04-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO LTD                                                           | ARES CLO LTD                                       | CUSIP: 039939AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $630915.03    | 0.02%             | 2038-01-25      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                              | VIPER ENERGY PARTNERS LLC OLD                      | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    760000 | PA      | $765700.00    | 0.03%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3049000 | PA      | $3140266.85   | 0.12%             | 2047-06-13      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QST68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6270178 | PA      | $6426144.58   | 0.24%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2024 1                    | CUSIP: 03465XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3353449 | PA      | $3412540.04   | 0.13%             | 2068-08-25      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                         | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423000 | PA      | $430861.74    | 0.02%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $779962.47    | 0.03%             | 2026-03-15      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                             | VERUS SECURITIZATION TRUST 2022 2                  | CUSIP: 92538XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1479200 | PA      | $1418996.72   | 0.05%             | 2067-02-25      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLEB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2631466 | PA      | $2678149.82   | 0.10%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    653542 | PA      | $640766.97    | 0.02%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST                                | SG COMMERCIAL MORTGAGE SECURITIES TRUST            | CUSIP: 78419CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $122487.10    | 0.00%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2896771 | PA      | $2362389.17   | 0.09%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    888000 | PA      | $915638.11    | 0.03%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329473 | PA      | $332085.33    | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X4WD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7377 | PA      | $6859.17      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A24Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    191255 | PA      | $174355.22    | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1587623 | PA      | $1358279.32   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9629 | PA      | $9293.17      | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QGE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    410026 | PA      | $400564.59    | 0.02%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W5MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35006 | PA      | $31360.39     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMM OPT LLC                               | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112715.25    | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25866316 | PA      | $21044378.90  | 0.80%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Corporacion Financiera de Desarrollo S.A.                              | CORP FINANCIERA DE DESARROLLO SA                   | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              |  | PE        |    402000 | PA      | $419766.79    | 0.02%             | 2029-04-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1418 | PA      | $1377.17      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HNMK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13217 | PA      | $12680.17     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23439 | PA      | $24268.86     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQE84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260993 | PA      | $241945.91    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XX7B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2455599 | PA      | $2281865.24   | 0.09%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                              | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1957295 | PA      | $1976973.09   | 0.07%             | 2065-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                | DRYDEN 37 SENIOR LOAN FUND                         | CUSIP: 26249MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    619719 | PA      | $619959.84    | 0.02%             | 2031-01-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10185 | PA      | $9740.47      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EJXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83450 | PA      | $83707.11     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                              | SAUDI ARABIAN OIL CO                               | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    604000 | PA      | $390846.59    | 0.01%             | 2070-11-24      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE TRUST                                              | COMMERCIAL MORTGAGE TRUST                          | CUSIP: 381056000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157085 | PA      | $156832.52    | 0.01%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                  | VALE OVERSEAS LTD                                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    140000 | PA      | $144406.36    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135493 | PA      | $129103.35    | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620C5BR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9304 | PA      | $9282.03      | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EHT69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36526 | PA      | $36773.48     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONNI COMMERCIAL MORTGAGE TRUST                                         | ONNI COMMERICAL MORTGAGE TRUST 2024 APT            | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    701000 | PA      | $717250.94    | 0.03%             | 2039-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650144 | PA      | $583392.45    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1360000 | PA      | $1233775.00   | 0.05%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES LP                                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  23189000 | PA      | $23377874.41  | 0.88%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                            | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    169000 | PA      | $170997.41    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49971 | PA      | $48869.28     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1047642 | PA      | $1007419.94   | 0.04%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WQPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8258 | PA      | $8190.27      | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                   | META PLATFORMS INC                                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    660000 | PA      | $653396.04    | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35563PFG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378512 | PA      | $365389.49    | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KA6L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174243 | PA      | $149317.18    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5416000 | PA      | $5503163.75   | 0.21%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                             | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES        | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1279325 | PA      | $1155267.82   | 0.04%             | 2066-10-25      | Variable      | 1.84%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2892 | PA      | $2903.76      | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2116529 | PA      | $1889713.41   | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295564 | PA      | $273969.58    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    443423 | PA      | $430464.02    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                            | PFIZER INC                                         | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    163000 | PA      | $151488.94    | 0.01%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                  | ALABAMA POWER CO                                   | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    170000 | PA      | $132968.05    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                              | MFRA TRUST                                         | CUSIP: 55287MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1638663 | PA      | $1637875.76   | 0.06%             | 2070-05-27      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHBG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1181587 | PA      | $1012580.63   | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QWH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    186938 | PA      | $187723.88    | 0.01%             | 2044-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                          | SK HYNIX INC                                       | CUSIP: Y8085FBL3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $220339.00    | 0.01%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241LJB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25684 | PA      | $26350.65     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405869 | PA      | $395076.30    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                            | PRKCM 2021 AFC2 TRUST                              | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1751760 | PA      | $1549651.22   | 0.06%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512955 | PA      | $478251.58    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L8JK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514650 | PA      | $395520.36    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    417000 | PA      | $427929.99    | 0.02%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79007 | PA      | $75796.94     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                            | EIG PEARL HOLDINGS SARL                            | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    915000 | PA      | $756018.75    | 0.03%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QELS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2281323 | PA      | $1970195.84   | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC.                                                           | TEXTRON INC                                        | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    182000 | PA      | $163526.45    | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25959 | PA      | $24735.59     | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKPN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369602 | PA      | $344515.10    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3409 | PA      | $3318.02      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $5170502.77   | 0.20%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023 A   | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3473999 | PA      | $3559910.81   | 0.13%             | 2071-10-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48357 | PA      | $45607.20     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                    | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    825000 | PA      | $830207.40    | 0.03%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2865000 | PA      | $2801432.81   | 0.11%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16285000 | PA      | $12600518.75  | 0.48%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y1DK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19590 | PA      | $19454.09     | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2430 | PA      | $2440.67      | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31412PG70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30975 | PA      | $31247.12     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                      | OCTAGON INVESTMENT PARTNERS XVII LTD               | CUSIP: 67590GBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1200127.34   | 0.05%             | 2031-01-25      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4416195 | PA      | $3988204.02   | 0.15%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10719 | PA      | $10575.78     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6942472 | PA      | $5937332.40   | 0.22%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1357815 | PA      | $1290781.41   | 0.05%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                          | COLLEGE AVE STUDENT LOANS 2021 C LLC               | CUSIP: 19424WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    662632 | PA      | $617518.42    | 0.02%             | 2055-07-26      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                             | EURO SCHATZ FUTURE DEC25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       235 | NC      | $-24981.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                          | SABINE PASS LIQUEFACTION                           | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2996.93      | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                    | COMCAST CORP                                       | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    334000 | PA      | $175368.04    | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2434091 | PA      | $2102133.40   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                  | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010676.00   | 0.04%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANKS FUNDING CORP             | CUSIP: 3133ENJ92<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    625000 | PA      | $603729.38    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMVU3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2569000 | PA      | $2112231.80   | 0.08%             | 2036-04-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74919 | PA      | $72245.13     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5782000 | PA      | $5456756.72   | 0.21%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| INV MORTGAGE TRUST                                                     | INV 2024 IND MORTGAGE TRUST                        | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160000 | PA      | $1151372.05   | 0.04%             | 2041-11-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                            | BARCLAYS COMMERCIAL MORTGAGE                       | CUSIP: 05554FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1405000 | PA      | $1521530.67   | 0.06%             | 2056-11-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396345 | PA      | $340482.31    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                               | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    844000 | PA      | $664509.05    | 0.03%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST                                     | DISCOVER CARD EXECUTION NOTE TRUST                 | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-MBS          | CORP              | US        |   5359000 | PA      | $5365128.08   | 0.20%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    212215 | PA      | $199096.68    | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HBB49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55268 | PA      | $53291.22     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GJ5A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14939 | PA      | $14743.95     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    752062 | PA      | $649877.87    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6855000 | PA      | $5128664.63   | 0.19%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHPG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197488 | PA      | $177482.44    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24944 | PA      | $24568.87     | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435741 | PA      | $443098.20    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    817994 | PA      | $786601.24    | 0.03%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMAG7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   6095000 | PA      | $4697142.23   | 0.18%             | 2035-09-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                      | CHASE MORTGAGE FINANCE                             | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186805 | PA      | $181055.51    | 0.01%             | 2049-07-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287018 | PA      | $272640.94    | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19011000 | PA      | $19135759.69  | 0.72%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QDS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213182 | PA      | $198088.68    | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAJ8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $182600.60    | 0.01%             | 2049-04-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJVT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    826897 | PA      | $766294.31    | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65304 | PA      | $65773.25     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    818200 | PA      | $766039.75    | 0.03%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97549 | PA      | $94241.81     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    275657 | PA      | $254517.10    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326519 | PA      | $300241.17    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H3KJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18679 | PA      | $18505.03     | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                            | QATAR PETROLEUM                                    | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              |  | QA        |    495000 | PA      | $444154.59    | 0.02%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                               | PRET 2025 RPL2 TRUST                               | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626733 | PA      | $606503.49    | 0.02%             | 2064-08-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179V4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    985781 | PA      | $883424.79    | 0.03%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189462 | PA      | $192829.62    | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227992 | PA      | $228337.98    | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DQQ58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2001233 | PA      | $2053032.79   | 0.08%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                         | SOCIAL PROFESSIONAL LOAN PROGRAM LLC               | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176732 | PA      | $173648.00    | 0.01%             | 2048-08-17      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943JY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12125 | PA      | $11797.61     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0424A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4656000 | PA      | $4649452.50   | 0.18%             | 2040-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    430000 | PA      | $381360.12    | 0.01%             | 2032-03-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KEXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8812 | PA      | $8488.62      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                | DUKE ENERGY CORP                                   | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    527000 | PA      | $415537.39    | 0.02%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                    | PFS FINANCING CORP                                 | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7235000 | PA      | $7281558.74   | 0.28%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AFPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8721 | PA      | $8795.58      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C1TT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201738 | PA      | $204324.25    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H0226A4<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -9965000 | PA      | $-8576128.13  | -0.32%            | 2055-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213FZ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     76743 | PA      | $72350.86     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                              | MFA 2023 NQM3 TRUST                                | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2326368 | PA      | $2385754.17   | 0.09%             | 2068-07-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42868 | PA      | $40493.44     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGMR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    638234 | PA      | $609243.57    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DK TRUST                                                               | DK TRUST 2025 LXP                                  | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664000 | PA      | $664083.44    | 0.03%             | 2037-08-15      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5X87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    504983 | PA      | $500585.54    | 0.02%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2430000 | PA      | $2445282.42   | 0.09%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H0406A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2530000 | PA      | $2378200.00   | 0.09%             | 2055-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2022 D            | CUSIP: 78454XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3818669 | PA      | $3862538.33   | 0.15%             | 2058-10-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6955000 | PA      | $7135395.31   | 0.27%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5126 | PA      | $4991.96      | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6185 | PA      | $5913.10      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1300604 | PA      | $1065872.82   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                             | ANGLO AMERICAN CAPITAL                             | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $546280.48    | 0.02%             | 2054-04-05      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                              | AT T INC                                           | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $2161877.76   | 0.08%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99257 | PA      | $95224.06     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99342 | PA      | $89536.93     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3176130 | PA      | $2589050.09   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                  | GEORGIA POWER CO                                   | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    922000 | PA      | $937584.57    | 0.04%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LCM LIMITED PARTNERSHIP                                                | LCM XVIII LP                                       | CUSIP: 50188GAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13107 | PA      | $13108.07     | 0.00%             | 2031-04-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    118174 | PA      | $115285.36    | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M55C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41016 | PA      | $39621.72     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUTY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2393868 | PA      | $2458508.51   | 0.09%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1370463 | PA      | $1257082.60   | 0.05%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HJJS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216715 | PA      | $207634.20    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110619 | PA      | $110682.95    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 312941KX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12326 | PA      | $12401.38     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2022 2                     | CUSIP: 61946UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125670 | PA      | $116541.28    | 0.00%             | 2053-01-21      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Colbun S.A.                                                            | COLBUN SA                                          | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    506000 | PA      | $461225.07    | 0.02%             | 2032-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1932699 | PA      | $1670371.95   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QTEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1833872 | PA      | $1897646.41   | 0.07%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                       | CAMERON LNG LLC                                    | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    524000 | PA      | $453587.50    | 0.02%             | 2038-01-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88009 | PA      | $86034.85     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130APR31<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4545000 | PA      | $3316854.65   | 0.13%             | 2041-11-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QPZK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8513234 | PA      | $8345162.66   | 0.32%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13161 | PA      | $12774.20     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQA51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28342 | PA      | $27864.94     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QST27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3742953 | PA      | $3790931.83   | 0.14%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOFI PERSONAL LOAN TRUST                                               | JP MORGAN SECURITIES LLC                           | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854480 | PA      | $859828.52    | 0.03%             | 2031-02-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zartkoruen Mukodo Reszvenytarsasag         | MFB MAGYAR FEJLESZTESI BANK ZRT                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              |  | HU        |    316000 | PA      | $326039.32    | 0.01%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                  | FREEPORT INDONESIA PT                              | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    213000 | PA      | $214862.90    | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                    | PFS FINANCING CORP                                 | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189000 | PA      | $190305.99    | 0.01%             | 2028-03-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Ma'aden Sukuk Limited                                                  | MA ADEN SUKUK LTD                                  | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    265000 | PA      | $277640.50    | 0.01%             | 2035-02-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314945 | PA      | $293633.85    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215396 | PA      | $207694.01    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                           | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX       | CUSIP: 64990FE26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1278718.04   | 0.05%             | 2031-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17085000 | PA      | $17191781.25  | 0.65%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                       | CAMERON LNG LLC                                    | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2105624.57   | 0.08%             | 2035-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    696162 | PA      | $661143.83    | 0.03%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416WLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24561 | PA      | $24632.75     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQGC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    748530 | PA      | $751973.79    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                  | ELEVANCE HEALTH INC                                | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $966177.56    | 0.04%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $947957.07    | 0.04%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    938801 | PA      | $840260.66    | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                              | NELNET STUDENT LOAN TRUST                          | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2887975 | PA      | $2866933.27   | 0.11%             | 2057-03-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1307168 | PA      | $1309826.94   | 0.05%             | 2029-04-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQXM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4946228 | PA      | $5008421.11   | 0.19%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618BDHV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    183021 | PA      | $188372.53    | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF TECHNOLOGY                                     | CALIFORNIA INSTITUTE OF TECHNOLOGY                 | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125484.60    | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78230 | PA      | $72194.37     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE2B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20114 | PA      | $19288.78     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    272104 | PA      | $266614.69    | 0.01%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                               | CONSUMERS ENERGY CO                                | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    445000 | PA      | $452131.57    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ETDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502999 | PA      | $504080.69    | 0.02%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                    | COMCAST CORP                                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    736000 | PA      | $420930.18    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     88731 | PA      | $87442.22     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QT4C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3866182 | PA      | $4018472.26   | 0.15%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                       | CAMERON LNG LLC                                    | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    704000 | PA      | $642332.42    | 0.02%             | 2031-07-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140ECTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881041 | PA      | $827536.49    | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                          | EMPRESA NACIONAL DEL PETROLEO                      | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    285000 | PA      | $301347.03    | 0.01%             | 2033-05-10      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DPR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294522 | PA      | $295875.55    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JL4Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19548 | PA      | $19830.45     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3452831.55   | 0.13%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84098 | PA      | $79561.33     | 0.00%             | 2040-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202EVQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7393 | PA      | $7706.52      | 0.00%             | 2038-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMEK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3034132 | PA      | $3165591.51   | 0.12%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPUX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159748 | PA      | $158229.19    | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1419536.18   | 0.05%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FVMZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154763 | PA      | $143716.52    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35485 | PA      | $34479.61     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349199 | PA      | $362554.29    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    324000 | PA      | $326783.16    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                  | ELEVANCE HEALTH INC                                | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    236000 | PA      | $215454.08    | 0.01%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSFD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1843575 | PA      | $1876330.19   | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                        | FREDDIE MAC SCRT                                   | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1052964 | PA      | $1012184.56   | 0.04%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1454823 | PA      | $1391081.29   | 0.05%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                  | ELEVANCE HEALTH INC                                | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    138000 | PA      | $135564.71    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    518000 | PA      | $532035.73    | 0.02%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124035 | PA      | $112432.43    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GEB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26840 | PA      | $26984.75     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EP4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21634 | PA      | $21271.95     