# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0002048251-26-000666
**Filing Date:** 2026-1
**Character Count:** 1723272
**Document Hash:** c0f7a4d9bd5e4edb2b2fe34392e3502a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-000666.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0002048251-26-000666

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 26572077

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT CORE FIXED INCOME (Series ID: S000006766)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000018355 | SIIT CORE FIXED INCOME - CLASS A | SCOAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT CORE FIXED INCOME FUND

- **b. EDGAR series identifier (if any):** S000006766

- **c. LEI of Series:** SXK83A75E34T00QJ6S37

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**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:** $10357177370.39

**Total Liabilities:** $563501056.22

**Net Assets:** $9793676314.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -18685.64538281 | **1-Year:** -317602.07081465 | **5-Year:** -1004677.39778903 | **10-Year:** -1448047.72586714 | **30-Year:** -478342.96371623

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

- **3-Month:** -3905.95810218 | **1-Year:** -67036.01289342 | **5-Year:** -166354.64724920 | **10-Year:** -210510.49603236 | **30-Year:** -50134.27661646

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018355 | 0.56%                | 0.69%                | 1.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12213673.53             | $16889943.01                               |
| Month 2  | $10618759.76             | $17299364.27                               |
| Month 3  | $7736989.16              | $59408486.18                               |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                                                                                                              | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5354                                                         | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4973261 | PA      | $5094215.44    | 0.05%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-82 FH                                                  | CUSIP: 3136AUAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1313163 | PA      | $1302468.12    | 0.01%             | 2046-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                                                                  | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028                   | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |   3005000 | PA      | $3023251.38    | 0.03%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9221                                                         | CUSIP: 3140QVG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1252479 | PA      | $1283997.15    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                                                                | SOUTHERN CALIFORNIA EDISON CO 4.125000% 03/01/2048                                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    129000 | PA      | $100228.52     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8205                                                        | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  28113095 | PA      | $24047174.45   | 0.25%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5194                                                      | CUSIP: 36179TXX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    110062 | PA      | $112015.55     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH ST PERS INCOME TAX REV                                                                                       | NEW YORK ST THRUWAY AUTH PERSO NEW YORK STATE THRUWAY AUTHORITY                   | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1646981.78    | 0.02%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5138                                                         | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8045808 | PA      | $8169211.59    | 0.08%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-184 GC                          | CUSIP: 38384XN25<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  20622984 | PA      | $20017113.74   | 0.20%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 5.200000% 03/15/2035                                                   | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2157000 | PA      | $2252022.06    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4427 CE                                                    | CUSIP: 3137BGAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    125528 | PA      | $124364.36     | 0.00%             | 2034-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1798                                                        | CUSIP: 31427N7L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2331556 | PA      | $2023085.91    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-60 IO                           | CUSIP: 38380R4L1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2244810 | PA      | $138306.11     | 0.00%             | 2063-05-16      | Floating      | 0.83%                 | No            |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST                                                                                                    | SMRT 2022-MINI SMRT 2022-MINI A                                                   | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5430000 | PA      | $5421553.64    | 0.06%             | 2039-01-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5708                                                         | CUSIP: 3140XMKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    224185 | PA      | $226593.13     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RE0031                                                        | CUSIP: 3133LWA85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    774683 | PA      | $640294.93     | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM5904                                                         | CUSIP: 3140X9R23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    183559 | PA      | $159474.76     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.450000% 09/26/2030                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $1974686.47    | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                                                                          | CENTERPOINT ENERGY INC 5.950000% 04/01/2056                                       | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2426083.20    | 0.02%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SB0810                                                        | CUSIP: 3132CW3T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1364520 | PA      | $1297386.90    | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                                                                   | BP CAPITAL MARKETS AMERICA INC 4.893000% 09/11/2033                               | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1878901.05    | 0.02%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-69 BF                                                  | CUSIP: 3136ATA53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1002529 | PA      | $994962.80     | 0.01%             | 2046-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1454                                                         | CUSIP: 3140XGTL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    616701 | PA      | $573950.82     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 4747                                                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12862 | PA      | $13247.47      | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                                                                       | PFIZER INC 4.500000% 11/15/2032                                                   | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2174000 | PA      | $2189216.20    | 0.02%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786340                                                      | CUSIP: 3622AB4Z2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    458039 | PA      | $460814.61     | 0.00%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4653                                                         | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11155108 | PA      | $9941745.36    | 0.10%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                                                                        | OTIS WORLDWIDE CORP 3.112000% 02/15/2040                                          | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $793022.10     | 0.01%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ5101                                                        | CUSIP: 3142GVU33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2107022 | PA      | $2233768.24    | 0.02%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1171                                                         | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    309007 | PA      | $277255.54     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8199                                                        | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  32027289 | PA      | $26209863.54   | 0.27%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                                          | BX TRUST 2025-VLT7 BX 2025-VLT7 A                                                 | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1681000 | PA      | $1681000.00    | 0.02%             | 2044-07-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CROWLEY CONRO, LLC                                                                                                                | CROWLEY CONRO LLC 4.181000% 08/15/2043                                            | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |    662461 | PA      | $614035.64     | 0.01%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                                                            | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028           | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5525000 | PA      | $5576778.03    | 0.06%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                                                                             | AMERICAN ELECTRIC POWER CO INC 5.800000% 03/15/2056                               | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   4470000 | PA      | $4438967.92    | 0.05%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-63 IO                           | CUSIP: 38380R2L3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3321008 | PA      | $203685.36     | 0.00%             | 2061-04-16      | Floating      | 0.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A24156                                                   | CUSIP: 31297BTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      6635 | PA      | $6870.10       | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                                                                                        | ALLIANT ENERGY CORP 5.750000% 04/01/2056                                          | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2386166.28    | 0.02%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS4625                                                         | CUSIP: 3138WED71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3937370 | PA      | $3623589.01    | 0.04%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2003-124 TS                                                 | CUSIP: 31393USG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2671 | PA      | $2802.80       | 0.00%             | 2034-01-25      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6030                                                      | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    106391 | PA      | $96354.16      | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0313                                                        | CUSIP: 3132D9K29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2197894 | PA      | $1924046.94    | 0.02%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                                                               | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2024-1A A1                              | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4885000 | PA      | $4952868.28    | 0.05%             | 2029-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                                                                                | TRTX 2022-FL5 ISSUER LTD TRTX 2022-FL5 A                                          | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2398641 | PA      | $2398629.07    | 0.02%             | 2039-02-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                                                   | VANTAGE DATA CENTERS LLC VDC 2020-2A A2                                           | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4950000 | PA      | $4701947.09    | 0.05%             | 2045-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                                                                | EXELON CORP 5.875000% 03/15/2055                                                  | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1732570.54    | 0.02%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 394854                                                         | CUSIP: 31378CTK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3431 | PA      | $3549.08       | 0.00%             | 2027-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.650000% 11/20/2035                                               | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3223000 | PA      | $3251758.93    | 0.03%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-106 KS                          | CUSIP: 38376JEF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1000627 | PA      | $89044.39      | 0.00%             | 2039-11-20      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST                                                                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A2               | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2217468 | PA      | $2224483.25    | 0.02%             | 2027-07-20      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 2.800000% 08/12/2041                                                   | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    657000 | PA      | $466130.13     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0560                                                         | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    943745 | PA      | $782173.44     | 0.01%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4937 MD                                                    | CUSIP: 3137FQA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1089499 | PA      | $981471.70     | 0.01%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NJ TRUST                                                                                                                          | NJ TRUST 2023-GSP NJ 2023-GSP A                                                   | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2355000 | PA      | $2475646.41    | 0.03%             | 2029-01-06      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-29 AG                           | CUSIP: 38382NZ83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    127006 | PA      | $127928.62     | 0.00%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                                                           | CANADIAN IMPERIAL BANK OF COMMERCE 4.580000% 09/08/2031                           | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |   3014000 | PA      | $3040751.66    | 0.03%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                                                                     | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2025-FL1 ARCREN 2025-FL1 AS             | CUSIP: 03881KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5743000 | PA      | $5739916.01    | 0.06%             | 2043-01-20      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2025-4 A                                                | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3477000 | PA      | $3566830.38    | 0.04%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS, LP                                                                                                       | SPECTRA ENERGY PARTNERS LP 3.375000% 10/15/2026                                   | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139188.32     | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS8001                                                         | CUSIP: 3140XP3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4808186 | PA      | $4907758.44    | 0.05%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 1999-11 Z                                                   | CUSIP: 31359VHQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     17190 | PA      | $16914.65      | 0.00%             | 2029-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                                                                                | BERRY GLOBAL INC 5.650000% 01/15/2034                                             | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1058852.25    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.000000% 05/15/2032           | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1709000 | PA      | $1545610.03    | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM3325                                                         | CUSIP: 3140J7VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2255481 | PA      | $2093971.45    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                                                                              | BA CREDIT CARD TRUST BACCT 2025-A1 A                                              | CUSIP: 05522RDK1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3422000 | PA      | $3464289.08    | 0.04%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS6640                                                         | CUSIP: 3140XNLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2496839 | PA      | $2460148.57    | 0.03%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                                                           | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 2.300000% 11/01/2030                  | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   6675000 | PA      | $6020443.56    | 0.06%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AQ4078                                                         | CUSIP: 3138MKQ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     79426 | PA      | $78035.42      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3873                                                      | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    306913 | PA      | $281208.81     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4080                                                         | CUSIP: 31418DRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4316489 | PA      | $4034374.10    | 0.04%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AD6438                                                         | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     87982 | PA      | $90645.30      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                                                         | DUKE ENERGY PROGRESS LLC 5.550000% 03/15/2055                                     | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1535281.42    | 0.02%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                                                              | SIEMENS FUNDING BV 144A 5.800000% 05/28/2055                                      | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |   1181000 | PA      | $1256352.10    | 0.01%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.875000% 08/15/2045                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63230000 | PA      | $65205937.50   | 0.67%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR2643                                                         | CUSIP: 3140L05D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    310035 | PA      | $257608.65     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                                                                                 | TIME WARNER CABLE ENTERPRISES LLC 8.375000% 07/15/2033                            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1598876.78    | 0.02%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-34 AG                                                  | CUSIP: 3136BAHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2616245 | PA      | $2506058.87    | 0.03%             | 2035-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6603                                                      | CUSIP: 36179VKQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     81105 | PA      | $82542.43      | 0.00%             | 2050-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                                                                                 | BURLINGTON NORTHERN SANTA FE LLC 7.290000% 06/01/2036                             | CUSIP: 12189TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $244880.79     | 0.00%             | 2036-06-01      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-179 IO                          | CUSIP: 38381JZQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  15892232 | PA      | $690690.70     | 0.01%             | 2063-09-16      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2284                                                        | CUSIP: 3132DPRD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    787789 | PA      | $809925.06     | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9065                                                         | CUSIP: 3140QVCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2932040 | PA      | $2989465.02    | 0.03%             | 2054-08-01      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QK1354                                                        | CUSIP: 3133D4QF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    522044 | PA      | $458449.51     | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC STRIPS FHS 271 30                                                     | CUSIP: 3128HXTR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    618097 | PA      | $578280.05     | 0.01%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                                                               | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV STAR 2020-INV1 A1                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    142257 | PA      | $135975.53     | 0.00%             | 2055-11-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| DELTA FUNDING HOME EQUITY LOAN TRUST                                                                                              | DELTA FUNDING HOME EQUITY LOAN TRUST 1999-3 DELHE 1999-3 A1A                      | CUSIP: 24763LFX3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    110978 | PA      | $107195.59     | 0.00%             | 2029-09-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZS4602                                                        | CUSIP: 3132A5DF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2465936 | PA      | $2276539.17    | 0.02%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                                                                 | MORGAN STANLEY PRIVATE BANK NA 4.204000% 11/17/2028                               | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5744000 | PA      | $5753730.51    | 0.06%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0037                                                         | CUSIP: 3140XFBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    348544 | PA      | $315910.39     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786709                                                      | CUSIP: 3622ACKW9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    388213 | PA      | $390811.01     | 0.00%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                                          | LLOYDS BANKING GROUP PLC 4.425000% 11/04/2031                                     | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   2629000 | PA      | $2634351.93    | 0.03%             | 2031-11-04      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2991                                                        | CUSIP: 3132DQKC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    713215 | PA      | $619482.14     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FWDP 2Y RTP 4.050000 30-JAN-2026                                                                                                  | FWDP 2Y RTP 4.050000 30-JAN-2026 EXPIRATION: 30-JAN-2026                          | CUSIP: SWP285251<br>LEI: N/A                  | N/A              | DIR              |  | US        | 139220000 | NC      | $422.01        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                                                                     | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2                        | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1877999 | PA      | $1885170.89    | 0.02%             | 2041-10-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5065                                                        | CUSIP: 3133KYTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4557135 | PA      | $4065367.13    | 0.04%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 4.400000% 05/01/2045                                                    | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    900000 | PA      | $785270.58     | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH ST PERS INCOME TAX REV                                                                                       | NEW YORK ST THRUWAY AUTH PERSO NEW YORK STATE THRUWAY AUTHORITY                   | CUSIP: 650028ZN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2715000 | PA      | $2792759.77    | 0.03%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5200 KQ                                                    | CUSIP: 3137H6H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    130609 | PA      | $123533.10     | 0.00%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC0161                                                        | CUSIP: 3133AJFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    199623 | PA      | $165658.03     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-107 C                           | CUSIP: 38383TLM3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1700023 | PA      | $1455120.97    | 0.01%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB9953                                                         | CUSIP: 31417HBX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1893346 | PA      | $1807223.72    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 A1                                 | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1035610 | PA      | $884459.75     | 0.01%             | 2066-07-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST                                                                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A3               | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1695000 | PA      | $1706214.12    | 0.02%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                                            | MCDONALD'S CORP MTN 3.500000% 03/01/2027                                          | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178986.74     | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5207 PA                                                    | CUSIP: 3137H6K95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1526239 | PA      | $1391770.03    | 0.01%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                                                                                     | FIRSTENERGY TRANSMISSION LLC 5.000000% 01/15/2035                                 | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4492643.28    | 0.05%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-99 TL                           | CUSIP: 38379XN63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1368613 | PA      | $1173238.62    | 0.01%             | 2044-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DBC MORTGAGE TRUST                                                                                                                | DBC 2025-DBC MORTGAGE TRUST DBC 2025-DBC B                                        | CUSIP: 23306HAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7000000 | PA      | $6999997.90    | 0.07%             | 2042-11-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-24 AH                           | CUSIP: 38383FX73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    560702 | PA      | $489039.30     | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785432                                                      | CUSIP: 3622AA4R2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1861085 | PA      | $1611836.84    | 0.02%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                                                            | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2019-OSB A               | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1894925.20    | 0.02%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5699                                                         | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  18450748 | PA      | $18417662.35   | 0.19%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 840065                                                         | CUSIP: 31407TJJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2829 | PA      | $2924.08       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a rl                                                                                                  | GREENSAIF PIPELINES BIDCO SARL 144A 6.102700% 08/23/2042                          | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | NUSS              | SA        |   1985000 | PA      | $2066328.19    | 0.02%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-15 FA                                                  | CUSIP: 3136B36T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    504175 | PA      | $495995.40     | 0.01%             | 2049-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                                                              | SOUTHERN CO/THE 3.750000% 09/15/2051                                              | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5510000 | PA      | $5438057.03    | 0.06%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 4.375000% 11/15/2032                                                 | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1209536.04    | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE COMPANY                                                                                           | TRANS-ALLEGHENY INTERSTATE LINE CO 144A 5.000000% 01/15/2031                      | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2117272.73    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2010-111 KF                                                 | CUSIP: 31398NWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2705200 | PA      | $2690285.65    | 0.03%             | 2040-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8044                                                      | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2197429 | PA      | $2038508.33    | 0.02%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.700000% 04/01/2051           | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    181000 | PA      | $116478.87     | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN DD8211                                                         | CUSIP: 3140B9DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1964976 | PA      | $1990778.12    | 0.02%             | 2055-05-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT3874                                                         | CUSIP: 3138WRJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     41135 | PA      | $40790.21      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1661                                                        | CUSIP: 3132DNZ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3720156 | PA      | $3257217.91    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ2630                                                        | CUSIP: 3142GS4Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    794839 | PA      | $831595.34     | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4838                                                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    478134 | PA      | $461804.77     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8211                                                        | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8850265 | PA      | $7237192.14    | 0.07%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2579                                                         | CUSIP: 31418B2M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    334538 | PA      | $320984.76     | 0.00%             | 2036-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BP4037                                                         | CUSIP: 3140KBPX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    203037 | PA      | $189977.89     | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 5.625000% 07/15/2054                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3386104.14    | 0.03%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC0041                                                        | CUSIP: 3133AJBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    252327 | PA      | $209406.89     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC1235                                                         | CUSIP: 3140Y7LR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2079332 | PA      | $2171687.43    | 0.02%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 5.244000% 01/24/2031                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1361210.73    | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2833                                                         | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5607740 | PA      | $5122601.44    | 0.05%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BS3452                                                         | CUSIP: 3140LDZS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4742394 | PA      | $3075403.79    | 0.03%             | 2051-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                                                                    | TEXAS INSTRUMENTS INC 5.150000% 02/08/2054                                        | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    404000 | PA      | $388367.65     | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                                                                    | SWCH COMMERCIAL MORTGAGE TRUST 2025-DATA SWCH 2025-DATA B                         | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5550000 | PA      | $5504963.42    | 0.06%             | 2042-02-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2008-24 NA                                                  | CUSIP: 31397LDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3204 | PA      | $3434.83       | 0.00%             | 2037-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7502                                                         | CUSIP: 3140XPKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1979789 | PA      | $2033936.93    | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 627895                                                       | CUSIP: 36291GRQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10350 | PA      | $10746.00      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                                                          | ANGEL OAK MORTGAGE TRUST 2021-7 AOMT 2021-7 A3                                    | CUSIP: 03464JAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    572064 | PA      | $503634.74     | 0.01%             | 2066-10-25      | Floating      | 2.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR6515                                                         | CUSIP: 3140L5GZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    133080 | PA      | $110004.66     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                                                          | DEVON ENERGY CORP 5.750000% 09/15/2054                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1591782.33    | 0.02%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR2641                                                         | CUSIP: 3140L05B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    241922 | PA      | $199581.55     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                                                                           | HF SINCLAIR CORP 5.000000% 02/01/2028                                             | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   3595000 | PA      | $3598363.23    | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-C SMB 2021-C APT1                           | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2045004 | PA      | $1885405.80    | 0.02%             | 2053-01-15      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux MPC S.a r.l.                                                                                                | CHILE ELECTRICITY LUX MPC SARL 144A 6.010000% 01/20/2033                          | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1584150 | PA      | $1659444.65    | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR8518                                                         | CUSIP: 3140L7PC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    189909 | PA      | $157981.91     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                                                          | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2025-A1 A                                     | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3271000 | PA      | $3330393.18    | 0.03%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4631                                                         | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1756937 | PA      | $1583082.54    | 0.02%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB3771                                                         | CUSIP: 3140QPFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2542041 | PA      | $2355974.21    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4521                                                         | CUSIP: 3140XLAX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2019803 | PA      | $2041857.81    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST                                                                                          | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 COPAR 2025-1 A4                   | CUSIP: 14043YAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1646000 | PA      | $1646868.27    | 0.02%             | 2031-02-18      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1539                                                         | CUSIP: 3140XGV97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    347212 | PA      | $321270.85     | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2863                                                         | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    635371 | PA      | $577762.31     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO MTN 5.707000% 04/22/2028                                         | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1400185.82    | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA5964                                                         | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1179816 | PA      | $1054830.57    | 0.01%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4126                                                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1845811 | PA      | $1688927.27    | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                                                                                            | PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 5.400000% 03/30/2050                  | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   2778000 | PA      | $2558536.58    | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-1 AB                                                   | CUSIP: 3136B3D80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    532507 | PA      | $500984.99     | 0.01%             | 2049-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                                                | ALTRIA GROUP INC 4.400000% 02/14/2026                                             | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    203000 | PA      | $202969.12     | 0.00%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7401                                                         | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1714912 | PA      | $1484903.62    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5114 AD                                                    | CUSIP: 3137H0NN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7418662 | PA      | $6503716.80    | 0.07%             | 2047-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5412                                                         | CUSIP: 3140XMAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1163195 | PA      | $1079855.43    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 2.592000% 04/29/2031                                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1361320.15    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1936                                                        | CUSIP: 3132DPEH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    632780 | PA      | $588648.76     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4019                                                         | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2986328 | PA      | $2565682.50    | 0.03%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                                                              | SIEMENS FUNDING BV 144A 5.200000% 05/28/2035                                      | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |   2328000 | PA      | $2426347.04    | 0.02%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8490                                                      | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    381718 | PA      | $383667.66     | 0.00%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                                                    | CHARLES SCHWAB CORP/THE 4.914000% 11/14/2036                                      | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3779000 | PA      | $3785847.93    | 0.04%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                                                                                | PIEDMONT NATURAL GAS CO INC 5.100000% 02/15/2035                                  | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2809199.70    | 0.03%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2018-RPL9 TRUST CSMC 2018-RPL9 A                                             | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2266181 | PA      | $2199185.24    | 0.02%             | 2057-09-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 11/15/2028                                              | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3004000 | PA      | $3004704.08    | 0.03%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 587354                                                       | CUSIP: 36201MQF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     16388 | PA      | $16483.22      | 0.00%             | 2032-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 898853                                                         | CUSIP: 31410VTJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2165 | PA      | $2266.23       | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                                                                 | MORGAN STANLEY PRIVATE BANK NA 4.734000% 07/18/2031                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   9727000 | PA      | $9893824.08    | 0.10%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                                                             | ELI LILLY & CO 4.600000% 08/14/2034                                               | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1641000 | PA      | $1661712.49    | 0.02%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 3.950000% 12/01/2047                                  | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2641000 | PA      | $1996512.65    | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PASADENA TEX INDPT SCH DIST                                                                                                       | PASADENA TX INDEP SCH DIST PASADENA INDEPENDENT SCHOOL DISTRICT                   | CUSIP: 702334HA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1340546.07    | 0.01%             | 2053-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                                                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2 SFAST 2025-2A A4                 | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1653000 | PA      | $1685600.96    | 0.02%             | 2031-05-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841998                                               | CUSIP: 31288RGF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1215171 | PA      | $1238759.36    | 0.01%             | 2055-08-01      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5396 HF                                                    | CUSIP: 3137HC4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2573137 | PA      | $2583271.64    | 0.03%             | 2054-04-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785862                                                      | CUSIP: 3622ABMK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3409766 | PA      | $3069036.11    | 0.03%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                                                                                | BOSTON GAS CO 144A 4.487000% 02/15/2042                                           | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122087.74     | 0.00%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                                                       | ALLY AUTO RECEIVABLES TRUST 2022-3 ALLYA 2022-3 A4                                | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    876000 | PA      | $879302.61     | 0.01%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 310238                                                         | CUSIP: 31374CS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1875393 | PA      | $1736856.17    | 0.02%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                                                                                             | SHELL FINANCE US INC 4.000000% 05/10/2046                                         | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    170000 | PA      | $140550.08     | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB5692                                                         | CUSIP: 31417CKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    292465 | PA      | $286622.00     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 4.700000% 11/15/2035                                                 | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2788000 | PA      | $2833003.45    | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                                                                         | DLLAD 2024-1 LLC DLLAD 2024-1A A3                                                 | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4980000 | PA      | $5085311.56    | 0.05%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 604785                                                       | CUSIP: 36200M2S1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2761 | PA      | $2813.31       | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 991549                                                         | CUSIP: 31415WQA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7831 | PA      | $8223.30       | 0.00%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B NAVSL 2018-BA A2A                     | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     58218 | PA      | $58125.96      | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A APT1                           | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1983938 | PA      | $1821391.69    | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD2132                                                        | CUSIP: 3133AYLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1130754 | PA      | $1013176.11    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 527247                                                         | CUSIP: 31384LWG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       287 | PA      | $300.47        | 0.00%             | 2026-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9508                                                         | CUSIP: 3140QVR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1556862 | PA      | $1628856.25    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                                                   | NELNET STUDENT LOAN TRUST 2005-3 NSLT 2005-3 A5                                   | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1124015 | PA      | $1117874.63    | 0.01%             | 2035-12-24      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $928589.07     | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q17792                                                   | CUSIP: 3132J9C63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    264272 | PA      | $252568.25     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.550000% 06/01/2034           | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1993263.34    | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FP0028                                                         | CUSIP: 3140XTA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    320570 | PA      | $282653.22     | 0.00%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                                                                                         | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 3.250000% 03/15/2028                    | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1160391.16    | 0.01%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                                                              | JERSEY CENTRAL POWER & LIGHT CO 5.100000% 01/15/2035                              | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    970000 | PA      | $985336.01     | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                                                                                             | ENTERGY ARKANSAS LLC 2.650000% 06/15/2051                                         | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $667739.42     | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4184 FN                                                    | CUSIP: 3137B0BG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    342182 | PA      | $337469.13     | 0.00%             | 2043-03-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                                                                                   | HUDSON PACIFIC PROPERTIES LP 3.250000% 01/15/2030                                 | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23580.23      | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5647                                                         | CUSIP: 3140XMHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    494635 | PA      | $508620.28     | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST                                                                                            | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SAIL 2004-8 A2                      | CUSIP: 86358ELL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1816131 | PA      | $1787126.84    | 0.02%             | 2034-09-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AQ4555                                                         | CUSIP: 3138MLBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    183687 | PA      | $180356.07     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                                                                         | AGREE LP 5.600000% 06/15/2035                                                     | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1404406.86    | 0.01%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-45 TM                                                  | CUSIP: 3136B2EV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    992119 | PA      | $908813.84     | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-138 PT                          | CUSIP: 38383YCC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6677976 | PA      | $5655650.75    | 0.06%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2021-RPL3 TRUST CSMC 2021-RPL3 A1                                            | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1783033 | PA      | $1592361.31    | 0.02%             | 2060-01-25      | Floating      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB3864                                                         | CUSIP: 31417AJJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    804208 | PA      | $774264.14     | 0.01%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K143 X1                   | CUSIP: 3137H74C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6962354 | PA      | $138915.68     | 0.00%             | 2055-04-25      | Floating      | 0.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD4166                                                        | CUSIP: 3132E0TX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1214241 | PA      | $1109130.00    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                                                                                    | PSEG POWER LLC 144A 5.750000% 05/15/2035                                          | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6175000 | PA      | $6480035.12    | 0.07%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QH9530                                                        | CUSIP: 3133CNST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1513751 | PA      | $1538746.22    | 0.02%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8B0442                                               | CUSIP: 3142AWP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    718686 | PA      | $727758.92     | 0.01%             | 2055-07-01      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 1.625000% 11/15/2050                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23673000 | PA      | $12851849.65   | 0.13%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 2174 PN                                                    | CUSIP: 3133TLMU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2625 | PA      | $2664.69       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BK8309                                                         | CUSIP: 3140HNGT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16412 | PA      | $16296.17      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7195000 | PA      | $6389268.50    | 0.07%             | 2055-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-13 PA                                                  | CUSIP: 3136AVFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    573738 | PA      | $543871.86     | 0.01%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB1878                                                         | CUSIP: 3140QMCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    993501 | PA      | $890192.93     | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 1.734000% 07/22/2027                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8950000 | PA      | $8810737.28    | 0.09%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0653                                                        | CUSIP: 3132DMWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2285331 | PA      | $1984189.56    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                                                                              | BA CREDIT CARD TRUST BACCT 2023-A2 A2                                             | CUSIP: 05522RDH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2035000 | PA      | $2056077.11    | 0.02%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787356                                                      | CUSIP: 3622ADBZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8732196 | PA      | $7555207.73    | 0.08%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67708                                                   | CUSIP: 3132XCR56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2083293 | PA      | $1968806.93    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT8394                                                         | CUSIP: 3138WWKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    196793 | PA      | $193184.39     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                                                                 | MORGAN STANLEY PRIVATE BANK NA 4.734000% 07/18/2031                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   9424000 | PA      | $9585627.44    | 0.10%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                                                                | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-4 A4                | CUSIP: 36273EAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    561000 | PA      | $561590.28     | 0.01%             | 2032-04-16      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                                                                                                          | LCM 37 LTD LCM 37A A1R                                                            | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6178097 | PA      | $6163788.16    | 0.06%             | 2034-04-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0310                                                        | CUSIP: 3132D9KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     77044 | PA      | $67946.61      | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 10/31/2027                                              | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  49909000 | PA      | $49897302.33   | 0.51%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD4705                                                        | CUSIP: 3132DSGN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  11068962 | PA      | $11280057.66   | 0.12%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP MTN 1.922000% 10/24/2031                                     | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    765000 | PA      | $686167.09     | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| DGWD TRUST                                                                                                                        | DGWD TRUST 2025-INFL DGWD 2025-INFL B                                             | CUSIP: 23347FAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2925000 | PA      | $2928087.63    | 0.03%             | 2035-08-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                                                                  | EMBRAER NETHERLANDS FINANCE BV 5.400000% 01/09/2038                               | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | NUSS              | BR        |   1419000 | PA      | $1404739.05    | 0.01%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                                                                                           | UBER TECHNOLOGIES INC 4.800000% 09/15/2035                                        | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1601273.01    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                                                                                | PUBLIC SERVICE CO OF OKLAHOMA 5.450000% 01/15/2036                                | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    525000 | PA      | $540977.78     | 0.01%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787540                                                      | CUSIP: 3622ADHR2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3363338 | PA      | $3245285.40    | 0.03%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR5587                                                         | CUSIP: 3140L4F53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    262495 | PA      | $218865.43     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                                                 | ENTERPRISE PRODUCTS OPERATING LLC 5.200000% 01/15/2036                            | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3360353.28    | 0.03%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                                                       | ONEOK INC 5.850000% 11/01/2064                                                    | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    313000 | PA      | $298958.60     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SALOMON BROTHERS MORTGAGE SECURITIES VII INCORPORATED                                                                             | CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES VII I SBM7 2003-HYB1 A               | CUSIP: 79549AYG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9139 | PA      | $8988.04       | 0.00%             | 2033-09-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8B0448                                               | CUSIP: 3142AWP90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1326535 | PA      | $1350450.65    | 0.01%             | 2055-07-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0610                                                         | CUSIP: 3140QKVC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9422086 | PA      | $8142439.28    | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL7500                                                         | CUSIP: 3138EQKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    148417 | PA      | $145931.86     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1552                                                        | CUSIP: 3132DNWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1230238 | PA      | $1123999.47    | 0.01%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                                                | CREDIT AGRICOLE SA MTN 4.818000% 09/25/2033                                       | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |   2657000 | PA      | $2663011.57    | 0.03%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                                                               | BMW US CAPITAL LLC 144A 4.500000% 08/11/2030                                      | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |   2585000 | PA      | $2603476.96    | 0.03%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST                                                                                                       | CAPITAL STREET MASTER TRUST CAPST 2025-1 B                                        | CUSIP: 14051LAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4905000 | PA      | $4881703.21    | 0.05%             | 2029-08-16      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-105 P                           | CUSIP: 38382TXL3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4765554 | PA      | $3959620.89    | 0.04%             | 2051-06-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 4.272000% 01/15/2036                                   | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1354848.16    | 0.01%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3941                                                         | CUSIP: 3140XKLX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    452530 | PA      | $453818.28     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR2644                                                         | CUSIP: 3140L05E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    175075 | PA      | $145183.23     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                                                                                               | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2004-AR5 1A1              | CUSIP: 86359LDX4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21419 | PA      | $20791.96      | 0.00%             | 2034-10-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BK2375                                                         | CUSIP: 3140HFT90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    635524 | PA      | $612530.78     | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 955183                                                         | CUSIP: 31413TUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     11073 | PA      | $11590.82      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786823                                                      | CUSIP: 3622ACPG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    243099 | PA      | $247971.82     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787804                                                      | CUSIP: 3622ADRZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1908489 | PA      | $1813145.55    | 0.02%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB3882                                                         | CUSIP: 31417AJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    377449 | PA      | $380020.54     | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  15100000 | PA      | $15067926.09   | 0.15%             | 2055-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 06/01/2041           | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    395000 | PA      | $281823.66     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 5.300000% 04/15/2047                                           | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    932000 | PA      | $841192.13     | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.330000% 07/23/2035                                  | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2852000 | PA      | $2959782.96    | 0.03%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA7048                                                         | CUSIP: 3140QEZN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3709947 | PA      | $3349803.97    | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BD2455                                                         | CUSIP: 3140F9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    866481 | PA      | $791788.18     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.800000% 12/01/2057                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $804153.90     | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AU1625                                                         | CUSIP: 3138X0YX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     98149 | PA      | $93582.83      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                                                                                    | HARBORVIEW MORTGAGE LOAN TRUST 2005-9 HVMLT 2005-9 2A1C                           | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    730921 | PA      | $688796.10     | 0.01%             | 2035-06-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785192                                                      | CUSIP: 3622AAUR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    365617 | PA      | $345915.48     | 0.00%             | 2050-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-79 FA                                                  | CUSIP: 3136B72K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1595108 | PA      | $1567897.21    | 0.02%             | 2050-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                                                                          | GENERAL ELECTRIC CO 4.900000% 01/29/2036                                          | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2529000 | PA      | $2595026.17    | 0.03%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD4017                                                        | CUSIP: 3132E0PA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    596920 | PA      | $619732.92     | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-E SMB 2021-E A1A                            | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3462458 | PA      | $3295521.69    | 0.03%             | 2051-02-15      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM4737                                                         | CUSIP: 3140X8HP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    218803 | PA      | $204502.38     | 0.00%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                                                                  | HEALTHCARE REALTY HOLDINGS LP 3.500000% 08/01/2026                                | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1003721.56    | 0.01%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1381                                                        | CUSIP: 3132DNRA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1479534 | PA      | $1484002.07    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 937300                                                         | CUSIP: 31412WX50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2741 | PA      | $2886.00       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTH COMMERCIAL MORTGAGE TRUST                                                                                                   | NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK NRTH 2025-PARK A                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2030000 | PA      | $2029999.39    | 0.02%             | 2040-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA9102                                                      | CUSIP: 36179YDF8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3278206 | PA      | $3019595.87    | 0.03%             | 2053-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC0327                                                         | CUSIP: 3140Y6LH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1683727 | PA      | $1706097.98    | 0.02%             | 2055-04-01      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                                            | CONOCOPHILLIPS CO 4.150000% 11/15/2034                                            | CUSIP: 20826FAF3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    458000 | PA      | $441504.33     | 0.00%             | 2034-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                                                            | SOUTHWEST AIRLINES CO 5.250000% 11/15/2035                                        | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   2803000 | PA      | $2745302.15    | 0.03%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.500000% 11/15/2045                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    802000 | PA      | $802261.64     | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5202 BH                                                    | CUSIP: 3137H5ZK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    687326 | PA      | $639328.33     | 0.01%             | 2047-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 3.450000% 04/13/2029                                               | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    550000 | PA      | $543713.81     | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.700000% 12/01/2055           | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1658644.82    | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2023-NQM6 TRUST OBX 2023-NQM6 A1                                              | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1917361 | PA      | $1927647.00    | 0.02%             | 2063-07-25      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO MTN 4.900000% 01/24/2028                                         | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2032243.93    | 0.02%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                                                      | BX COMMERCIAL MORTGAGE TRUST 2024-VLT5 BX 2024-VLT5 A                             | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2080000 | PA      | $2117396.94    | 0.02%             | 2046-11-13      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE INTEREST STRIP FNS 426 C43                                             | CUSIP: 31422M2F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7240217 | PA      | $909872.49     | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1629                                                         | CUSIP: 31418AY36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    206779 | PA      | $207592.00     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                                                         | TOWD POINT MORTGAGE TRUST 2021-1 TPMT 2021-1 A1                                   | CUSIP: 89179YAR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    734957 | PA      | $693027.58     | 0.01%             | 2061-11-25      | Floating      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                                                                      | NOVARTIS CAPITAL CORP 4.600000% 11/05/2035                                        | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3549000 | PA      | $3550963.06    | 0.04%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2023-39 AI                                                  | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        | 134153786 | PA      | $17108672.51   | 0.17%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                                                                              | BA CREDIT CARD TRUST BACCT 2023-A2 A2                                             | CUSIP: 05522RDH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4968000 | PA      | $5019455.07    | 0.05%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| FWDP 2Y RTP 4.030000 27-FEB-2026                                                                                                  | FWDP 2Y RTP 4.030000 27-FEB-2026 EXPIRATION: 27-FEB-2026                          | CUSIP: SWP2852J6<br>LEI: N/A                  | N/A              | DIR              |  | US        | 139220000 | NC      | $3114.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                                                                      | WILLIAMS COS INC/THE 7.750000% 06/15/2031                                         | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    339000 | PA      | $390994.57     | 0.00%             | 2031-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AU6735                                                         | CUSIP: 3138X6PV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    261169 | PA      | $241663.71     | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-26 FA                                                  | CUSIP: 3136AWBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1945007 | PA      | $1928911.20    | 0.02%             | 2047-04-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                                                                                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 GMREV 2024-1 A                    | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3975000 | PA      | $4091701.63    | 0.04%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZT2378                                                        | CUSIP: 3132AEUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1061163 | PA      | $985146.45     | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST                                                                                            | EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 4 LLC EDVES 2022-A A                    | CUSIP: 28165AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1305850 | PA      | $1307752.08    | 0.01%             | 2040-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 2.615000% 04/22/2032                                  | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1829186.84    | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                                                       | ONEOK INC 5.050000% 11/01/2034                                                    | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    403000 | PA      | $400952.78     | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                                                                                | PUBLIC SERVICE CO OF OKLAHOMA 5.200000% 01/15/2035                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $6149679.38    | 0.06%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1463                                                        | CUSIP: 3132DNTU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    150815 | PA      | $135374.30     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 1.658000% 03/11/2027                                         | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2417495.05    | 0.02%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-36 FD                                                  | CUSIP: 3136B2DN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1593096 | PA      | $1576222.89    | 0.02%             | 2048-06-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8244                                                        | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5466288 | PA      | $5229012.50    | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 5.766000% 04/22/2035                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $3100545.53    | 0.03%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020-C6 A2                                     | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    861727 | PA      | $811118.81     | 0.01%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                                                    | HYUNDAI AUTO RECEIVABLES TRUST 2025-D HART 2025-D A3                              | CUSIP: 44891XAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3534000 | PA      | $3548195.02    | 0.04%             | 2030-09-16      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD6140                                                        | CUSIP: 3133B3ZD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    713016 | PA      | $584936.70     | 0.01%             | 2047-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4582 HA                                                    | CUSIP: 3137BPJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2778885 | PA      | $2648361.18    | 0.03%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0985                                                         | CUSIP: 3140QLCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1917380 | PA      | $1667633.30    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                                                              | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A4                                      | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    599000 | PA      | $608002.43     | 0.01%             | 2030-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                                                                | BMO 2022-C1 MORTGAGE TRUST BMO 2022-C1 A1                                         | CUSIP: 05609MBY0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    320049 | PA      | $317017.80     | 0.00%             | 2055-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                                                          | STATE STREET CORP 5.146000% 02/28/2036                                            | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2366500.84    | 0.02%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-151 X1                  | CUSIP: 3137H9JJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  18952725 | PA      | $257999.65     | 0.00%             | 2032-10-25      | Floating      | 0.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2523                                                         | CUSIP: 31418BYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    450382 | PA      | $431944.52     | 0.00%             | 2036-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                                                                         | DLLAD 2025-1 LLC DLLAD 2025-1A A3                                                 | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2015000 | PA      | $2037327.21    | 0.02%             | 2030-09-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 4.503000% 09/11/2031                                                | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3447000 | PA      | $3471174.22    | 0.04%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                                                             | DOMINION ENERGY INC 6.200000% 02/15/2056                                          | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3201359.89    | 0.03%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AQ7048                                                         | CUSIP: 3138MNZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23428 | PA      | $22973.95      | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 506486                                                       | CUSIP: 36210YUK9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       148 | PA      | $152.96        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025-C32 A5                                   | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3845000 | PA      | $4127972.39    | 0.04%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC4818                                                        | CUSIP: 3133APK73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    226729 | PA      | $196617.10     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                                                                         | AGREE LP 2.600000% 06/15/2033                                                     | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    324000 | PA      | $280791.94     | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL0209                                                         | CUSIP: 3138EGGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    103351 | PA      | $104416.29     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Kuwait                                                                                                                   | KUWAIT INTERNATIONAL GOVERNMENT BOND 144A 4.016000% 10/09/2028                    | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   4388000 | PA      | $4388141.51    | 0.04%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 448367                                                       | CUSIP: 36208ECC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        36 | PA      | $37.14         | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5527                                                      | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    115129 | PA      | $107239.57     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                                                                     | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL1 ARCLO 2022-FL1 A               | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    785943 | PA      | $785972.05     | 0.01%             | 2037-01-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.000000% 07/15/2046                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1156554.69    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-52 PA                                                  | CUSIP: 3136B53X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     99490 | PA      | $91394.04      | 0.00%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                                               | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $1540982.97    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                                                                         | NELNET STUDENT LOAN TRUST 2025-C NSLT 2025-CA A1A                                 | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5700000 | PA      | $5701848.51    | 0.06%             | 2065-06-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4290 LF                                                    | CUSIP: 3137B7EN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    745342 | PA      | $740314.92     | 0.01%             | 2035-07-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1435296.98    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AQ4573                                                         | CUSIP: 3138MLCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43758 | PA      | $42964.51      | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7174                                                         | CUSIP: 3140XN6L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1377160 | PA      | $1260814.70    | 0.01%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4733                                                         | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7853766 | PA      | $7724247.42    | 0.08%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 605695                                                       | CUSIP: 36200N3C3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       105 | PA      | $110.47        | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.000000% 02/15/2049                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23318000 | PA      | $17640613.57   | 0.18%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB9484                                                        | CUSIP: 3133AGRD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    123309 | PA      | $102562.84     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 579750                                                       | CUSIP: 36201DBT8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1651 | PA      | $1744.53       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                                                                                   | HUDSON PACIFIC PROPERTIES LP 4.650000% 04/01/2029                                 | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   2051000 | PA      | $1887945.50    | 0.02%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6599                                                      | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1967675 | PA      | $1782108.68    | 0.02%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 612233                                                       | CUSIP: 36202XEE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7802 | PA      | $8002.55       | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 5.333000% 03/27/2036                                                | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3274000 | PA      | $3378594.22    | 0.03%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                                                                                            | JACKSON FINANCIAL INC 3.125000% 11/23/2031                                        | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $5651067.07    | 0.06%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                                            | TIME WARNER CABLE LLC 6.750000% 06/15/2039                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173104.85     | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA2753                                                      | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    810896 | PA      | $744698.57     | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3521                                                      | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    615069 | PA      | $576332.17     | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-139 GA                          | CUSIP: 38380HEJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2634090 | PA      | $2421056.26    | 0.02%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD8675                                                        | CUSIP: 3133B6T83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    379957 | PA      | $328859.80     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0741                                                         | CUSIP: 3140XFZF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2427271 | PA      | $2261638.32    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                                                      | FORD CREDIT AUTO OWNER TRUST/FORD CREDIT FORDR 2025-1 A                           | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5487000 | PA      | $5660014.99    | 0.06%             | 2037-08-15      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7180                                                         | CUSIP: 3140XN6S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    597051 | PA      | $523438.15     | 0.01%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 460833                                                       | CUSIP: 36208T4S6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        67 | PA      | $68.26         | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 485974                                                       | CUSIP: 36209Y2F4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2546 | PA      | $2624.19       | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08721                                                   | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1994086 | PA      | $1823697.21    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-135 AG                          | CUSIP: 38379R3Y7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    470473 | PA      | $410764.94     | 0.00%             | 2058-08-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                                                               | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 STAR 2021-4 A1                         | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1059631 | PA      | $946175.11     | 0.01%             | 2056-08-25      | Floating      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-78 FA                                                  | CUSIP: 3136AUEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    403904 | PA      | $400317.81     | 0.00%             | 2044-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 890221                                                         | CUSIP: 31410LAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    317485 | PA      | $326182.38     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA5968                                                         | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4049723 | PA      | $3517045.82    | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K145 X1                   | CUSIP: 3137H7Z22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7961830 | PA      | $153750.90     | 0.00%             | 2032-05-25      | Floating      | 0.