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                   | APPLOVIN CORP                                      | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454000.50    | 0.02%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBG95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1140794 | PA      | $1032110.23   | 0.04%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                                              | ELM TRUST 2024 ELM                                 | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5430000 | PA      | $5466011.98   | 0.21%             | 2027-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5645000 | PA      | $4261092.97   | 0.16%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSOCIATION                                           | KEYBANK NA CLEVELAND OH                            | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2207998.79   | 0.08%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15208 | PA      | $15337.77     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36295K3W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2651 | PA      | $2841.71      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                           | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2091000 | PA      | $2100609.20   | 0.08%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24143 | PA      | $23131.56     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J73M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    680893 | PA      | $672625.54    | 0.03%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29009 | PA      | $27793.19     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1504785.88   | 0.06%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ESAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636420 | PA      | $590695.88    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4645 | PA      | $4542.26      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240758 | PA      | $214923.71    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416BN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142486 | PA      | $147294.97    | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    453000 | PA      | $417574.04    | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMSG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    871205 | PA      | $780192.76    | 0.03%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                   | BANK OF AMERICA CREDIT CARD TRUST                  | CUSIP: 05522RDG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6894000 | PA      | $6924641.58   | 0.26%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BV5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23897559 | PA      | $24120575.95  | 0.91%             | 2055-06-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MRS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53929 | PA      | $52365.39     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                    | NELNET STUDENT LOAN TRUST 2021 C                   | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1807223 | PA      | $1795507.10   | 0.07%             | 2062-04-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8718 | PA      | $8307.10      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y4UY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4892 | PA      | $4791.56      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1498596.20   | 0.06%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H0306A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3093000 | PA      | $2760864.97   | 0.10%             | 2055-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRODIGY FINANCE LTD                                                    | PRODIGY FINANCE CM2021 1 DESIGNATED ACTIVITY CO    | CUSIP: 742855AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160900 | PA      | $160159.78    | 0.01%             | 2051-07-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    991000 | PA      | $879559.08    | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                           | GS MORTGAGE SECURITIES CORP TRUST 2023 FUN         | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1505000 | PA      | $1512641.46   | 0.06%             | 2028-03-15      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| GARTNER, INC.                                                          | GARTNER INC                                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    958000 | PA      | $904408.52    | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EM3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14990 | PA      | $15496.46     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                  | GEORGIA POWER CO                                   | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1655344.04   | 0.06%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1116320 | PA      | $1031756.64   | 0.04%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14584000 | PA      | $14654641.25  | 0.55%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC                                        | CUSIP: 3137B9AH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    830962 | PA      | $821147.02    | 0.03%             | 2044-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                               | BENCHMARK MTG TR                                   | CUSIP: 08160KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $906540.65    | 0.03%             | 2072-12-15      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management; Institutional Shares      | DREYFUS TREASURY SECURITIES CASH MANAGEMENT        | CUSIP: 261941108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  31377975 | NS      | $31377974.74  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22267 | PA      | $21286.87     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                    | SUZANO AUSTRIA GMBH                                | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    381000 | PA      | $360495.72    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3939 | PA      | $3836.25      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST                                                             | 1345T 2025 AOA                                     | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2045000 | PA      | $2054259.54   | 0.08%             | 2030-06-15      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3341488 | PA      | $3400832.04   | 0.13%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                             | BFLD COMMERCIAL MORTGAGE TRUST 2025 5MW            | CUSIP: 088921AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2636000 | PA      | $2628823.61   | 0.10%             | 2042-10-10      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6961000 | PA      | $7013103.09   | 0.27%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VVZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1076342 | PA      | $969050.65    | 0.04%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC                      | TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC  | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1418173 | PA      | $1414460.70   | 0.05%             | 2036-08-01      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2220000 | PA      | $1643840.63   | 0.06%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132ADQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    317330 | PA      | $296231.66    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX COMMERCIAL MORTGAGE TRUST 2024 AIRC             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2602623 | PA      | $2607357.39   | 0.10%             | 2039-08-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3461000 | PA      | $2984769.86   | 0.11%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                            | OCP CLO 2025 40 LTD                                | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $1174905.60   | 0.04%             | 2038-04-16      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $91157.23     | 0.00%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    815877 | PA      | $725594.47    | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5446 | PA      | $5295.10      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                     | PIEDMONT NATURAL GAS CO                            | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    301000 | PA      | $293587.88    | 0.01%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                     | OHIO POWER CO                                      | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    632000 | PA      | $394993.68    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST                                                  | INTOWN 2025 STAY MORTGAGE TRUST                    | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2299000 | PA      | $2298987.95   | 0.09%             | 2042-03-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                     | BMO 2024 5C8 MORTGAGE TRUST                        | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270000 | PA      | $1323243.95   | 0.05%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1112276.12   | 0.04%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CONSORCIO TRANSMANTARO S.A.                                            | CONSORCIO TRANSMANTARO SA                          | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    962000 | PA      | $948437.72    | 0.04%             | 2034-04-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1345051.11   | 0.05%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13642 | PA      | $13339.80     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    940000 | PA      | $893271.66    | 0.03%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    406408 | PA      | $384949.01    | 0.01%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M4QV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10633 | PA      | $10074.25     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BTGM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13096 | PA      | $12575.31     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                   | META PLATFORMS INC                                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142813.26    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 30325WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2310344 | PA      | $2014272.40   | 0.08%             | 2031-10-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11939570 | PA      | $9986057.87   | 0.38%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                  | TARGA RESOURCES CORP                               | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1590376.24   | 0.06%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    588000 | PA      | $586518.83    | 0.02%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1427153.30   | 0.05%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSQK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3155641 | PA      | $3256345.68   | 0.12%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST 2021 12                   | CUSIP: 46592WBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824882 | PA      | $812766.05    | 0.03%             | 2052-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                          | INDONESIA GOVERNMENT INTERNATIONAL BOND            | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    236000 | PA      | $289892.96    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1740000 | PA      | $1606513.12   | 0.06%             | 2054-06-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    866854 | PA      | $711276.54    | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPJ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    646850 | PA      | $649824.41    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2AK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28476 | PA      | $29059.02     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERA91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12708 | PA      | $11607.00     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315270 | PA      | $297808.68    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                  | DOMINION ENERGY INC                                | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1406707.50   | 0.05%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13297000 | PA      | $13422178.76  | 0.51%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                     | OHIO POWER CO                                      | CUSIP: 677415CF6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    349000 | PA      | $386501.80    | 0.01%             | 2033-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72931 | PA      | $71564.85     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLAR                                                             | U S DOLLAR                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    169020 | OU      | $187.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexa Resources S.A.                                                    | NEXA RESOURCES SA                                  | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    319000 | PA      | $338803.52    | 0.01%             | 2034-04-09      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3552620 | PA      | $3285059.32   | 0.12%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                  | ALABAMA POWER CO                                   | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    480000 | PA      | $316848.48    | 0.01%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO CO                                     | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8964000 | PA      | $9164981.84   | 0.35%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BQDK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1746450 | PA      | $1229289.32   | 0.05%             | 2050-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73637 | PA      | $72156.27     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1930000 | PA      | $1930741.53   | 0.07%             | 2026-03-15      | Floating      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                     | ENERGY TRANSFER LP                                 | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $292032.81    | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05612AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $937967.93    | 0.04%             | 2041-02-15      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NGT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324022 | PA      | $331914.13    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX TRUST                                           | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1782862 | PA      | $1785061.94   | 0.07%             | 2040-12-09      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138AN5X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18946 | PA      | $19079.48     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M6RM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40734 | PA      | $42423.10     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BYFD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14091 | PA      | $13243.00     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH REV                                              | OKLAHOMA DEVELOPMENT FINANCE AUTHORITY             | CUSIP: 6789084G6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $249568.83    | 0.01%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5138000 | PA      | $5307523.17   | 0.20%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    722268 | PA      | $614051.91    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                               | BANCO NACIONAL DE PANAMA                           | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              |  | PA        |    200000 | PA      | $174750.00    | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2781920 | PA      | $2478643.13   | 0.09%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3295455 | PA      | $2279550.66   | 0.09%             | 2050-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                | NTT FINANCE CORP                                   | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2110000 | PA      | $2159726.37   | 0.08%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                               | MEXICO GOVERNMENT INTERNATIONAL BOND               | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $194582.00    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| LBA TRUST                                                              | LBA TRUST                                          | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329362 | PA      | $329763.95    | 0.01%             | 2041-10-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FUAS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2023698 | PA      | $1670769.99   | 0.06%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    956000 | PA      | $993831.79    | 0.04%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6061640.64   | 0.23%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                    | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322761.60    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                    | GS MORTGAGE BACKED SECURITIES TRUST 2025 NQM4      | CUSIP: 36272UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1373805 | PA      | $1373268.40   | 0.05%             | 2065-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2346297 | PA      | $2026258.25   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    904535 | PA      | $741989.83    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CALIF REVS                                                  | UNIV OF CALIFORNIA CA REVENUES                     | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $42534.95     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XQM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23507 | PA      | $23260.91     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST                                         | BSTN COMMERCIAL MORTGAGE TRUST 2025 1C             | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426000 | PA      | $1463612.10   | 0.06%             | 2044-06-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2930360 | PA      | $2393453.47   | 0.09%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE                                         | CUSIP: 31397QJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2038130 | PA      | $1970567.21   | 0.07%             | 2041-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST                                                            | HOMES TRUST                                        | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2478429 | PA      | $2492891.79   | 0.09%             | 2070-02-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HFE88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92650 | PA      | $85884.34     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402RUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57447 | PA      | $59009.69     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43462 | PA      | $42243.52     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1057870 | PA      | $862497.88    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2592601 | PA      | $2098801.00   | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9090000 | PA      | $9144681.99   | 0.35%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ATMA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335502 | PA      | $331715.97    | 0.01%             | 2046-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KYSX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41042 | PA      | $38825.28     | 0.00%             | 2040-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       754 | PA      | $738.42       | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                                  | MINEJESA CAPITAL BV                                | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    306000 | PA      | $303481.01    | 0.01%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2984000 | PA      | $2990657.30   | 0.11%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25405000 | PA      | $25482405.73  | 0.96%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107396 | PA      | $112943.91    | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2432294 | PA      | $2092270.40   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM, INC.                | FRANCISCAN MISSIONARIES OF OUR LADY                | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    295000 | PA      | $224333.93    | 0.01%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                     | M T EQUIPMENT NOTE                                 | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    589000 | PA      | $593135.12    | 0.02%             | 2027-12-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                               | TSMC ARIZONA CORP                                  | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    494000 | PA      | $493222.44    | 0.02%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Saudi Arabian Oil Company                                              | SAUDI ARABIAN OIL CO                               | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    623000 | PA      | $425171.96    | 0.02%             | 2050-11-24      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4380000 | PA      | $4339792.96   | 0.16%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | 5 YEAR US TREASURY NOTE FUTURE DEC25               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1106 | NC      | $-145551.57   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST                                          | SG RESIDENTIAL MORTGAGE TRUST 2022 2               | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    662536 | PA      | $659470.01    | 0.02%             | 2067-09-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385190 | PA      | $375635.04    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YGYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15566 | PA      | $15150.47     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                                 | ORBIA ADVANCE CORP SAB                             | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $208337.60    | 0.01%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    841402 | PA      | $695945.06    | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1308100 | PA      | $1249158.39   | 0.05%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                  | QTS ISSUER ABS II LLC                              | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2939769.93   | 0.11%             | 2055-10-05      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7880000 | PA      | $7275764.04   | 0.28%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28716 | PA      | $30066.61     | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNE25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    862562 | PA      | $799338.72    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23064 | PA      | $22687.60     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9YJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64244 | PA      | $67143.52     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241KYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8005 | PA      | $8313.36      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                | MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST        | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $627595.34    | 0.02%             | 2034-12-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    721101 | PA      | $710832.45    | 0.03%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5329 | PA      | $5351.58      | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                     | MANHATTAN WEST 2020 1MW MORTGAGE TRUST             | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1545000 | PA      | $1472762.88   | 0.06%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417TM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149767 | PA      | $156557.26    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                 | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2069000 | PA      | $1856335.77   | 0.07%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                           | NORTHROP GRUMMAN CORP                              | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1205950.56   | 0.05%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS, LLC                                  | CHENIERE CORP CHRISTI HD                           | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   5136000 | PA      | $5192675.76   | 0.20%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20710 | PA      | $20535.11     | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2198285 | PA      | $2291147.17   | 0.09%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1531834 | PA      | $1177502.24   | 0.04%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471298 | PA      | $409490.22    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CF MORTGAGE TRUST                                                      | CANTOR COMMERCIAL REAL ESTATE LENDING              | CUSIP: 12528YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585009 | PA      | $540136.34    | 0.02%             | 2052-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130B6R24<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4530000 | PA      | $4545655.68   | 0.17%             | 2027-06-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174652 | PA      | $162563.43    | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $2985.94      | 0.00%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | 30 YEAR US TREASURY BOND FUTURE DEC25              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -36 | NC      | $-90587.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                        | BRAVO RESIDENTIAL FUNDING TRUST 2025 NQM2          | CUSIP: 10569NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2303328 | PA      | $2304165.23   | 0.09%             | 2064-11-25      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                        | BRAVO RESIDENTIAL FUNDING TRUST                    | CUSIP: 10570QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2749199 | PA      | $2756243.54   | 0.10%             | 2065-05-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M32L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100578 | PA      | $101448.68    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Financiera de Desarrollo S.A.                              | CORP FINANCIERA DE DESAR                           | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              |  | PE        |    200000 | PA      | $205741.20    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2462000 | PA      | $2505478.92   | 0.09%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252317 | PA      | $240418.57    | 0.01%             | 2032-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3028689 | PA      | $2596868.51   | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146543 | PA      | $139228.35    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AMGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    159286 | PA      | $160644.74    | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63890BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17088 | PA      | $17050.41     | 0.00%             | 2059-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47111 | PA      | $47741.53     | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                                 | CALIFORNIA STATE UNIVERSITY                        | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $593347.20    | 0.02%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    514619 | PA      | $496189.80    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81708 | PA      | $80359.27     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7JB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9673 | PA      | $8694.28      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335BJX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267623 | PA      | $252801.60    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMM OPT LLC CAP                           | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     84000 | PA      | $55256.80     | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -3565000 | PA      | $-3595079.69  | -0.14%            | 2055-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BONDS                                 | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1990000 | PA      | $2138550.40   | 0.08%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7438042 | PA      | $7435103.34   | 0.28%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                                 | KALLPA GENERACION SA                               | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    340000 | PA      | $356214.94    | 0.01%             | 2032-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X5CS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1024525 | PA      | $998036.43    | 0.04%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DQF35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    971311 | PA      | $996972.05    | 0.04%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2637000 | PA      | $2634321.78   | 0.10%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    933000 | PA      | $644983.83    | 0.02%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775000 | PA      | $588485.35    | 0.02%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                         | AEP TEXAS INC                                      | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    282000 | PA      | $290356.22    | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                  | ARI FLEET LEASE TRUST                              | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1076676 | PA      | $1082958.23   | 0.04%             | 2032-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101261 | PA      | $95898.15     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38219 | PA      | $37577.07     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                              | NELNET STUDENT LOAN TRUST                          | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2490000 | PA      | $2496559.37   | 0.09%             | 2055-05-17      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH ED LN REV                                  | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY      | CUSIP: 57563RTX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2035000 | PA      | $2082288.16   | 0.08%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6617000 | PA      | $6480524.38   | 0.25%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                          | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    958000 | PA      | $607620.12    | 0.02%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YJF68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7371 | PA      | $7278.38      | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                        | BRAVO RESIDENTIAL FUNDING TRUST 2023 NQM6          | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1864202 | PA      | $1900431.57   | 0.07%             | 2063-09-25      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371676 | PA      | $387522.20    | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q83N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1563601 | PA      | $1551973.05   | 0.06%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C65U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    684803 | PA      | $693566.54    | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL CONVENTIONAL LOAN                 | CUSIP: 31410KNH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34127 | PA      | $35146.10     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    142000 | PA      | $130647.24    | 0.00%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6535000 | PA      | $6577630.68   | 0.25%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H3H82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32505 | PA      | $32109.81     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                              | BAT CAPITAL CORP                                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6149000 | PA      | $5858244.54   | 0.22%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | VIACOM INC                                         | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    678000 | PA      | $618873.65    | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                               | PRPM 2025 NQM1 TRUST                               | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1803505 | PA      | $1825071.43   | 0.07%             | 2069-11-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W3CJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9970826 | PA      | $8169192.76   | 0.31%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39200000 | PA      | $39201531.15  | 1.48%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 30 DAY FEDERAL FUNDS FUTURE OCT25                                      | 30 DAY FEDERAL FUNDS FUTURE OCT25                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -6 | NC      | $-135.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ENZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133809 | PA      | $131039.04    | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1509762 | PA      | $1293863.99   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36230UEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63871 | PA      | $61285.01     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312938GD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11265 | PA      | $11344.85     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                        | ANTOFAGASTA PLC                                    | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    269000 | PA      | $287770.28    | 0.01%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ETLL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317580 | PA      | $328630.42    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74795 | PA      | $72698.12     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265456 | PA      | $250286.90    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8855000 | PA      | $8545420.88   | 0.32%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                                           | ADVANCED MICRO DEVICES INC                         | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11202.33     | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                             | AMGEN INC                                          | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    897000 | PA      | $714013.79    | 0.03%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1697000 | PA      | $1751091.88   | 0.07%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    145994 | PA      | $144629.13    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   4168000 | PA      | $2636943.55   | 0.10%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONE TRUST                                                             | CART LTD                                           | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1460601.64   | 0.06%             | 2026-08-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1959080 | PA      | $1596902.64   | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                    | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4494000 | PA      | $4662628.36   | 0.18%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    331486 | PA      | $321935.26    | 0.01%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2025 2                    | CUSIP: 03466QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1607499 | PA      | $1621311.04   | 0.06%             | 2070-02-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47371 | PA      | $44146.92     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST                                          | SG RESIDENTIAL MORTGAGE TRUST 2021 1               | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604570 | PA      | $516237.09    | 0.02%             | 2061-07-25      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    911528 | PA      | $746191.51    | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13393 | PA      | $13092.33     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                             | NATIONAL BANK OF CANADA                            | CUSIP: 63307MB57<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |   5575000 | PA      | $5494051.00   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285073 | PA      | $278784.35    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                   | GALAXY PIPELINE ASSETS BIDCO LTD                   | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    724257 | PA      | $610275.44    | 0.02%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                      | CROWN CASTLE INTL CORP                             | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1303429.63   | 0.05%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KYSR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330765 | PA      | $312885.39    | 0.01%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2966612.81   | 0.11%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NN26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6547 | PA      | $6369.06      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3649000 | PA      | $3238392.63   | 0.12%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                               | STATE OF TEXAS                                     | CUSIP: 882724YC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $325384.29    | 0.01%             | 2041-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                               | DUKE ENERGY FLORIDA LLC                            | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1426893.95   | 0.05%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA, INC.                                   | DOMINION ENERGY SOUTH CAROLINA INC                 | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    203000 | PA      | $223942.09    | 0.01%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2024 A            | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1068348 | PA      | $1078628.43   | 0.04%             | 2056-03-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                     | PIEDMONT NATURAL GAS CO INC                        | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    208000 | PA      | $187759.52    | 0.01%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1112142.70   | 0.04%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                       | HESS CORP                                          | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    563000 | PA      | $584112.50    | 0.02%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ACEN MORTGAGE TRUST                                                    | ALEN 2021 ACEN MORTGAGE TRUST                      | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2810000 | PA      | $2722474.20   | 0.10%             | 2038-04-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263120 | PA      | $243659.02    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                              | BAT CAPITAL CORP                                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2758000 | PA      | $2726070.63   | 0.10%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                     | PERUVIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    232000 | PA      | $191671.67    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95732 | PA      | $92692.11     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    405000 | PA      | $409099.41    | 0.02%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581642 | PA      | $475604.11    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BONDS                                 | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7185000 | PA      | $7700018.57   | 0.29%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                              | BAT CAPITAL CORP                                   | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1166673.08   | 0.04%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES LP                                 | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   4898000 | PA      | $4940010.15   | 0.19%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KYYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2403933 | PA      | $1955080.97   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F0JT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616235 | PA      | $602651.67    | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46591NBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17833 | PA      | $17840.79     | 0.00%             | 2050-06-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    369000 | PA      | $357152.89    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                     | REGIONAL MANAGEMENT ISSUANCE TRUST                 | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1874000 | PA      | $1804329.20   | 0.07%             | 2033-08-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31385XAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23085 | PA      | $23699.86     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                 | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2092401.00   | 0.08%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52265 | PA      | $48645.24     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266227 | PA      | $247540.43    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2023 6                    | CUSIP: 03464UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1031244 | PA      | $1084394.83   | 0.04%             | 2067-12-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5996000 | PA      | $5664864.90   | 0.21%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35039 | PA      | $33969.34     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    875460 | PA      | $715895.69    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                     | REPUBLIC OF PERU                                   | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    502000 | PA      | $463033.25    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| UPX HIL ISSUER TRUST                                                   | UPX HIL 2025 1 ISSUER TRUST                        | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325148 | PA      | $1321590.03   | 0.05%             | 2047-01-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST                                                              | MFA 2023 INV2 TRUST                                | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1028494 | PA      | $1066816.43   | 0.04%             | 2066-09-25      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241KZW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73734 | PA      | $74898.56     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WGJZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    524230 | PA      | $475573.37    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19071188 | PA      | $16884866.72  | 0.64%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    190000 | PA      | $205833.71    | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2020 B            | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    815935 | PA      | $777507.73    | 0.03%             | 2053-07-15      | Fixed         | 1.29%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X82Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3766520 | PA      | $3428139.29   | 0.13%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5305000 | PA      | $5107927.53   | 0.19%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC.                                                           | TEXTRON INC                                        | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    238000 | PA      | $223592.67    | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMUR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4210516 | PA      | $3767629.97   | 0.14%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $2176595.52   | 0.08%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FED FUND 30DAY SEP25                                                   | FED FUND 30DAY SEP25                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -44 | NC      | $-534.05      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469025 | PA      | $400262.73    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10976 | PA      | $10679.16     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180678 | PA      | $186744.32    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1043353 | PA      | $981257.16    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5923 | PA      | $5857.45      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15513 | PA      | $16366.07     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    113136 | PA      | $113612.11    | 0.00%             | 2045-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AL3V4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    920000 | PA      | $712337.60    | 0.03%             | 2036-02-08      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                           | REPUBLIC OF HUNGARY                                | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    280000 | PA      | $330461.60    | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49832 | PA      | $47805.60     | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2642000 | PA      | $2704631.25   | 0.10%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14056 | PA      | $13924.89     | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                         | CHENIERE ENERGY PARTNERS LP                        | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1671495.52   | 0.06%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2795000 | PA      | $1961194.73   | 0.07%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5607000 | PA      | $5046479.42   | 0.19%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6NY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    821171 | PA      | $766388.16    | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                          | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201831.24    | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10704 | PA      | $10520.90     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | PARAMOUNT GLOBAL                                   | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    162000 | PA      | $131045.53    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8665000 | PA      | $8760450.35   | 0.33%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1396269 | PA      | $1289926.38   | 0.05%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5224574 | PA      | $4670837.88   | 0.18%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33718 | PA      | $34431.77     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                          | COLLEGE AVENUE STUDENT LOANS LLC                   | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86463 | PA      | $86903.86     | 0.00%             | 2051-07-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31398STJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1990501 | PA      | $1949905.88   | 0.07%             | 2040-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5959182 | PA      | $4819981.79   | 0.18%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35826 | PA      | $35144.00     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST                                               | ONE NEW YORK PLAZA TRUST 2020 1NYP                 | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $1453772.63   | 0.05%             | 2026-01-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                   | APPLOVIN CORP                                      | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2606000 | PA      | $2659790.45   | 0.10%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744625 | PA      | $763657.34    | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1564011.10   | 0.06%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| AES Panama Generation Holdings S. de R.L.                              | AES PANAMA GENERATION HOLDINGS SRL                 | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    254026 | PA      | $240054.83    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                                   | ABU DHABI GOVT INTL                                | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              |  | AE        |    434000 | PA      | $351022.24    | 0.01%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104352 | PA      | $99878.27     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                            | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2654000 | PA      | $2673567.36   | 0.10%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    299000 | PA      | $306742.01    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQDV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330066 | PA      | $338786.63    | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5113000 | PA      | $5114416.30   | 0.19%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3617BFTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    173041 | PA      | $169581.72    | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AEC81<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4080000 | PA      | $3921855.12   | 0.15%             | 2033-05-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3935000 | PA      | $2945716.41   | 0.11%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67628 | PA      | $63719.17     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XCQN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90139 | PA      | $89497.72     | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174611 | PA      | $164259.15    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    960370 | PA      | $780166.62    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1558551 | PA      | $1410213.44   | 0.05%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2787 | PA      | $2782.79      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO COMPANY                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4048000 | PA      | $4199010.64   | 0.16%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    314000 | PA      | $321877.00    | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    501070 | PA      | $457921.86    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46860 | PA      | $45545.80     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                         | ENTERPRISE FLEET FINANCING 2024 3 LLC              | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1543000 | PA      | $1566643.88   | 0.06%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J74X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228219 | PA      | $225748.96    | 0.01%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XADR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4680881 | PA      | $4400632.04   | 0.17%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                 | SEQUOIA MORTGAGE TRUST 2024 HYB1                   | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2637299 | PA      | $2623751.94   | 0.10%             | 2063-11-25      | Variable      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4401728 | PA      | $3793521.28   | 0.14%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    618173 | PA      | $573987.82    | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F.N.B. CORPORATION                                                     | FNB CORP PA                                        | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58126.72     | 0.00%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JNXG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36075 | PA      | $34895.74     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7955275 | PA      | $46348.95     | 0.00%             | 2059-12-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7036000 | PA      | $6540869.64   | 0.25%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                          | GARTNER INC                                        | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   6014000 | PA      | $5763949.91   | 0.22%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88383 | PA      | $86049.48     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27015 | PA      | $26463.19     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCV39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1371950 | PA      | $1268768.58   | 0.05%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46815 | PA      | $45874.45     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27229 | PA      | $27473.14     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $5729343.75   | 0.22%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GYG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358957 | PA      | $345018.79    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                                              | ELM TRUST 2024 ELM                                 | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5430000 | PA      | $5466011.98   | 0.21%             | 2027-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53944 | PA      | $52753.54     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                              | MEXICO CITY AIRPORT TRUST                          | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    393000 | PA      | $341194.74    | 0.01%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8708 | PA      | $8324.81      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | PARAMOUNT GLOBAL                                   | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    234000 | PA      | $182946.11    | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    882000 | PA      | $891922.50    | 0.03%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17715 | PA      | $15870.03     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33633 | PA      | $35009.89     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                          | FIRSTENERGY TRANSMISSION                           | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   3127000 | PA      | $2686261.86   | 0.10%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1054000 | PA      | $653521.17    | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23602 | PA      | $23207.60     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                      | MVM ENERGETIKA ZRT                                 | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              |  | HU        |    219000 | PA      | $231980.13    | 0.01%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNHX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1336054 | PA      | $1276686.71   | 0.05%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    895000 | PA      | $930275.58    | 0.04%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43793 | PA      | $41728.11     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                  | TARGA RESOURCES CORP                               | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1248562.88   | 0.05%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                | CODELCO INC                                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1058000 | PA      | $1045134.72   | 0.04%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418MT51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17571 | PA      | $18498.09     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALTH                                                        | BHSH SYSTEM OBLIGATED GROUP                        | CUSIP: 84765EAA6<br>LEI: 5493002M6WR7Y63L2862 | Long             | DBT              | CORP              | US        |    965000 | PA      | $712312.82    | 0.03%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109644 | PA      | $106567.94    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                       | ONEMAIN FINANCIAL ISSUANCE TRUST                   | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1726000 | PA      | $1775937.70   | 0.07%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2157000 | PA      | $2217713.08   | 0.08%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                           | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    655000 | PA      | $656962.38    | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QES60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202244 | PA      | $187968.56    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                  | GEORGIA POWER CO                                   | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2806000 | PA      | $2839641.13   | 0.11%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                             | EQUINIX EUROPE 2 FINANCING CORP LLC                | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1122111.90   | 0.04%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11445000 | PA      | $5612073.60   | 0.21%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                 | CVS HEALTH CORP                                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2616106.24   | 0.10%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418U4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26967 | PA      | $27067.97     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14667 | PA      | $14866.55     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                            | PFIZER INC                                         | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    752000 | PA      | $473959.28    | 0.02%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H0426A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10241000 | PA      | $9928969.53   | 0.38%             | 2055-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $1013.55      | 0.00%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620C1RN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20318 | PA      | $19879.59     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1140239 | PA      | $1170846.09   | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                      | REPSOL E P CAPITAL MARKETS                         | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351393.70    | 0.01%             | 2028-09-16      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST 2025 VIS3                 | CUSIP: 46594EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1326364.75   | 0.05%             | 2066-02-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MIRA TRUST                                                             | RMBS MIRAVET                                       | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115000 | PA      | $1161248.16   | 0.04%             | 2038-06-10      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M6SF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6556 | PA      | $6245.23      | 0.00%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  16708000 | PA      | $16647600.58  | 0.63%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                   | APPLOVIN CORP                                      | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    562000 | PA      | $578911.70    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5863637 | PA      | $5024625.70   | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                 | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND           | CUSIP: 486661AH4<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    449000 | PA      | $502642.03    | 0.02%             | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15072 | PA      | $15200.64     | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18635000 | PA      | $12420664.30  | 0.47%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NAYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1178895 | PA      | $1190825.64   | 0.05%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L73E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191021 | PA      | $163707.27    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                      | REPSOL E P CAPITAL MARKETS US LLC                  | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1098213.12   | 0.04%             | 2035-09-16      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6845000 | PA      | $6900882.99   | 0.26%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3298000 | PA      | $3408987.59   | 0.13%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0426A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -5465000 | PA      | $-5300196.09  | -0.20%            | 2055-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | 10 YEAR US TREASURY NOTE FUTURE DEC25              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       404 | NC      | $15355.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28511 | PA      | $27682.60     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                         | GOLUB CAPITAL PARTNERS CLO 81 B LTD                | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3325000 | PA      | $3336027.89   | 0.13%             | 2038-07-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WB6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94742 | PA      | $92966.61     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2437363 | PA      | $2104897.96   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31932 | PA      | $31678.24     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMA44<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2875000 | PA      | $2356421.88   | 0.09%             | 2036-05-19      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6804754 | PA      | $5583520.41   | 0.21%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161917 | PA      | $153537.25    | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                  | MASS INSTITUTE OF TECH                             | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    360000 | PA      | $310710.60    | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57690 | PA      | $55283.89     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312944SL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17194 | PA      | $16729.75     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                    | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    130000 | PA      | $97216.60     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6845000 | PA      | $7076162.50   | 0.27%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133L8KJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1516885 | PA      | $1402667.28   | 0.05%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1863324 | PA      | $1607779.46   | 0.06%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST              | CUSIP: 96043LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1482000 | PA      | $1493897.47   | 0.06%             | 2029-06-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QE4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223209 | PA      | $207475.08    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AXKG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61057 | PA      | $59521.19     | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QK5J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5063011 | PA      | $4523204.87   | 0.17%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     98191 | PA      | $95790.34     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPCT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    581524 | PA      | $584200.06    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                     | A D MORTGAGE TRUST 2025 NQM2                       | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2915094 | PA      | $2908487.14   | 0.11%             | 2070-06-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| REGATTA FUNDING LTD                                                    | REGATTA XVIII FUNDING LTD                          | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955000 | PA      | $955454.01    | 0.04%             | 2038-04-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4649628 | PA      | $4007842.37   | 0.15%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                 | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1746952.30   | 0.07%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    987000 | PA      | $768344.96    | 0.03%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182429 | PA      | $173785.78    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY, INC.                                                  | CHENIERE ENERGY INC                                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   6786000 | PA      | $7000457.96   | 0.26%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275819 | PA      | $255090.21    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMM OPT LLC CAP                           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    741000 | PA      | $586188.80    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DQGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2766539 | PA      | $2813316.77   | 0.11%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17336 | PA      | $16510.47     | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NE Property B.V.                                                       | NE PROPERTY BV                                     | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |    140000 | PA      | $164117.81    | 0.01%             | 2033-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29015975 | PA      | $23488301.37  | 0.89%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     91767 | PA      | $91512.98     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1661062 | PA      | $1372723.71   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0626A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4186000 | PA      | $4325315.31   | 0.16%             | 2055-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                             | MADISON PARK FUNDING XXXV LTD                      | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    881392 | PA      | $882709.12    | 0.03%             | 2032-04-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2223063 | PA      | $2173580.55   | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FH2A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4491000 | PA      | $4290248.17   | 0.16%             | 2033-06-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7910000 | PA      | $8083340.21   | 0.31%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307M2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37066 | PA      | $36395.51     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XDA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    185468 | PA      | $159846.12    | 0.01%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MNP75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442143 | PA      | $410088.83    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018 B        | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10915 | PA      | $10875.19     | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| AHS HOSPITAL CORP.                                                     | AHS HOSPITAL CORP                                  | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $173835.75    | 0.01%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QDSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424845 | PA      | $395095.77    | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYRA MUSIC ASSETS LP                                                   | LYRA MUSIC ASSETS DELAWARE LP                      | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    844000 | PA      | $860232.89    | 0.03%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2430542 | PA      | $2093251.93   | 0.08%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3087000 | PA      | $3088929.38   | 0.12%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10650 | PA      | $10729.28     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQQM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    919428 | PA      | $942628.51    | 0.04%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                          | EQUINIX INC                                        | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   4727000 | PA      | $4530659.33   | 0.17%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                      | STORE CAPITAL CORP                                 | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   5602000 | PA      | $5084128.71   | 0.19%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238358 | PA      | $195827.44    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                          | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    675000 | PA      | $465818.18    | 0.02%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30789 | PA      | $30220.02     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    708000 | PA      | $645019.86    | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                  | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2708000 | PA      | $2924759.15   | 0.11%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNJM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622222 | PA      | $572336.50    | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1847564.60   | 0.07%             | 2044-03-09      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| COAST COMMERCIAL MORTGAGE TRUST                                        | COAST COMMERCIAL MORTGAGE TRUST 2023 2HTL          | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1460027.49   | 0.06%             | 2036-08-15      | Floating      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137BBFC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    690646 | PA      | $666299.49    | 0.03%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1433381 | PA      | $1286718.77   | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2066681 | PA      | $2046012.31   | 0.08%             | 2053-01-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1674365 | PA      | $1287036.49   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MARICOPA CNTY ARIZ INDL DEV AUTH ED REV                                | MARICOPA COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY   | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1097777.31   | 0.04%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3426000 | PA      | $3400233.05   | 0.13%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAS9<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |   2870000 | PA      | $2981048.17   | 0.11%             | 2034-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1003001.77   | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                               | NXP BV NXP FUNDING LLC NXP USA INC                 | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    617000 | PA      | $615632.11    | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LIMITED                                                  | BHARTI AIRTEL LTD                                  | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    280000 | PA      | $263068.12    | 0.01%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                     | ENERGY TRANSFER LP                                 | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2409000 | PA      | $2320254.85   | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1013003.84   | 0.04%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3946000 | PA      | $4101373.75   | 0.16%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPF86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1243552 | PA      | $1249147.16   | 0.05%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q8VY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       489 | PA      | $453.04       | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                 | PERTAMINA PERSERO PT                               | CUSIP: 69370PAF8<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              |  | ID        |    470000 | PA      | $444150.00    | 0.02%             | 2030-01-21      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89036 | PA      | $89931.31     | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    669099 | PA      | $514321.96    | 0.02%             | 2050-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                            | BANK GOSPODARSTWA KRAJOW                           | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              |  | PL        |    200000 | PA      | $211644.00    | 0.01%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261227 | PA      | $255144.16    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                    | NELNET STUDENT LOAN TRUST 2021 A                   | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1537975 | PA      | $1458876.48   | 0.06%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    373000 | PA      | $376358.87    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                      | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    366000 | PA      | $361287.75    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5896000 | PA      | $5810944.30   | 0.22%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9FG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328873 | PA      | $314860.40    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES LP                                 | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1840169.40   | 0.07%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: X7360WCN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    150000 | PA      | $155837.85    | 0.01%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    692583 | PA      | $654224.32    | 0.02%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731985 | PA      | $696328.29    | 0.03%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7UM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9151 | PA      | $8226.17      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY P.J.S.C.                       | ABU DHABI DEVELOPMENTAL                            | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              |  | AE        |    272000 | PA      | $282543.54    | 0.01%             | 2029-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    761000 | PA      | $808677.41    | 0.03%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40525000 | PA      | $40767200.09  | 1.54%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133L8AU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    707989 | PA      | $659956.06    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Latvijas Republika                                                     | LATVIA GOVERNMENT INTERNATIONAL BOND               | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    500000 | PA      | $511783.00    | 0.02%             | 2034-07-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                         | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450212 | PA      | $453070.83    | 0.02%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HMP40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37256 | PA      | $36843.42     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AR4C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10427 | PA      | $10311.80     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International (23) Limited                                | CK HUTCHISON INTERNATIONAL 23 LTD                  | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |    344000 | PA      | $348825.98    | 0.01%             | 2028-04-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ET2L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154685 | PA      | $157246.92    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133L8GG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1538001 | PA      | $1433608.07   | 0.05%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQFA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321628 | PA      | $297217.70    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GKD37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19875 | PA      | $19615.67     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46654AAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854679 | PA      | $766315.31    | 0.03%             | 2051-12-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NGTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    639569 | PA      | $650926.16    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    121251 | PA      | $113911.59    | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0226A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -30213000 | PA      | $-25445010.94 | -0.96%            | 2055-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0124A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1781000 | PA      | $-1592603.59  | -0.06%            | 2040-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                         | SOCIAL PROFESSIONAL LOAN PROGRAM LLC               | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    526495 | PA      | $509664.75    | 0.02%             | 2046-05-15      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182799 | PA      | $178182.08    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16085000 | PA      | $13391390.78  | 0.51%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB MULTIFAMILY MORTGAGE PASS THROUGH            | CUSIP: 30308GAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837513 | PA      | $808047.20    | 0.03%             | 2039-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | VIACOM INC                                         | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $172498.20    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F0306A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -4614000 | PA      | $-4051668.75  | -0.15%            | 2055-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                               | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2776409.35   | 0.10%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                    | CALIFORNIA ST                                      | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              |  | US        |    435000 | PA      | $510281.67    | 0.02%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3367000 | PA      | $2289233.40   | 0.09%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182385 | PA      | $177267.50    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4655000 | PA      | $3342853.26   | 0.13%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234068 | PA      | $216963.44    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    502179 | PA      | $412567.95    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617B9SG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9750 | PA      | $9359.39      | 0.00%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    691202 | PA      | $622198.25    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAY MORTGAGE TRUST                                                     | BAY 2025 LIVN MORTGAGE TRUST                       | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720000 | PA      | $2730183.52   | 0.10%             | 2035-05-15      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E1RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1610 | PA      | $1578.65      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1379444 | PA      | $1278658.06   | 0.05%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4447290 | PA      | $177701.82    | 0.01%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126907 | PA      | $120858.94    | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WTV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9950 | PA      | $9867.52      | 0.00%             | 2028-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417GTW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4840 | PA      | $4525.75      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GTNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3109810 | PA      | $3159556.15   | 0.12%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                              | OBX 2025 NQM4 TRUST                                | CUSIP: 67120QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2509410 | PA      | $2496993.04   | 0.09%             | 2055-02-25      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    326806 | PA      | $323746.00    | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9ZF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41561 | PA      | $41877.43     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                         | MORGAN STANLEY CAPITAL I TRUST                     | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1540000 | PA      | $1510587.22   | 0.06%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10167000 | PA      | $10613947.83  | 0.40%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                              | BAT CAPITAL CORP                                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3676000 | PA      | $3510392.52   | 0.13%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JMGP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84730 | PA      | $80269.21     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    120204 | PA      | $112775.81    | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                      | PIONEER NATURAL RESOURCES CO                       | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    532000 | PA      | $527378.52    | 0.02%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                     | EFMT 2025 INV2                                     | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2776170 | PA      | $2762771.97   | 0.10%             | 2070-05-26      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $195396.96    | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                             | BFLD TRUST 2025 FPM                                | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185000 | PA      | $1193878.83   | 0.05%             | 2030-10-10      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                  | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND   | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    481000 | PA      | $462063.03    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1907783 | PA      | $1552632.70   | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28440 | PA      | $27565.94     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L73Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111286 | PA      | $95371.09     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS COMMERCIAL MORTGAGE TRUST                                        | TEXAS COMMERCIAL MORTGAGE TRUST 2025 TWR           | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2537000 | PA      | $2529968.40   | 0.10%             | 2042-04-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y4BK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7764 | PA      | $7704.92      | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43255 | PA      | $39208.98     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                               | PRP ADVISORS LLC                                   | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    686656 | PA      | $697076.57    | 0.03%             | 2069-06-25      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1343321.34   | 0.05%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310994 | PA      | $289944.07    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    905346 | PA      | $809800.77    | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425970 | PA      | $350109.38    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DZ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728449 | PA      | $691026.68    | 0.03%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SCG TRUST                                                              | SCG COMMERCIAL MORTGAGE TRUST 2025 DLFN            | CUSIP: 78398EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    732000 | PA      | $730218.97    | 0.03%             | 2035-03-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| PLUSPETROL CAMISEA S.A.                                                | PLUSPETROL CAM PLUS LOTE                           | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $160303.80    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2805000 | PA      | $2806082.51   | 0.11%             | 2029-07-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| UNITED NATIONS DEV CORP N Y REV                                        | UNITED NATIONS DEVELOPMENT CORP                    | CUSIP: 911157ME2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $175123.70    | 0.01%             | 2040-08-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                              | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022 1   | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324394 | PA      | $291814.35    | 0.01%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36189MS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5852 | PA      | $5639.83      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2513000 | PA      | $2691028.46   | 0.10%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1666 | PA      | $1608.64      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRXY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1706958 | PA      | $1752119.00   | 0.07%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                | SOCIEDAD QUIMICA Y MINERA DE CHILE SA              | CUSIP: 833636AJ2<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    515000 | PA      | $416093.74    | 0.02%             | 2050-01-22      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BUJD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1336878 | PA      | $1360404.05   | 0.05%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FLORIDA TIMBER FINANCE, LLC                                  | NORTHWEST FLORIDA TIMBER                           | CUSIP: 667469AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $882799.32    | 0.03%             | 2029-03-04      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                    | AFFIRM MASTER TRUST SERIES 2025 3                  | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5044000 | PA      | $5022833.82   | 0.19%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                      | REPSOL E P CAPITAL MARKETS US LLC                  | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    820000 | PA      | $825109.42    | 0.03%             | 2030-09-16      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1926064 | PA      | $1573133.24   | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1534328 | PA      | $1251082.19   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                       | FLATIRON CLO LTD                                   | CUSIP: 33883DAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1120424.61   | 0.04%             | 2036-04-17      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QAAJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34882 | PA      | $33419.81     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                     | PERUVIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    135000 | PA      | $117123.44    | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28442 | PA      | $27621.22     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VEGAS TRUST                                                            | VEGAS TRUST 2024 TI                                | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3060000 | PA      | $3106060.31   | 0.12%             | 2039-11-10      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20225 | PA      | $21275.80     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76297 | PA      | $75071.25     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HBB31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49962 | PA      | $48073.35     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2184690 | PA      | $1679574.83   | 0.06%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3131Y0ZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213824 | PA      | $204863.97    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    154000 | PA      | $160795.25    | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2219767 | PA      | $2136274.85   | 0.08%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XTVX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120566 | PA      | $119305.49    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7088995 | PA      | $289497.28    | 0.01%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413495 | PA      | $405143.37    | 0.02%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                    | PFS FINANCING CORP                                 | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3221000 | PA      | $3267943.52   | 0.12%             | 2028-10-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260876 | PA      | $239602.32    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                   | CROSS 2023 H2 MORTGAGE TRUST                       | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660807 | PA      | $676294.49    | 0.03%             | 2068-11-25      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35802FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249647 | PA      | $240879.28    | 0.01%             | 2034-08-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON, INC.                                                      | DR HORTON INC                                      | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   2427000 | PA      | $2509950.01   | 0.09%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS                              | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    164000 | PA      | $132589.90    | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                         | URUGUAY GOVERNMENT INTERNATIONAL BOND              | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    683214 | PA      | $732614.47    | 0.03%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                               | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   6138000 | PA      | $6072501.40   | 0.23%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST                                                             | 1345T 2025 AOA                                     | CUSIP: 68271CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $999951.50    | 0.04%             | 2030-06-15      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BUEC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14962 | PA      | $14061.83     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1954 | PA      | $1939.27      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2233969 | PA      | $2075494.08   | 0.08%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159351 | PA      | $147708.01    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMC COMMERCIAL MORTGAGE TRUST                                         | CSMC                                               | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2135000 | PA      | $2115362.65   | 0.08%             | 2038-11-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1769280.86   | 0.07%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    679222 | PA      | $607816.49    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J6D20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286060 | PA      | $285878.58    | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    493000 | PA      | $513092.22    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                        | CSAIL 2019 C15 COMMERCIAL MORTGAGE TRUST           | CUSIP: 22945DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $455902.33    | 0.02%             | 2052-03-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10408325 | PA      | $8615570.34   | 0.33%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS, LLC                                  | CHENIERE CORPUS CHRISTI HOLDINGS LLC               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   5461000 | PA      | $5311155.62   | 0.20%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258327 | PA      | $246528.51    | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro S.A.                          | EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA        | CUSIP: 29246QAE5<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              |  | CL        |    577000 | PA      | $500656.55    | 0.02%             | 2050-05-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XQBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63668 | PA      | $62499.81     | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POINT BROADBAND FUNDING                                                | POINT BROADBAND FUNDING LLC                        | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809000 | PA      | $815657.33    | 0.03%             | 2055-07-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157555 | PA      | $150128.21    | 0.01%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $411354.75    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company QazaqGaz                          | QAZAQGAZ NC JSC                                    | CUSIP: N/A<br>LEI: 635400YGLXBBSVHONW39       | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $197560.00    | 0.01%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H0626A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5431000 | PA      | $5576958.13   | 0.21%             | 2055-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107634 | PA      | $101812.48    | 0.00%             | 2039-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                              | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2719000 | PA      | $2709524.29   | 0.10%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499675 | PA      | $465735.62    | 0.02%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L6U44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    711616 | PA      | $583282.38    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L7GE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54811 | PA      | $46970.08     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                   | META PLATFORMS INC                                 | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283454.92    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6365 | PA      | $6084.56      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Reign II (Multi-Property) Lease-Backed Pass-Through Trust         | AT T REIGN II LB PTT                               | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2980000 | PA      | $3006371.70   | 0.11%             | 2044-12-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1662468 | PA      | $1432634.06   | 0.05%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3629000 | PA      | $3983146.85   | 0.15%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4134000 | PA      | $4123987.95   | 0.16%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                     | REGIONAL MANAGEMENT ISSUANCE TRUST                 | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $608779.14    | 0.02%             | 2036-07-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3717 | PA      | $3619.99      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19278728 | PA      | $16509324.09  | 0.62%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                        | DAE FUNDING LLC                                    | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    342000 | PA      | $330757.43    | 0.01%             | 2028-03-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YBX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30554 | PA      | $30045.47     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | VIACOM INC                                         | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    588000 | PA      | $582806.20    | 0.02%             | 2026-10-04      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFYM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22721 | PA      | $22094.40     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                               | PRESTON RIDGE PARTNER MORTGA                       | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    613052 | PA      | $610379.02    | 0.02%             | 2054-01-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                         | CHENIERE ENERGY PARTNERS                           | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   6196000 | PA      | $6548038.13   | 0.25%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1530831.27   | 0.06%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                         | ORIENTAL REPUBLIC OF URUGUAY                       | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    281632 | PA      | $264409.36    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QC6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266959 | PA      | $252704.24    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST                                                             | NCMF TRUST 2025 MFS                                | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2876000 | PA      | $2883716.31   | 0.11%             | 2033-06-10      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YTRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3971 | PA      | $3892.37      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                     | ALTRIA GROUP INC                                   | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4291000 | PA      | $3081817.66   | 0.12%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1558041.18   | 0.06%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KQWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3589525 | PA      | $3653265.84   | 0.14%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                       | ONEMAIN FINANCIAL ISSUANCE TRUST 2023 2            | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2122000 | PA      | $2143602.96   | 0.08%             | 2036-09-14      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                         | ENTERPRISE FLEET FINANCING 2022 3 LLC              | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773000 | PA      | $773736.62    | 0.03%             | 2029-07-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43209 | PA      | $42942.72     | 0.00%             | 2050-02-25      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1536808 | PA      | $1507005.03   | 0.06%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2023 1                    | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    981005 | PA      | $991972.04    | 0.04%             | 2067-09-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2133334 | PA      | $2119347.38   | 0.08%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1126318.46   | 0.04%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                              | CIM TRUST                                          | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520961 | PA      | $508826.24    | 0.02%             | 2049-08-25      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4918000 | PA      | $4382970.78   | 0.17%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $876298.82    | 0.03%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                | SAUDI GOVERNMENT INTERNATIONAL BOND                | CUSIP: 80413TAQ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    212000 | PA      | $192744.04    | 0.01%             | 2032-02-03      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBRZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215114 | PA      | $205619.08    | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                       | NRG ENERGY INC                                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    609000 | PA      | $603570.77    | 0.02%             | 2029-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX TRUST                                           | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947436 | PA      | $948659.06    | 0.04%             | 2039-02-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    706000 | PA      | $704856.28    | 0.03%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1064516 | PA      | $1078162.49   | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQKR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    786411 | PA      | $790027.73    | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                       | EMBRAER NETHERLANDS FINA                           | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $105940.60    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    307016 | PA      | $266741.79    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303446 | PA      | $265473.36    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    957000 | PA      | $668245.35    | 0.03%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12446 | PA      | $12159.31     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44535000 | PA      | $34318044.84  | 1.30%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX TRUST                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1026407 | PA      | $1027438.85   | 0.04%             | 2039-02-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    854000 | PA      | $900929.01    | 0.03%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202E7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17232 | PA      | $16666.11     | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                            | PROSUS NV                                          | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    228000 | PA      | $217815.70    | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** Allianz Variable Insurance Products Trust

**Signature:** Monique Labbe

**Name of Signer:** Monique Labbe

**Title:** Treasurer - Principal Financial Officer