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2014-74 FC                                                  | CUSIP: 3136ALXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    481153 | PA      | $475424.69     | 0.00%             | 2044-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                                         | INVITATION HOMES OPERATING PARTNERSHIP LP 4.875000% 02/01/2035                    | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1380973.02    | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841076                                               | CUSIP: 31288QFR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2027783 | PA      | $2013191.17    | 0.02%             | 2048-11-01      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.375000% 09/27/2054                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1004533.72    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                                                          | AUTONATION FINANCE TRUST 2025-1 DRVPNK 2025-1A A3                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1766075.33    | 0.02%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA2633                                                         | CUSIP: 3140W24T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1228210 | PA      | $1122404.42    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MB0024                                                      | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3863292 | PA      | $3780900.67    | 0.04%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC0885                                                        | CUSIP: 3133AJ6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     63530 | PA      | $52513.48      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PUBLIC LIMITED COMPANY                                                                                                  | AIB GROUP PLC MTN 5.871000% 03/28/2035                                            | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | NUSS              | IE        |   2645000 | PA      | $2813005.32    | 0.03%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 4.133000% 10/18/2029                                           | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5141000 | PA      | $5140449.14    | 0.05%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7647                                                         | CUSIP: 3140JCP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2098393 | PA      | $2122888.11    | 0.02%             | 2055-01-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 4.150000% 02/15/2028                                                 | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2271000 | PA      | $2281971.72    | 0.02%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                                                  | DEUTSCHE BANK AG/NEW YORK NY 6.819000% 11/20/2029                                 | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   1445000 | PA      | $1544163.23    | 0.02%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN DC9067                                                         | CUSIP: 3140AXCD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.03          | 0.00%             | 2055-05-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                                                                                       | AMERICAN ASSETS TRUST LP 3.375000% 02/01/2031                                     | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2363625.44    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 562485                                                       | CUSIP: 36213R2S5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     19156 | PA      | $19735.40      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5202 TA                                                    | CUSIP: 3137H63N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2375807 | PA      | $2209232.01    | 0.02%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS8497                                                         | CUSIP: 3140XQNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    951873 | PA      | $872219.30     | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-8 CY                            | CUSIP: 38382MUU1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    491388 | PA      | $494844.71     | 0.01%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.750000% 06/30/2030                                              | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  19244000 | PA      | $19374047.30   | 0.20%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG C01372                                                   | CUSIP: 31292HQZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1846 | PA      | $1917.56       | 0.00%             | 2032-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS6562                                                         | CUSIP: 3138WGJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    123267 | PA      | $116243.96     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                                            | TIME WARNER CABLE LLC 5.875000% 11/15/2040                                        | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   9945000 | PA      | $9238495.56    | 0.09%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-H07 KI                          | CUSIP: 38375BQD7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    156750 | PA      | $13994.92      | 0.00%             | 2062-03-20      | Floating      | 1.37%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4 NRZT 2022-NQM4 A1                   | CUSIP: 64831UAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    951044 | PA      | $948115.65     | 0.01%             | 2062-06-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0424                                                         | CUSIP: 3140XFPJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1014937 | PA      | $880164.50     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-96 FB                                                  | CUSIP: 3136B0AG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1094177 | PA      | $1080745.20    | 0.01%             | 2047-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4210 Z                                                     | CUSIP: 3137B1W73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    540892 | PA      | $462092.14     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS AND ELECTRIC COMPANY                                                                                               | LOUISVILLE GAS AND ELECTRIC CO 5.450000% 04/15/2033                               | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   5295000 | PA      | $5576253.30    | 0.06%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8429                                                      | CUSIP: 36179XLJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1454360 | PA      | $1482157.40    | 0.02%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A52161                                                   | CUSIP: 3128KEMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    130898 | PA      | $137698.78     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841905                                               | CUSIP: 31288RDJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6293350 | PA      | $6379089.55    | 0.07%             | 2055-01-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 995504                                                         | CUSIP: 31416B3M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19142 | PA      | $20210.94      | 0.00%             | 2038-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 1.875000% 02/28/2031                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $5320949.53    | 0.05%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B NAVSL 2021-BA A                  | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    372980 | PA      | $341765.18     | 0.00%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                                                             | AIR LEASE CORP MTN 2.875000% 01/15/2026                                           | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3019000 | PA      | $3013322.23    | 0.03%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9161                                                         | CUSIP: 3140QVFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1687911 | PA      | $1791489.83    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                                                        | AMERICAN TOWER CORP 5.550000% 07/15/2033                                          | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    720000 | PA      | $756258.43     | 0.01%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                                                          | AMERICAN EXPRESS CO 4.918000% 07/20/2033                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2712000 | PA      | $2778219.01    | 0.03%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                                                                  | CIFC FUNDING 2024-II LTD CIFC 2024-2A A1                                          | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2403216.00    | 0.02%             | 2037-04-22      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                                                                                                    | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A3                             | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2960000 | PA      | $2996878.94    | 0.03%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                                               | COMM 2015-CCRE26 MORTGAGE TRUST COMM 2015-CR26 C                                  | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2384000 | PA      | $2249184.80    | 0.02%             | 2048-10-10      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 03/08/2044                     | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1139000 | PA      | $941725.20     | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 1.593000% 05/04/2027                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1503396.07    | 0.02%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1104                                                         | CUSIP: 3140XGGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    420099 | PA      | $365492.14     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-S9 A8                | CUSIP: 92922FEV6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     92229 | PA      | $92049.77      | 0.00%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K142 X1                   | CUSIP: 3137H73R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6779962 | PA      | $115481.74     | 0.00%             | 2032-03-25      | Floating      | 0.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050                                  | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    387000 | PA      | $266360.51     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                                                          | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.950000% 08/15/2035                      | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1909000 | PA      | $1934741.93    | 0.02%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-93 AB                           | CUSIP: 38379XX47<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1519109 | PA      | $1298437.52    | 0.01%             | 2044-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785559                                                      | CUSIP: 3622ABB43<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1263151 | PA      | $1138560.27    | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8968                                                         | CUSIP: 3140XC6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4878133 | PA      | $4528658.47    | 0.05%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.650000% 11/20/2035                                               | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2819939.87    | 0.03%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                                                          | ANGEL OAK MORTGAGE TRUST 2024-13 AOMT 2024-13 A1                                  | CUSIP: 03466PAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7087190 | PA      | $7155455.44    | 0.07%             | 2069-12-26      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                                                                                | BALTIMORE GAS AND ELECTRIC CO 5.450000% 06/01/2035                                | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1597791.02    | 0.02%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                                                                               | NELNET STUDENT LOAN TRUST 2021-C NSLT 2021-CA AFX                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3193016 | PA      | $2993466.80    | 0.03%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                                                     | COLLEGE AVE STUDENT LOANS 2023-A LLC CASL 2023-A A2                               | CUSIP: 193938AB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2004425 | PA      | $2037469.88    | 0.02%             | 2055-05-25      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0470                                                         | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2637027 | PA      | $2395759.61    | 0.02%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US ULTRA BOND CBT MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -157 | NC      | $-18987187.50  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES, INC.                                                                                                           | AMERICAN AIRLINES 2025-1 CLASS A PASS THROUGH TRUS 4.900000% 05/11/2038           | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3189197.72    | 0.03%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4199                                                      | CUSIP: 36179SUY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     55609 | PA      | $57275.66      | 0.00%             | 2047-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-E NAVSL 2020-EA A                  | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    671494 | PA      | $633834.38     | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5473 BF                                                    | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1978418 | PA      | $1981284.68    | 0.02%             | 2054-11-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 5.211000% 12/03/2035                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    695000 | PA      | $717772.14     | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                                                   | VANTAGE DATA CENTERS ISSUER LLC VDC 2021-1A A2                                    | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4610000 | PA      | $4505716.27    | 0.05%             | 2046-10-15      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 4.810000% 10/22/2036                                          | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6490000 | PA      | $6525984.84    | 0.07%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 600713                                                       | CUSIP: 36200GK21<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8182 | PA      | $8383.56       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                                                    | ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A2                               | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3088686 | PA      | $3111859.98    | 0.03%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-24 BC                           | CUSIP: 38382NPQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1238493 | PA      | $986617.41     | 0.01%             | 2051-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2019-AFC1 TRUST CSMC 2019-AFC1 A1                                            | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    417214 | PA      | $403896.61     | 0.00%             | 2049-07-25      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 5.288000% 04/25/2034                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8275000 | PA      | $8622043.49    | 0.09%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA9301                                                      | CUSIP: 36179YKN3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1646700 | PA      | $1523448.22    | 0.02%             | 2053-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM5783                                                         | CUSIP: 3140X9M93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    398367 | PA      | $380734.05     | 0.00%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0447                                                        | CUSIP: 3132D9P81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     84335 | PA      | $74061.24      | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO MTN 2.393000% 06/02/2028                                         | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2546425.33    | 0.03%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q44452                                                   | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     86975 | PA      | $79509.65      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR3286                                                         | CUSIP: 3140L1UL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    257949 | PA      | $214414.75     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 BP1928                                                      | CUSIP: 3617L8D95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    297945 | PA      | $270330.55     | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 5.250000% 06/15/2049                                                      | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1093951.84    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4709 FA                                                    | CUSIP: 3137FAN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    575280 | PA      | $568430.97     | 0.01%             | 2047-08-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                                                               | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2025-2A A                               | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4391000 | PA      | $4455980.65    | 0.05%             | 2030-03-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                                                      | DELL EQUIPMENT FINANCE TRUST 2025-1 DEFT 2025-1 A3                                | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5035000 | PA      | $5079697.71    | 0.05%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4030 HS                                                    | CUSIP: 3137APLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     18856 | PA      | $2168.26       | 0.00%             | 2042-04-15      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                                                                     | PEPSICO INC 4.300000% 07/23/2030                                                  | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1297845.44    | 0.01%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 5.550000% 06/01/2031                                              | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1924265.90    | 0.02%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2023-2 CI                                                   | CUSIP: 3136BPUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4292988 | PA      | $524522.84     | 0.01%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                                                                                  | HESS CORP 6.000000% 01/15/2040                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   8940000 | PA      | $9788396.52    | 0.10%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                                                                     | FREDDIE MAC STACR REMIC TRUST 2022-DNA3 STACR 2022-DNA3 M1B                       | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2850000 | PA      | $2925384.78    | 0.03%             | 2042-04-25      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                                                                        | SIMON PROPERTY GROUP LP 4.750000% 09/26/2034                                      | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2250952.65    | 0.02%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G NAVSL 2020-GA A                  | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750655 | PA      | $707525.07     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1520 X1                 | CUSIP: 3137FYTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4943919 | PA      | $167605.77     | 0.00%             | 2036-02-25      | Floating      | 0.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3975 FA                                                    | CUSIP: 3137AK4K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    363406 | PA      | $361336.63     | 0.00%             | 2041-12-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA0968                                                         | CUSIP: 31418ACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19543 | PA      | $19723.01      | 0.00%             | 2031-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB7617                                                        | CUSIP: 3133AEPA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     31765 | PA      | $27549.54      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                                                | BOEING CO/THE 2.196000% 02/04/2026                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2634363.08    | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV4185                                                         | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    660850 | PA      | $571527.19     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 4.875000% 11/15/2035                                           | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3206000 | PA      | $3240747.17    | 0.03%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QI4755                                                        | CUSIP: 3133WBH82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    991925 | PA      | $1013515.42    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD3722                                                        | CUSIP: 3132E0D33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    292670 | PA      | $295577.52     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA0939                                                         | CUSIP: 31418ABH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     64534 | PA      | $65055.30      | 0.00%             | 2031-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 6.550000% 12/01/2033                                           | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2150977.28    | 0.02%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE INTEREST STRIP FNS 323 16                                              | CUSIP: 3136FANH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     38875 | PA      | $3401.19       | 0.00%             | 2032-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 605731                                                       | CUSIP: 36200N4Q1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12359 | PA      | $12547.42      | 0.00%             | 2034-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-4 NS                            | CUSIP: 38376T3G5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1624865 | PA      | $200607.28     | 0.00%             | 2040-01-16      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD6300                                                        | CUSIP: 3132DT7M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1637399 | PA      | $1711403.49    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                                                              | VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.875000% 02/15/2029                   | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    575000 | PA      | $563568.98     | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                                                    | MORGAN STANLEY CAPITAL I TRUST 2020-HR8 MSC 2020-HR8 A3                           | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    906788 | PA      | $822527.01     | 0.01%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-50 CA                           | CUSIP: 38383PLD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3783242 | PA      | $3458826.85    | 0.04%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1844                                                        | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4741237 | PA      | $4241202.92    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA9004                                                      | CUSIP: 36179YAD6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1428729 | PA      | $1419822.96    | 0.01%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                                                                           | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THR SASC 2003-37A 2A               | CUSIP: 86359BBS9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12387 | PA      | $12176.37      | 0.00%             | 2033-12-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8193                                                        | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9266774 | PA      | $7586468.19    | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB6540                                                         | CUSIP: 3140QSHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1065083 | PA      | $1106038.66    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                                                          | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2025-A3 A                                     | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6912000 | PA      | $6938307.07    | 0.07%             | 2031-11-17      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.750000% 03/15/2034           | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   2582000 | PA      | $2865761.80    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-1 FA                                                   | CUSIP: 3136B0WX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    365162 | PA      | $360838.69     | 0.00%             | 2048-02-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8227                                                        | CUSIP: 3132DWD83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3635631 | PA      | $3484390.56    | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 554974                                                       | CUSIP: 36213HQ36<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        68 | PA      | $68.01         | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786980                                                      | CUSIP: 3622ACUD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  10461849 | PA      | $9397040.96    | 0.10%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 5.300000% 05/15/2065                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1225130.58    | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-225 YC                          | CUSIP: 38383FZF3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    790859 | PA      | $685958.10     | 0.01%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786726                                                      | CUSIP: 3622ACLF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2514874 | PA      | $2061509.08    | 0.02%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD4709                                                        | CUSIP: 3132DSGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2275746 | PA      | $2337081.40    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                                                                    | JOHN DEERE CAPITAL CORP 4.500000% 01/08/2027                                      | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2312445.40    | 0.02%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC1398                                                         | CUSIP: 3140Y7RU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2508953 | PA      | $2628249.57    | 0.03%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                                                         | DELL INTERNATIONAL LLC / EMC CORP 4.500000% 02/15/2031                            | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4700423.14    | 0.05%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                                                           | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.125000% 03/15/2053                       | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1330803.69    | 0.01%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD5438                                                        | CUSIP: 3132DTBF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4051699 | PA      | $4204278.72    | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS TRUST 2015-SRCH BBCMS 2015-SRCH A1                                          | CUSIP: 05547HAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    545092 | PA      | $537326.19     | 0.01%             | 2035-08-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QF5465                                                        | CUSIP: 3133BTCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    369640 | PA      | $370204.14     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                                                        | JP MORGAN MORTGAGE TRUST 2025-CCM1 JPMMT 2025-CCM1 A4                             | CUSIP: 46593MAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3373601 | PA      | $3396881.61    | 0.03%             | 2055-06-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                                                                                       | MERCURY GENERAL CORP 4.400000% 03/15/2027                                         | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1717878.83    | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-64 BC                                                  | CUSIP: 3136ATUD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1057959 | PA      | $996376.89     | 0.01%             | 2046-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                                                       | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR  | CUSIP: 64972JPT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $656613.18     | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                                                          | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.150000% 03/01/2034                      | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6205044.48    | 0.06%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                                                                              | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 MBART 2022-1 A4                       | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1834000 | PA      | $1852856.09    | 0.02%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 7.081000% 08/02/2053                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $554827.91     | 0.01%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 3.557000% 08/15/2027                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    259000 | PA      | $256499.74     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP MTN 2.972000% 02/04/2033                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    705000 | PA      | $648051.93     | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                                                                           | REPUBLIC SERVICES INC 1.450000% 02/15/2031                                        | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    705000 | PA      | $616786.73     | 0.01%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                                                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GMALT 2023-3 A4                      | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    477232 | PA      | $477544.61     | 0.00%             | 2027-08-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| KENTUCKY UTILITIES COMPANY                                                                                                        | KENTUCKY UTILITIES CO 5.850000% 08/15/2055                                        | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1824081.70    | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4091 MX                                                    | CUSIP: 3137ATFL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    677210 | PA      | $642782.86     | 0.01%             | 2042-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV4575                                                         | CUSIP: 3140MJCM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    773848 | PA      | $718535.62     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0526C7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8900000 | PA      | $8987911.09    | 0.09%             | 2055-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                                                    | SYNOPSYS INC 5.000000% 04/01/2032                                                 | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1549162.18    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                                                                                              | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1 DRMT 2022-1 A1                        | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1792113 | PA      | $1659494.86    | 0.02%             | 2067-01-25      | Floating      | 2.21%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.950000% 03/15/2031                                                   | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1439831.75    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0191                                                         | CUSIP: 3140XFF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    289322 | PA      | $250902.12     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA                                                                             | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 3.300000% 05/15/2050           | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $1642405.82    | 0.02%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2762                                                        | CUSIP: 3132DQB70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    630529 | PA      | $644799.91     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.750000% 06/30/2027                                              | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  22150000 | PA      | $22217488.39   | 0.23%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6756                                                      | CUSIP: 36179VQH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9178844 | PA      | $7844584.88    | 0.08%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                                                     | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                        | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    281977 | PA      | $271411.45     | 0.00%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7172                                                         | CUSIP: 3140JB6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8548439 | PA      | $8666576.59    | 0.09%             | 2053-04-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR3257                                                         | CUSIP: 3140L1TP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    350754 | PA      | $289190.14     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                                                                                                   | M&T BANK AUTO RECEIVABLES TRUST 2025-1 MTBAT 2025-1A A3                           | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4380000 | PA      | $4439056.85    | 0.05%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                                                                            | UNION ELECTRIC CO 5.200000% 04/01/2034                                            | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   4065000 | PA      | $4213005.55    | 0.04%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 608376                                                       | CUSIP: 36202S2H0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3487 | PA      | $3524.27       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                                                      | BRISTOL-MYERS SQUIBB CO 5.750000% 02/01/2031                                      | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    535000 | PA      | $573960.54     | 0.01%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2013-9 CB                                                   | CUSIP: 3136ABQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    407328 | PA      | $422453.71     | 0.00%             | 2042-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                                                       | EQUINOR ASA 4.500000% 09/03/2030                                                  | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    800000 | PA      | $814916.69     | 0.01%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4000                                                         | CUSIP: 3140XKNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    392030 | PA      | $413745.44     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC0160                                                        | CUSIP: 3133AJE90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    157431 | PA      | $130889.69     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD7593                                                        | CUSIP: 3133B5NJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    129811 | PA      | $121635.93     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2023-38 FD                                                  | CUSIP: 3136BQHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    499848 | PA      | $492601.34     | 0.01%             | 2039-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 CW                           | CUSIP: 38382NLJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    699079 | PA      | $704252.24     | 0.01%             | 2051-02-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                                                                          | SOUTHERN CO GAS CAPITAL CORP 4.950000% 09/15/2034                                 | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   6695000 | PA      | $6746637.87    | 0.07%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                                                              | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.125000% 08/15/2030                   | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1523150.01    | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2025-A SMB 2025-A A1A                            | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2336418 | PA      | $2377664.57    | 0.02%             | 2054-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                                                   | AVOLON HOLDINGS FUNDING LTD 144A 3.250000% 02/15/2027                             | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    400000 | PA      | $394971.01     | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 4.892000% 09/15/2036                                             | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1615765.92    | 0.02%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2023-6 A                                                | CUSIP: 92348VAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4885000 | PA      | $5067871.44    | 0.05%             | 2031-09-22      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.500000% 05/14/2035                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2416145.38    | 0.02%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08849                                                   | CUSIP: 3128MJ5K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    397505 | PA      | $403719.58     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                                                             | ELI LILLY & CO 5.500000% 02/12/2055                                               | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1095895.93    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 4978                                                        | CUSIP: 36202FQ74<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    903790 | PA      | $913599.72     | 0.01%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2023-14 EJ                                                  | CUSIP: 3136BPL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1151130 | PA      | $1087616.41    | 0.01%             | 2049-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8C1073                                               | CUSIP: 3142BBFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3300775 | PA      | $3355388.37    | 0.03%             | 2055-07-01      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3276                                                         | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1500265 | PA      | $1411510.05    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4570                                                         | CUSIP: 3140XLCG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    329986 | PA      | $339956.10     | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-67 FB                                                  | CUSIP: 3136B64V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    550540 | PA      | $543765.06     | 0.01%             | 2049-11-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO MTN 5.013000% 04/04/2051                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3492310.11    | 0.04%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0998                                                        | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1140679 | PA      | $986464.59     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                                                                           | MF1 2025-FL17 LLC MF1 2025-FL17 A                                                 | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3915000 | PA      | $3915794.75    | 0.04%             | 2040-02-18      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0983                                                         | CUSIP: 3140QLCV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3192051 | PA      | $2793342.57    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4837                                                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2369922 | PA      | $2222199.32    | 0.02%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                                               | HERTZ VEHICLE FINANCING III LLC HERTZ 2025-6A A                                   | CUSIP: 42806MDQ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5600000 | PA      | $5595141.29    | 0.06%             | 2032-05-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                                                    | HYUNDAI AUTO RECEIVABLES TRUST 2022-A HART 2022-A A4                              | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    431306 | PA      | $430161.19     | 0.00%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 80968                                                       | CUSIP: 36225DCE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1999 | PA      | $2030.54       | 0.00%             | 2034-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                                                                                | INTERSTATE POWER AND LIGHT CO 5.700000% 10/15/2033                                | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   4335000 | PA      | $4587911.31    | 0.05%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                                                | ALTRIA GROUP INC 5.250000% 08/06/2035                                             | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4130000 | PA      | $4206363.37    | 0.04%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                                                                       | PFIZER INC 4.875000% 11/15/2035                                                   | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1141488.39    | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG C41495                                                   | CUSIP: 31297YUU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1911 | PA      | $1940.11       | 0.00%             | 2030-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                                                      | NORTHROP GRUMMAN CORP 5.250000% 05/01/2050                                        | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3489664.14    | 0.04%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                                                              | ROCHE HOLDINGS INC 144A 4.374000% 12/02/2032                                      | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   2454000 | PA      | $2463948.79    | 0.03%             | 2032-12-02      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9350                                                         | CUSIP: 3140QVL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1170023 | PA      | $1241822.21    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                                                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.950000% 09/10/2034           | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   5500000 | PA      | $5499695.36    | 0.06%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 573845                                                       | CUSIP: 36200VP64<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10331 | PA      | $10808.18      | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM4311                                                         | CUSIP: 3140X7YH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    278007 | PA      | $250516.20     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QA6963                                                        | CUSIP: 3133A1WY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1058565 | PA      | $955816.65     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                                                 | ENTERPRISE PRODUCTS OPERATING LLC 7.550000% 04/15/2038                            | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $73075.67      | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7552                                                        | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  21219367 | PA      | $18414841.18   | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4837                                                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8343186 | PA      | $7823137.33    | 0.08%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                                                        | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2024-3 A1                        | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   4599000 | PA      | $4624683.12    | 0.05%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1603                                                         | CUSIP: 3140XGX95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    302738 | PA      | $282414.66     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4158                                                         | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5678479 | PA      | $4656392.80    | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD3171                                                        | CUSIP: 3132DQQY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    405753 | PA      | $416045.99     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 577784                                                       | CUSIP: 36201A2R8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       220 | PA      | $224.76        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                                               | COMCAST CORP 5.350000% 05/15/2053                                                 | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    622000 | PA      | $573385.21     | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                                                                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   4801000 | PA      | $4797520.67    | 0.05%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                                                                   | STATE OF ISRAEL 3.875000% 07/03/2050                                              | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1383000 | PA      | $1023376.30    | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS0070                                                         | CUSIP: 3138W9CG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    104274 | PA      | $102061.22     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-78 HW                           | CUSIP: 38383RWC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    952000 | PA      | $775399.53     | 0.01%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                                                                 | MORGAN STANLEY PRIVATE BANK NA 4.465000% 11/19/2031                               | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  10888000 | PA      | $10947549.85   | 0.11%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8220                                                        | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  22447788 | PA      | $19981626.68   | 0.20%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                                             | FOUNDRY JV HOLDCO LLC 144A 6.300000% 01/25/2039                                   | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    534000 | PA      | $573393.20     | 0.01%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2008-7 SLMA 2008-7 B                                       | CUSIP: 78445FAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1143964.55    | 0.01%             | 2083-07-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 5.133000% 11/06/2036                                            | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   2188000 | PA      | $2207690.14    | 0.02%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 2.545000% 11/08/2032                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    690000 | PA      | $624678.98     | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2670                                                         | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1015113 | PA      | $924509.58     | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.218000% 04/23/2031                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4869342.46    | 0.05%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 4.625000% 03/22/2033                                             | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $5989865.64    | 0.06%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA ALTERNATIVE LOAN TRUST                                                                                            | BANC OF AMERICA ALTERNATIVE LOAN TRUST 2007-1 BOAA 2007-1 2A1                     | CUSIP: 059496AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     29533 | PA      | $26477.80      | 0.00%             | 2037-04-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2007-68 SC                                                  | CUSIP: 31396WJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     53806 | PA      | $6086.59       | 0.00%             | 2037-07-25      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2021-65 JA                                                  | CUSIP: 3136BG4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    419711 | PA      | $381274.21     | 0.00%             | 2046-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                                                           | CANADIAN IMPERIAL BANK OF COMMERCE 4.243000% 09/08/2028                           | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |   2816000 | PA      | $2822960.59    | 0.03%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-82 FE                                                  | CUSIP: 3136AUBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1683601 | PA      | $1671860.91    | 0.02%             | 2046-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM6912                                                         | CUSIP: 3140JBVE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    241167 | PA      | $199910.74     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE-ACES FNA 2019-M4 A2                                                    | CUSIP: 3136B35Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    279721 | PA      | $273974.84     | 0.00%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2023-37 FH                                                  | CUSIP: 3136BQEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1994238 | PA      | $1968641.17    | 0.02%             | 2050-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7170                                                         | CUSIP: 3140XN6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    682430 | PA      | $602698.03     | 0.01%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4205 PA                                                    | CUSIP: 3137B26P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    441392 | PA      | $390911.88     | 0.00%             | 2043-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA2234                                                         | CUSIP: 3140W2PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11429580 | PA      | $11759209.92   | 0.12%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AW1555                                                         | CUSIP: 3138XQWR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12278 | PA      | $12443.51      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 09/30/2027                                              | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  76810000 | PA      | $76788997.07   | 0.78%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA4757                                                        | CUSIP: 3133KLJA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    400408 | PA      | $335609.44     | 0.00%             | 2046-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 918834                                                         | CUSIP: 31411YY72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       863 | PA      | $894.77        | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18476000 | PA      | $13156211.05   | 0.13%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8694                                                         | CUSIP: 3140XCUU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4978210 | PA      | $4332711.12    | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                                                             | DELTA AIR LINES INC 5.250000% 07/10/2030                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   4176000 | PA      | $4287279.42    | 0.04%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                                                                                | BERRY GLOBAL INC 144A 4.875000% 07/15/2026                                        | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1522390.65    | 0.02%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                                                               | SUMITOMO MITSUI TRUST BANK LTD MTN 4.350000% 09/11/2030                           | CUSIP: 86563VCF4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | NUSS              | JP        |    544000 | PA      | $548045.27     | 0.01%             | 2030-09-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 5.250000% 06/15/2026                                                      | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2016547.54    | 0.02%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 570741                                                       | CUSIP: 36200SBJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3692 | PA      | $3821.27       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB0714                                                        | CUSIP: 3133KTYK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    792087 | PA      | $696586.37     | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCMS MTG TR                                                                                                                       | SANTANDER COMMERCIAL MORTGAGE SECURITIES LLC SCMS 2025-BNC1 A2                    | CUSIP: 78398LAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4770000 | PA      | $4769995.23    | 0.05%             | 2028-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 2.687000% 04/22/2032                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    510000 | PA      | $469536.82     | 0.00%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                                                       | TRUIST BANK 4.420000% 07/24/2028                                                  | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3107000 | PA      | $3121987.05    | 0.03%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5077                                                      | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4086882 | PA      | $3817360.06    | 0.04%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2025-C35 BBCMS 2025-C35 A5                                   | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    664000 | PA      | $705800.00     | 0.01%             | 2058-07-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC6303                                                        | CUSIP: 3133ARAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    219614 | PA      | $182746.89     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                                                   | SANTANDER UK GROUP HOLDINGS PLC 2.469000% 01/11/2028                              | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    370000 | PA      | $362719.20     | 0.00%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4805                                                         | CUSIP: 3140XLKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    370781 | PA      | $378404.60     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                                                | BOEING CO/THE 5.805000% 05/01/2050                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1603322.38    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $2000496.42    | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-169 IO                          | CUSIP: 38381DY87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2805125 | PA      | $231248.90     | 0.00%             | 2061-06-16      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 5.125000% 07/20/2045                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    829000 | PA      | $759307.35     | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-43 CT                                                  | CUSIP: 3136B1Z72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    868442 | PA      | $791161.61     | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G05713                                                   | CUSIP: 3128M7VE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     49532 | PA      | $51472.36      | 0.00%             | 2035-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL3508                                                         | CUSIP: 3138EK3S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68583 | PA      | $67311.24      | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                                                                           | STRUCTURED ASSET SECURITIES CORP PASS-THROUGH CERT SASC 2002-AL1 A2               | CUSIP: 86358RXY8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1962 | PA      | $1660.75       | 0.00%             | 2032-02-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785359                                                      | CUSIP: 3622AAZY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1078551 | PA      | $894144.27     | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2014-USA OA LLC CSMC 2014-USA A2                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $924832.40     | 0.01%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-1 GC                            | CUSIP: 38385CKW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  20601398 | PA      | $20016456.53   | 0.20%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4128                                                         | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3480830 | PA      | $3103392.70    | 0.03%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2003-7 SLMA 2003-7A A5A                                    | CUSIP: 78442GHH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1457985 | PA      | $1432632.29    | 0.01%             | 2033-12-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                                                                                    | AUTOZONE INC 5.125000% 06/15/2030                                                 | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2365174.59    | 0.02%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                                                       | LOCKHEED MARTIN CORP 4.500000% 05/15/2036                                         | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    685000 | PA      | $676878.77     | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5008                                                         | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7529139 | PA      | $7401405.72    | 0.08%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4599                                                         | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12009899 | PA      | $10692648.83   | 0.11%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC STRIPS FHS 264 30                                                     | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1230031 | PA      | $1143768.35    | 0.01%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG U99045                                                   | CUSIP: 3132H7BP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    366509 | PA      | $350468.98     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA4819                                                         | CUSIP: 3140QCK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    118115 | PA      | $114145.42     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                                                              | DTE ELECTRIC CO 3.650000% 03/01/2052                                              | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    546000 | PA      | $411721.93     | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QG7311                                                        | CUSIP: 3133C8DQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    225304 | PA      | $230349.76     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8025                                                         | CUSIP: 3140XB4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4120228 | PA      | $3595374.15    | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5107                                                         | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7248982 | PA      | $7355767.51    | 0.08%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC7411                                                        | CUSIP: 3133ASGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    224417 | PA      | $194786.53     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 553235                                                       | CUSIP: 36213FSY0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6229 | PA      | $6417.17       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 253841                                                         | CUSIP: 31371J5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1750 | PA      | $1815.82       | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.850000% 12/01/2035           | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1743955.59    | 0.02%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7560                                                        | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1539452 | PA      | $1490988.08    | 0.02%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0526C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  57900000 | PA      | $58629889.14   | 0.60%             | 2055-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7136                                                      | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    808261 | PA      | $702271.99     | 0.01%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-24 AH                           | CUSIP: 38383FX73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    398099 | PA      | $347217.93     | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 3.900000% 05/15/2035                                                  | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4861503.13    | 0.05%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A NAVSL 2022-A A                   | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1316914 | PA      | $1209430.66    | 0.01%             | 2070-07-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV4128                                                         | CUSIP: 3140MHSS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4540481 | PA      | $3718586.63    | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                                                          | STATE STREET CORP 4.729000% 02/28/2030                                            | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3713000 | PA      | $3808315.35    | 0.04%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM3002                                                         | CUSIP: 3140X6KQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    318234 | PA      | $318568.13     | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE INTEREST STRIP FNS 426 C44                                             | CUSIP: 31422M2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  17488824 | PA      | $2217207.57    | 0.02%             | 2052-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                                                          | BENCHMARK 2021-B31 MORTGAGE TRUST BMARK 2021-B31 A5                               | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2220000 | PA      | $1992058.84    | 0.02%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS8299                                                         | CUSIP: 3138WJGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    194067 | PA      | $178299.78     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RC2401                                                        | CUSIP: 3133L8U29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5967601 | PA      | $5559988.51    | 0.06%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1806                                                        | CUSIP: 31427PAG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7456697 | PA      | $7703591.83    | 0.08%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2591                                                        | CUSIP: 3132DP2Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    785339 | PA      | $792246.83     | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8286                                                        | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8204311 | PA      | $7859617.08    | 0.08%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2024-7 A                                                | CUSIP: 92348KDJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6087000 | PA      | $6154127.44    | 0.06%             | 2032-08-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM9263                                                         | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2611579 | PA      | $2310769.67    | 0.02%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FWDP 5Y RTP 4.220000 27-FEB-2026                                                                                                  | FWDP 5Y RTP 4.220000 27-FEB-2026 EXPIRATION: 27-FEB-2026                          | CUSIP: SWP2852H3<br>LEI: N/A                  | N/A              | DIR              |  | US        |  58177000 | NC      | $4952.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 784674                                                      | CUSIP: 3622AACK8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2406605 | PA      | $2238441.23    | 0.02%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08741                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2307534 | PA      | $2101906.79    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.016000% 10/23/2035                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1569030.45    | 0.02%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 4.400000% 02/12/2052                                        | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1156000 | PA      | $851740.80     | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT2371                                                         | CUSIP: 3140LQT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4122790 | PA      | $3415222.42    | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 7.250000% 11/15/2053           | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1785000 | PA      | $2032058.28    | 0.02%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                                                  | PHILIP MORRIS INTERNATIONAL INC 5.375000% 02/15/2033                              | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3144522.84    | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 2.561000% 05/01/2032                                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    109000 | PA      | $99180.53      | 0.00%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                                                    | SYNOPSYS INC 4.650000% 04/01/2028                                                 | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1337648.86    | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US 5YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1609 | NC      | $176612890.60  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4059 FP                                                    | CUSIP: 3137AQZV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    537594 | PA      | $532837.55     | 0.01%             | 2042-06-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 BI3168                                                      | CUSIP: 3617HCQV8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     26890 | PA      | $27126.84      | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4753 BD                                                    | CUSIP: 3137FDV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    677585 | PA      | $618458.80     | 0.01%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZT2266                                                        | CUSIP: 3132AEQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1613419 | PA      | $1497831.70    | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8685                                                         | CUSIP: 3140XCUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    129839 | PA      | $115954.69     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-7 IO                            | CUSIP: 38379U4A1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6004250 | PA      | $167597.83     | 0.00%             | 2058-12-16      | Floating      | 0.54%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                                                                       | PFIZER INC 2.625000% 04/01/2030                                                   | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    720000 | PA      | $680983.96     | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 5.500000% 07/15/2044                                       | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $1065302.35    | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB8708                                                         | CUSIP: 3140QUVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1316502 | PA      | $1375770.52    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                                                                         | DLLAD 2025-1 LLC DLLAD 2025-1A A2                                                 | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1335000 | PA      | $1341784.47    | 0.01%             | 2028-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                                                                  | WISCONSIN ELECTRIC POWER CO 1.700000% 06/15/2028                                  | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    670000 | PA      | $635454.21     | 0.01%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4306                                                         | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  16391944 | PA      | $14053919.30   | 0.14%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL2020                                                        | CUSIP: 31427PG65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2707778 | PA      | $2473364.88    | 0.03%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE EAST OHIO GAS COMPANY                                                                                                         | EAST OHIO GAS CO/THE 144A 2.000000% 06/15/2030                                    | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2145669.24    | 0.02%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA5746                                                         | CUSIP: 3140QDL44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    876283 | PA      | $818228.14     | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                                                           | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025-3 A4                                    | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1715000 | PA      | $1737128.82    | 0.02%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-14 IO                           | CUSIP: 38380RRU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5107018 | PA      | $474620.69     | 0.00%             | 2063-06-16      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM9365                                                         | CUSIP: 3140XDMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    394771 | PA      | $357758.85     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                                                      | FORD CREDIT AUTO OWNER TRUST 2024-D FORDO 2024-D A3                               | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    914000 | PA      | $924002.36     | 0.01%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-189 PT                          | CUSIP: 38383LDU1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1358926 | PA      | $1152433.15    | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1019                                                        | CUSIP: 31427NDZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2174744 | PA      | $1986475.63    | 0.02%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 5.450000% 11/15/2055                                                 | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1834877.71    | 0.02%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                                                               | CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 CAS 2021-R01 1M2                     | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    536658 | PA      | $537486.35     | 0.01%             | 2041-10-25      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZT1257                                                        | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    245516 | PA      | $228171.00     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.000000% 08/15/2048                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16723000 | PA      | $12708173.60   | 0.13%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA2047                                                         | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    306193 | PA      | $305126.64     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AAMES MORTGAGE TRUST                                                                                                              | AAMES MORTGAGE TRUST 2002-1 AMT 2002-1 A3                                         | CUSIP: 00253CHQ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8649 | PA      | $8543.54       | 0.00%             | 2032-06-25      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                                                       | OCCU AUTO RECEIVABLES TRUST 2023-1 OCCU 2023-1A A3                                | CUSIP: 674921AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1062952 | PA      | $1069613.55    | 0.01%             | 2028-06-15      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                                                                              | FS KKR CAPITAL CORP 6.125000% 01/15/2030                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2623000 | PA      | $2606548.88    | 0.03%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A B                              | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2233585 | PA      | $2183804.48    | 0.02%             | 2053-01-15      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| SLM PRIVATE EDUCATION LOAN TRUST                                                                                                  | SLM PRIVATE EDUCATION LOAN TRUST 2010-C SLMA 2010-C A5                            | CUSIP: 78445QAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1021607 | PA      | $1073882.73    | 0.01%             | 2041-10-15      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3649546.43    | 0.04%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                                                                     | CONSOLIDATED EDISON CO OF NEW YORK INC 3.350000% 04/01/2030                       | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252246.39     | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8079                                                        | CUSIP: 3132DV6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  18265785 | PA      | $14981869.36   | 0.15%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2672                                                         | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    756307 | PA      | $724141.89     | 0.01%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0357                                                         | CUSIP: 3140XFMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     62122 | PA      | $56672.70      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K133 X1                   | CUSIP: 3137H4BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  15549783 | PA      | $271642.27     | 0.00%             | 2031-09-25      | Floating      | 0.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 844773                                                         | CUSIP: 31407YQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6658 | PA      | $6780.49       | 0.00%             | 2035-12-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                                                                                      | CADENCE DESIGN SYSTEMS INC 4.300000% 09/10/2029                                   | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   3852000 | PA      | $3871528.25    | 0.04%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-205 A                           | CUSIP: 38383HAG4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1711498 | PA      | $1380055.12    | 0.01%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP MTN 2.087000% 06/14/2029                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9450000 | PA      | $9010826.37    | 0.09%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                                                  | PARAMOUNT GLOBAL 6.875000% 04/30/2036                                             | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3175013.32    | 0.03%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 564704                                                       | CUSIP: 36213UKR0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     32427 | PA      | $33501.48      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO LTD                                                                                                                  | TRESTLES CLO VII LTD TREST 2024-7A A1                                             | CUSIP: 89532XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2180000 | PA      | $2183479.28    | 0.02%             | 2037-10-25      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                                                                   | CSAIL 2017-CX9 COMMERCIAL MORTGAGE TRUST CSAIL 2017-CX9 A5                        | CUSIP: 12595FAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4380000 | PA      | $4272683.87    | 0.04%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4836                                                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1476944 | PA      | $1347189.80    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                                                                          | SOUTHERN CO GAS CAPITAL CORP 3.250000% 06/15/2026                                 | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1543156.73    | 0.02%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                                                                                      | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2004-A4 A2                | CUSIP: 59020ULR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     15203 | PA      | $14474.10      | 0.00%             | 2034-08-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA2374                                                      | CUSIP: 36179QT76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10517 | PA      | $10793.46      | 0.00%             | 2044-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.500000% 12/01/2052           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1183000 | PA      | $1236140.90    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786835                                                      | CUSIP: 3622ACPU8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    813250 | PA      | $829311.08     | 0.01%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                                                               | CNH EQUIPMENT TRUST 2022-B CNH 2022-B A3                                          | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    563130 | PA      | $562606.59     | 0.01%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                                                          | GS MORTGAGE SECURITIES CORP TRUST 2023-SHIP GSMS 2023-SHIP A                      | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2600000 | PA      | $2595327.80    | 0.03%             | 2038-09-10      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                                                       | HUDSON YARDS 2019-55HY MORTGAGE TRUST HY 2019-55HY A                              | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1995000 | PA      | $1883242.29    | 0.02%             | 2041-12-10      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                                                      | BX TRUST 2025-VOLT BX 2025-VOLT A                                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3123000 | PA      | $3121048.13    | 0.03%             | 2044-12-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                                                              | SIEMENS FUNDING BV 144A 5.200000% 05/28/2035                                      | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |    990000 | PA      | $1031822.84    | 0.01%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2015-39 LZ                                                  | CUSIP: 3136ANE86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     38355 | PA      | $34802.99      | 0.00%             | 2045-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS6541                                                         | CUSIP: 3138WGHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    158259 | PA      | $150427.61     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                                                  | DEUTSCHE BANK AG/NEW YORK NY 4.999000% 09/11/2030                                 | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   1695000 | PA      | $1724010.70    | 0.02%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1112                                                         | CUSIP: 3140XGGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1856085 | PA      | $1552131.74    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINGS PARK CLO                                                                                                                    | KINGS PARK CLO LTD KINGP 2021-1A A                                                | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    710000 | PA      | $709822.50     | 0.01%             | 2035-01-21      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-146 EI                          | CUSIP: 38378AMF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     17916 | PA      | $2933.50       | 0.00%             | 2041-11-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.000000% 02/15/2049                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60750000 | PA      | $45958798.98   | 0.47%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5306                                                         | CUSIP: 3140XL3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    551438 | PA      | $574871.37     | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.750000% 10/31/2032                                              | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  78294000 | PA      | $78110498.44   | 0.80%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 5.700000% 11/01/2054                                                     | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4431797.31    | 0.05%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                                                                               | ENTERGY CORP 6.100000% 06/15/2056                                                 | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3626445.10    | 0.04%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 11/15/2028                                              | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 134830000 | PA      | $134861601.50  | 1.38%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 627116                                                         | CUSIP: 31389JVH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1368 | PA      | $1408.93       | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TRUST                                                                                                          | KGS-ALPHA SBA COOF TRUST 2014-2 KSBA 2014-2 A                                     | CUSIP: 48249GAA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     28134 | PA      | $1790.06       | 0.00%             | 2040-04-25      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1074                                                         | CUSIP: 3140XGFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4353837 | PA      | $3946700.67    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 783094                                                       | CUSIP: 36241LNK8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7815 | PA      | $8129.21       | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 467736                                                       | CUSIP: 36209CSZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       155 | PA      | $155.48        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                                                    | CHARLES SCHWAB CORP/THE 4.343000% 11/14/2031                                      | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4333000 | PA      | $4344233.91    | 0.04%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                                            | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3 SDART 2025-3 A3                     | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2779000 | PA      | $2791022.51    | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-8 AQ                            | CUSIP: 38382MTZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    126689 | PA      | $127422.41     | 0.00%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS8469                                                         | CUSIP: 3140XQMT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2770506 | PA      | $2836124.13    | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                                                              | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1 TALNT 2023-1A A                       | CUSIP: 89231WAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7905000 | PA      | $8088808.64    | 0.08%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0406C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  15825000 | PA      | $15070712.29   | 0.15%             | 2055-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G06012                                                   | CUSIP: 3128M8AM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2343387 | PA      | $2313703.18    | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                                                          | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 AS                               | CUSIP: 08163RBT2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1015000 | PA      | $960950.44     | 0.01%             | 2055-05-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                                               | VIRGINIA ELECTRIC AND POWER CO 4.650000% 08/15/2043                               | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1818787.50    | 0.02%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2707                                                         | CUSIP: 3140XJAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    994024 | PA      | $927114.20     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6287                                                      | CUSIP: 36179U6Y3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    144358 | PA      | $146921.05     | 0.00%             | 2049-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                                                                       | PFIZER INC 4.200000% 11/15/2030                                                   | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2679000 | PA      | $2691823.17    | 0.03%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.125000% 08/31/2030                                              | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  18158000 | PA      | $18567973.50   | 0.19%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                                                        | CHL MORTGAGE PASS-THROUGH TRUST 2004-14 CWHL 2004-14 4A1                          | CUSIP: 12669FT52<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     57917 | PA      | $54736.25      | 0.00%             | 2034-08-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0408                                                         | CUSIP: 3140XFN23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    274209 | PA      | $248190.43     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                                                                                                       | VOLKSWAGEN AUTO LEASE TRUST 2025-B VWALT 2025-B A3                                | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5337000 | PA      | $5349390.91    | 0.05%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                                                       | ONEOK INC 5.700000% 11/01/2054                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1881151.67    | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                                                                                                       | ARES MANAGEMENT CORP 5.600000% 10/11/2054                                         | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1316800.93    | 0.01%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7989                                                      | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2103222 | PA      | $1945271.78    | 0.02%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 4.939000% 10/21/2036                                  | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2754000 | PA      | $2764256.53    | 0.03%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 483866                                                       | CUSIP: 36209WQT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        41 | PA      | $41.05         | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT9653                                                         | CUSIP: 3138WXWP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    252045 | PA      | $247423.04     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.750000% 08/15/2055                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45625000 | PA      | $46195312.50   | 0.47%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.800000% 09/26/2032                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5120000 | PA      | $5033493.66    | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5070 DI                                                    | CUSIP: 3137F9WP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4623451 | PA      | $935979.75     | 0.01%             | 2051-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 577617                                                       | CUSIP: 36201AVJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1825 | PA      | $1871.60       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2022-89 AY                                                  | CUSIP: 3136BPQG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1602000 | PA      | $1425954.94    | 0.01%             | 2048-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 4.150000% 11/15/2030                                                 | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    842000 | PA      | $841399.70     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7089                                                         | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1069072 | PA      | $927646.20     | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                                                        | APPLE INC 2.650000% 05/11/2050                                                    | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $690772.76     | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                                                                | NORTHWESTERN MUTUAL GLOBAL FUNDING 144A 5.160000% 05/28/2031                      | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   3285000 | PA      | $3421284.66    | 0.03%             | 2031-05-28      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA2172                                                         | CUSIP: 3140Q9MW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1282768 | PA      | $1262361.37    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                                              | BANK 2022-BNK40 BANK 2022-BNK40 A4                                                | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1240000 | PA      | $1166677.68    | 0.01%             | 2064-03-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q56092                                                   | CUSIP: 3132XYXW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    343848 | PA      | $343049.46     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 784905                                                      | CUSIP: 3622AAKS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    527019 | PA      | $468518.03     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                                                                                         | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.850000% 09/30/2047               | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   2788000 | PA      | $2198255.39    | 0.02%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                                                          | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A3                  | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    650000 | PA      | $656196.39     | 0.01%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO. L.L.C.                                                                                                 | BLACKSTONE REG FINANCE CO LLC 4.300000% 11/03/2030                                | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1698020.44    | 0.02%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0683                                                         | CUSIP: 3140FXXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2702980 | PA      | $2525112.65    | 0.03%             | 2062-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2021-27 EC                                                  | CUSIP: 3136BHAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3243373 | PA      | $2687020.32    | 0.03%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4988 KF                                                    | CUSIP: 3137FUQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    869722 | PA      | $861301.90     | 0.01%             | 2050-07-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US ULTRA BOND CBT MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       117 | NC      | $14149687.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                                                          | BENCHMARK 2021-B25 MORTGAGE TRUST BMARK 2021-B25 A4                               | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    847000 | PA      | $775384.37     | 0.01%             | 2054-04-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                                                | T-MOBILE USA INC 3.875000% 04/15/2030                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    870000 | PA      | $856982.50     | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                                                            | SEQUOIA MORTGAGE TRUST 2004-12 SEMT 2004-12 A3                                    | CUSIP: 81744FGA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     29433 | PA      | $29275.45      | 0.00%             | 2035-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3546 A                                                     | CUSIP: 31398E3W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     20750 | PA      | $21132.28      | 0.00%             | 2039-02-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA6990                                                         | CUSIP: 3140QEXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5558767 | PA      | $4841499.91    | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                                            | LOWE'S COS INC 2.500000% 04/15/2026                                               | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258511.67     | 0.00%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-48 MA                                                  | CUSIP: 3136ATLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1545271 | PA      | $1456538.59    | 0.01%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-66 LC                           | CUSIP: 38376FLN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    717775 | PA      | $754813.67     | 0.01%             | 2039-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                                                                 | SMBC AVIATION CAPITAL FINANCE DAC 144A 5.700000% 07/25/2033                       | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | NUSS              | IE        |   3945000 | PA      | $4152409.44    | 0.04%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                                                     | COLLEGE AVE STUDENT LOANS 2021-B LLC CASL 2021-B A2                               | CUSIP: 19425AAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    352852 | PA      | $320076.72     | 0.00%             | 2052-06-25      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4857 JA                                                    | CUSIP: 3137FKRS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2371044 | PA      | $2301826.82    | 0.02%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO MTN 2.572000% 02/11/2031                                         | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    149000 | PA      | $139515.61     | 0.00%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 434143                                                       | CUSIP: 36207KHU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1371 | PA      | $1404.87       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TRUST                                                                                               | THORNBURG MORTGAGE SECURITIES TRUST 2003-4 TMST 2003-4 A1                         | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     48904 | PA      | $48956.98      | 0.00%             | 2043-09-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB8975                                                        | CUSIP: 3133AF6L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    208619 | PA      | $173543.66     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                                                         | TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 B2                                   | CUSIP: 89173UAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1860000 | PA      | $1598173.38    | 0.02%             | 2057-06-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD4146                                                        | CUSIP: 3133B1TB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    137535 | PA      | $119134.85     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2021-91 AB                                                  | CUSIP: 3136BK2Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1225727 | PA      | $1114769.09    | 0.01%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                                                                    | TEXAS INSTRUMENTS INC 5.000000% 03/14/2053                                        | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1021013.44    | 0.01%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2768                                                         | CUSIP: 3140XJCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     79670 | PA      | $65509.43      | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3990 FG                                                    | CUSIP: 3137AL3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    450428 | PA      | $447103.89     | 0.00%             | 2042-01-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7747                                                         | CUSIP: 3140JCTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1995868 | PA      | $2020108.04    | 0.02%             | 2054-07-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7019                                                         | CUSIP: 3140JBYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1375836 | PA      | $1433639.54    | 0.01%             | 2050-03-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS9972                                                         | CUSIP: 3138WLCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    345945 | PA      | $336029.15     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BU3608                                                         | CUSIP: 3140M5AJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    121527 | PA      | $108979.11     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.750000% 11/15/2065                                           | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    802000 | PA      | $798598.54     | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3324                                                         | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2425383 | PA      | $2201325.34    | 0.02%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                                                        | AMERICAN TOWER CORP 1.875000% 10/15/2030                                          | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2148339.55    | 0.02%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5468                                                      | CUSIP: 36179UCD2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     82472 | PA      | $83902.89      | 0.00%             | 2048-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2836                                                         | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    146868 | PA      | $146437.79     | 0.00%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                                                    | HYUNDAI AUTO RECEIVABLES TRUST 2023-A HART 2023-A A4                              | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1525000 | PA      | $1528520.77    | 0.02%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-171 IO                          | CUSIP: 38380JGF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5153361 | PA      | $192651.70     | 0.00%             | 2059-09-16      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 4.540000% 08/15/2047                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1420000 | PA      | $1197994.90    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                                                                                            | MAGNETITE XVII LTD MAGNE 2016-17A BR2                                             | CUSIP: 55954EBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2840000 | PA      | $2843939.08    | 0.03%             | 2037-04-20      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                                                              | US 10YR ULTRA FUT MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | US        |      -931 | NC      | $-108185109.40 | -1.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 AH                           | CUSIP: 38381H8H7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4437610 | PA      | $3374273.40    | 0.03%             | 2064-06-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.550000% 08/15/2064                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $4140270.63    | 0.04%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4093                                                         | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7912710 | PA      | $7063132.82    | 0.07%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GALAXY CLO, LTD                                                                                                                   | GALAXY XXII CLO LTD GALXY 2016-22A ARRR                                           | CUSIP: 36320TBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6780000 | PA      | $6778013.46    | 0.07%             | 2034-04-16      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB9485                                                        | CUSIP: 3133AGRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    131260 | PA      | $109571.95     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                                                                             | CHILE ELECTRICITY LUX MPC II SARL 144A 5.672000% 10/20/2035                       | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   2077000 | PA      | $2145541.00    | 0.02%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA2327                                                         | CUSIP: 3140Q9SR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    396356 | PA      | $386905.91     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 621970                                                       | CUSIP: 36290Y6F0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3603 | PA      | $3668.58       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                                                      | FISERV INC 5.250000% 08/11/2035                                                   | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3787512.62    | 0.04%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 691210                                                         | CUSIP: 31400L3T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2128 | PA      | $2221.09       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT1862                                                         | CUSIP: 3140LQB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2140505 | PA      | $1833616.63    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                                                                                                | ROCKFORD TOWER CLO 2019-2 LTD ROCKT 2019-2A AR2                                   | CUSIP: 77341GAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3482350 | PA      | $3483245.14    | 0.04%             | 2032-08-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3736                                                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    229828 | PA      | $215340.33     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                                                                                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-2 GMREV 2024-2 A                    | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1291000 | PA      | $1313518.78    | 0.01%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 5.000000% 06/04/2028                                  | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3945000 | PA      | $4009065.54    | 0.04%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                                                        | DUKE ENERGY CAROLINAS LLC 3.550000% 03/15/2052                                    | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $810724.18     | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP MTN 2.087000% 06/14/2029                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1864144.50    | 0.02%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD6421                                                        | CUSIP: 3132DUD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8237382 | PA      | $8603210.91    | 0.09%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL5151                                                         | CUSIP: 3138EMWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1049145 | PA      | $1054958.27    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA3913                                                        | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2889361 | PA      | $2518368.16    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB8773                                                        | CUSIP: 3133AFXA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    165192 | PA      | $137471.92     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV5395                                                         | CUSIP: 3140MJ7H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    354178 | PA      | $330060.80     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BU9889                                                         | CUSIP: 3140MB7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     64514 | PA      | $58224.84      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7523                                                        | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1815733 | PA      | $1582517.68    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AP9766                                                         | CUSIP: 3138MDZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    273735 | PA      | $267926.62     | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-22 FG                                                  | CUSIP: 3136ARG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    921768 | PA      | $913856.60     | 0.01%             | 2046-04-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7661                                                         | CUSIP: 3140XBQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2520473 | PA      | $2186999.72    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                                                   | CIGNA GROUP/THE 3.400000% 03/15/2051                                              | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $739247.25     | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G06188                                                   | CUSIP: 3128M8F58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1607693 | PA      | $1583356.42    | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                                                         | DUKE ENERGY PROGRESS LLC 5.050000% 03/15/2035                                     | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1849296.18    | 0.02%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                                                                                                       | DICK'S SPORTING GOODS INC 4.100000% 01/15/2052                                    | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1757000 | PA      | $1300877.90    | 0.01%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 5.320000% 07/19/2035                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3855000 | PA      | $4003577.87    | 0.04%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 3.500000% 09/01/2030                                                      | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6920000 | PA      | $6660949.80    | 0.07%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                                                                   | CAIXABANK SA 144A 4.885000% 07/03/2031                                            | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |   2932000 | PA      | $2984057.07    | 0.03%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                                                   | AVOLON HOLDINGS FUNDING LTD 144A 6.375000% 05/04/2028                             | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   1410000 | PA      | $1470263.75    | 0.02%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                                                    | DRYDEN 72 CLO LTD DRSLF 2019-72A ARR                                              | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3168106 | PA      | $3166838.66    | 0.03%             | 2032-05-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                                                         | TOWD POINT MORTGAGE TRUST 2024-1 TPMT 2024-1 A1                                   | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4680367 | PA      | $4774967.61    | 0.05%             | 2064-03-25      | Floating      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                                             | FOUNDRY JV HOLDCO LLC 144A 5.900000% 01/25/2033                                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    666000 | PA      | $703385.10     | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8648                                                         | CUSIP: 3140XCTE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    388650 | PA      | $350241.77     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG C51443                                                   | CUSIP: 31298MS81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1170 | PA      | $1175.40       | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 2.100000% 08/01/2027                                  | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5235000 | PA      | $5049185.77    | 0.05%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841703                                               | CUSIP: 31288Q3L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    159551 | PA      | $152966.55     | 0.00%             | 2050-12-01      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA0836                                                         | CUSIP: 3140W04W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5242974 | PA      | $4470847.59    | 0.05%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | TREASURY BILL 0.000000% 12/02/2025                                                | CUSIP: 912797RR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34255000 | PA      | $34251264.15   | 0.35%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST                                                                                                | MORGAN STANLEY MORTGAGE LOAN TRUST 2007-3XS MSM 2007-3XS 2A3S                     | CUSIP: 61752RAJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11217 | PA      | $3941.80       | 0.00%             | 2047-01-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786535                                                      | CUSIP: 3622ACEG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    971132 | PA      | $983686.52     | 0.01%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                                                                                   | RTX CORP 2.250000% 07/01/2030                                                     | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    680000 | PA      | $626797.07     | 0.01%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 4804                                                        | CUSIP: 36202FKR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     20225 | PA      | $21288.66      | 0.00%             | 2040-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4957 MY                                                    | CUSIP: 3137FRRE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    790000 | PA      | $674640.57     | 0.01%             | 2050-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7740                                                         | CUSIP: 3140JCS62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2207044 | PA      | $2160200.53    | 0.02%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TRUST                                                                                                              | PRIME MORTGAGE TRUST 2004-CL1 PRIME 2004-CL1 1PO                                  | CUSIP: 74160MDQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1410 | PA      | $1233.77       | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZT2476                                                        | CUSIP: 3132AEXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1963660 | PA      | $1720497.81    | 0.02%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-90 AB                           | CUSIP: 38381XEZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    218813 | PA      | $199938.80     | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2005-29 ZA                                                  | CUSIP: 31394DEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    142185 | PA      | $147457.47     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                                                              | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.625000% 03/31/2036                        | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |   1171000 | PA      | $1030300.54    | 0.01%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.000000% 11/15/2035                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  63145000 | PA      | $63046335.94   | 0.64%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AR7399                                                         | CUSIP: 3138W5GH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    119586 | PA      | $110655.49     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ2631                                                        | CUSIP: 3142GS4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    740297 | PA      | $786671.98     | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                                                          | DUKE ENERGY FLORIDA LLC 4.850000% 12/01/2035                                      | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | NUSS              | US        |   1301000 | PA      | $1307837.73    | 0.01%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                                                               | RCKT MORTGAGE TRUST 2025-CES8 RCKT 2025-CES8 A1A                                  | CUSIP: 74939WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2155582 | PA      | $2168543.14    | 0.02%             | 2055-08-25      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2013-11 AP                                                  | CUSIP: 3136ABZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1211502 | PA      | $1120895.01    | 0.01%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FUNDING LIMITED                                                                                                         | GLOBAL SC FINANCE VII SRL SEACO 2020-1A A                                         | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | BB        |   3917249 | PA      | $3742303.85    | 0.04%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                                                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 GMALT 2025-2 A2A                     | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1458585 | PA      | $1462525.93    | 0.01%             | 2027-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                                                       | ONEOK INC 6.250000% 10/15/2055                                                    | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1210721.91    | 0.01%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO MTN 5.557000% 07/25/2034                                         | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5270000 | PA      | $5581921.29    | 0.06%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AD0584                                                         | CUSIP: 31418MUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69706 | PA      | $73888.58      | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G15922                                                   | CUSIP: 3128MEYT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     34710 | PA      | $34040.86      | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2024-NQM9 TRUST OBX 2024-NQM9 A1                                              | CUSIP: 67119DAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6745152 | PA      | $6838902.99    | 0.07%             | 2064-01-25      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                                                         | REALTY INCOME CORP 4.900000% 07/15/2033                                           | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1229124.43    | 0.01%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                                                                                         | MASTR ALTERNATIVE LOAN TRUST 2006-3 MALT 2006-3 1A3                               | CUSIP: 57645DAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    127412 | PA      | $65914.66      | 0.00%             | 2036-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                                                                                            | VERISK ANALYTICS INC 5.125000% 02/15/2036                                         | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1803469.94    | 0.02%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 5.464000% 05/09/2036                                         | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    947000 | PA      | $998492.62     | 0.01%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7796                                                         | CUSIP: 3140XBUW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    144487 | PA      | $140350.37     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                                                                      | HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A                                | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    379489 | PA      | $373952.87     | 0.00%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 784443                                                       | CUSIP: 3622A25C2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    504109 | PA      | $505148.91     | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                                                                  | CIFC FUNDING 2015-IV LTD CIFC 2015-4A A1A2                                        | CUSIP: 12550TAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350242.20     | 0.00%             | 2034-04-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                                                          | COLT 2024-4 MORTGAGE LOAN TRUST COLT 2024-4 A1                                    | CUSIP: 19688WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2398619 | PA      | $2426241.84    | 0.02%             | 2069-07-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841077                                               | CUSIP: 31288QFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    592081 | PA      | $607578.16     | 0.01%             | 2047-11-01      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5085                                                        | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6783294 | PA      | $6039372.25    | 0.06%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                                               | SBA SMALL BUSINESS INVESTMENT COS SBIC 2025-10A 1                                 | CUSIP: 831641FZ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3985000 | PA      | $4063130.71    | 0.04%             | 2035-03-10      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                                                                 | SUMITOMO MITSUI TRUST GROUP INC 144A 5.416000% 09/11/2036                         | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | NUSS              | JP        |   2311000 | PA      | $2344052.96    | 0.02%             | 2036-09-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 5.831000% 04/19/2035                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6345000 | PA      | $6805549.79    | 0.07%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                                                                                       | JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST 2.750000% 05/15/2032                   | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    122752 | PA      | $109795.81     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2                 | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    643687 | PA      | $622207.01     | 0.01%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                                                | BOEING CO/THE 6.858000% 05/01/2054                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    917000 | PA      | $1044710.19    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q47317                                                   | CUSIP: 3132WMDX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    200729 | PA      | $200449.07     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.750000% 10/31/2032                                              | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  65805000 | PA      | $65650769.53   | 0.67%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                                                            | GENERAL MOTORS CO 5.350000% 04/15/2028                                            | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3988925.97    | 0.04%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                                                                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   3955000 | PA      | $3952133.77    | 0.04%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2007-64 FA                                                  | CUSIP: 31396WVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3270 | PA      | $3255.91       | 0.00%             | 2037-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2021-95 CP                                                  | CUSIP: 3136BKUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    607065 | PA      | $526333.13     | 0.01%             | 2051-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA6562                                                        | CUSIP: 3133KNJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    899930 | PA      | $785712.80     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0612                                                         | CUSIP: 3140XFVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    144888 | PA      | $120920.60     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                                                            | CHASE AUTO OWNER TRUST 2022-A CHAOT 2022-AA A4                                    | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1120000 | PA      | $1119976.48    | 0.01%             | 2028-03-27      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                                                               | CBRE SERVICES INC 4.900000% 01/15/2033                                            | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1421666.93    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                                                                         | MISSISSIPPI POWER CO 3.100000% 07/30/2051                                         | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $978486.92     | 0.01%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RQ0027                                                        | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  14047723 | PA      | $14228360.27   | 0.15%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                                                        | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2023-1 A1                        | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   4700000 | PA      | $4716450.94    | 0.05%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                                                          | DEVON ENERGY CORP 5.750000% 09/15/2054                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1333932.21    | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1146                                                         | CUSIP: 31418AHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    337874 | PA      | $331122.91     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33325000 | PA      | $23729743.08   | 0.24%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                                                                    | JOHN DEERE CAPITAL CORP MTN 4.850000% 06/11/2029                                  | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    301000 | PA      | $310040.14     | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.500000% 09/15/2053                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3596000 | PA      | $2474073.46    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                                                                                         | APPALACHIAN POWER CO 3.300000% 06/01/2027                                         | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2966577.81    | 0.03%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                                                        | JP MORGAN MORTGAGE TRUST 2020-1 JPMMT 2020-1 A3A                                  | CUSIP: 46651XAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    277457 | PA      | $245937.70     | 0.00%             | 2050-06-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4512                                                      | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1205619 | PA      | $1206376.78    | 0.01%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB5093                                                        | CUSIP: 3133ABUS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    192995 | PA      | $167897.13     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                                                              | SIEMENS FUNDING BV 144A 4.600000% 05/28/2030                                      | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |   1932000 | PA      | $1970236.62    | 0.02%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8C1192                                               | CUSIP: 3142BBKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3415299 | PA      | $3451237.14    | 0.04%             | 2049-12-31      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                                                   | CIGNA GROUP/THE 3.400000% 03/15/2050                                              | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $177823.77     | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0226C0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  38325000 | PA      | $33254344.96   | 0.34%             | 2055-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2012-151 NX                                                 | CUSIP: 3136AA5N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    507906 | PA      | $447752.00     | 0.00%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.625000% 01/15/2032           | CUSIP: 46590XAU0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   2426000 | PA      | $2273194.51    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY TEX UNIV REVS                                                                                                          | UNIV OF TEXAS TX UNIV REVENUES BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $371091.06     | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                                                   | CIGNA GROUP/THE 5.250000% 01/15/2036                                              | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4480000 | PA      | $4593730.89    | 0.05%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2024-NQM15 TRUST OBX 2024-NQM15 A1                                            | CUSIP: 67449DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3916810 | PA      | $3929707.06    | 0.04%             | 2064-10-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 5.050000% 10/15/2032                                  | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2041000 | PA      | $2054599.31    | 0.02%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 2.000000% 08/12/2031                                                   | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1391457.98    | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-46 LY                           | CUSIP: 38383PXJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    616000 | PA      | $522197.24     | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G60138                                                   | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1928697 | PA      | $1840396.07    | 0.02%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7675                                                         | CUSIP: 3140XBQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    444281 | PA      | $387151.54     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.375000% 09/27/2054                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2203823.98    | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q032 A                    | CUSIP: 3137HKQ23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2273202 | PA      | $2310195.61    | 0.02%             | 2054-11-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 553377                                                       | CUSIP: 36213FXE8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6686 | PA      | $6791.36       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 619661                                                       | CUSIP: 36290WMJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2252 | PA      | $2308.74       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                                                                  | CIFC FUNDING 2016-I LTD CIFC 2016-1A AR3                                          | CUSIP: 17180TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6269070 | PA      | $6266393.57    | 0.06%             | 2031-10-21      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 4.939000% 10/21/2036                                  | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3735000 | PA      | $3748910.00    | 0.04%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                                                                | AMCOR FLEXIBLES NORTH AMERICA INC 5.500000% 03/17/2035                            | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2831067.25    | 0.03%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                                                                                               | RWE FINANCE US LLC 144A 5.125000% 09/18/2035                                      | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | DE        |   3815000 | PA      | $3795212.82    | 0.04%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785218                                                      | CUSIP: 3622AAVK7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    558258 | PA      | $460037.72     | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1940                                                         | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3545978 | PA      | $3199465.36    | 0.03%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG C01353                                                   | CUSIP: 31292HQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     14608 | PA      | $15361.56      | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                                            | TIME WARNER CABLE LLC 6.550000% 05/01/2037                                        | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286235.92     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.875000% 09/26/2045                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1798141.31    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7754                                                         | CUSIP: 3140XPTL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8337090 | PA      | $7977365.01    | 0.08%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                                                                                      | KEYSPAN GAS EAST CORP 144A 3.586000% 01/18/2052                                   | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $3295901.05    | 0.03%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.625000% 10/31/2030                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  27576000 | PA      | $27599698.26   | 0.28%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                                                                               | NELNET STUDENT LOAN TRUST 2021-A NSLT 2021-A APT1                                 | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2826991 | PA      | $2669403.33    | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-215 GA                          | CUSIP: 38383D2L1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5795221 | PA      | $5116695.47    | 0.05%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 7.375000% 05/13/2055                                        | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5420000 | PA      | $5939019.20    | 0.06%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 4.619000% 11/06/2031                                            | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   2630000 | PA      | $2647106.91    | 0.03%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                                                                                               | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 VALET 2024-1 A3                        | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1233000 | PA      | $1247357.79    | 0.01%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                                                                          | CINTAS CORP NO 2 4.000000% 05/01/2032                                             | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1108238.19    | 0.01%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST                                                                                                 | BUNKER HILL LOAN DEPOSITARY TRUST 2019-2 BHLD 2019-2 A1                           | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    273813 | PA      | $269034.76     | 0.00%             | 2049-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1543                                                         | CUSIP: 3140XGWD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1378520 | PA      | $1210867.75    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA                                                                             | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.900000% 09/15/2044           | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    600000 | PA      | $553422.01     | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2046733.51    | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4778                                                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1248944 | PA      | $1167538.94    | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                                                                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   3680000 | PA      | $3465905.81    | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 4855                                                        | CUSIP: 36202FMC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12646 | PA      | $13024.96      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR9 1A6              | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     52592 | PA      | $52169.42      | 0.00%             | 2033-09-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                                              | GLENCORE FUNDING LLC 144A 5.634000% 04/04/2034                                    | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   1077000 | PA      | $1129992.16    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BW0048                                                         | CUSIP: 3140MRBS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    335632 | PA      | $337864.27     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08711                                                   | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    839706 | PA      | $795642.47     | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0751                                                         | CUSIP: 3140XFZR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1303654 | PA      | $1169054.20    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                                                                                             | REGENCY CENTERS LP 5.250000% 01/15/2034                                           | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1749000 | PA      | $1812441.18    | 0.02%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 5.900000% 06/01/2053                                                      | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    662000 | PA      | $661338.30     | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 1.734000% 07/22/2027                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5794000 | PA      | $5703844.90    | 0.06%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2022-NQM1 TRUST OBX 2022-NQM1 A1                                              | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2550327 | PA      | $2307338.34    | 0.02%             | 2061-11-25      | Floating      | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1831                                                         | CUSIP: 3140XHA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    887429 | PA      | $856590.80     | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                                                       | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR  | CUSIP: 64972JWN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3600000 | PA      | $3730481.28    | 0.04%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3836                                                         | CUSIP: 3140XKHN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    594427 | PA      | $587753.58     | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                                                               | RCKT MORTGAGE TRUST 2025-CES10 RCKT 2025-CES10 A1A                                | CUSIP: 74939LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6340000 | PA      | $6349623.49    | 0.06%             | 2055-11-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                                                        | JP MORGAN MORTGAGE TRUST 2006-A2 JPMMT 2006-A2 5A3                                | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     18997 | PA      | $18998.92      | 0.00%             | 2033-11-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.375000% 03/31/2029                                              | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 120240000 | PA      | $115923571.60  | 1.18%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-25 PA                                                  | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1104519 | PA      | $1044701.11    | 0.01%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                                                                                         | RAMP SERIES 2004-SL1 TRUST RAMP 2004-SL1 A7                                       | CUSIP: 760985W80<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     15381 | PA      | $13352.51      | 0.00%             | 2031-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZS4511                                                        | CUSIP: 3132A5AL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    764863 | PA      | $710095.38     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB8611                                                         | CUSIP: 31417FR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14554069 | PA      | $13512008.75   | 0.14%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                                                                         | MISSISSIPPI POWER CO 4.250000% 03/15/2042                                         | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    519000 | PA      | $453162.06     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2024-7 A                                                | CUSIP: 92348KDJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3135000 | PA      | $3169572.78    | 0.03%             | 2032-08-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ2634                                                        | CUSIP: 3142GS4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1352066 | PA      | $1412112.70    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-C SMB 2021-C B                              | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    909074 | PA      | $886502.00     | 0.01%             | 2053-01-15      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BL1300                                                         | CUSIP: 3140HSNS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1665000 | PA      | $1675891.80    | 0.02%             | 2029-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                                                 | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2024-25C 1                       | CUSIP: 83162CW58<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    331189 | PA      | $337863.58     | 0.00%             | 2049-03-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4510                                                      | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    234432 | PA      | $220252.18     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2024-56 QZ                                                  | CUSIP: 3136BS3P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2215313 | PA      | $1999001.69    | 0.02%             | 2045-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4719 LM                                                    | CUSIP: 3137FAY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    638958 | PA      | $587801.32     | 0.01%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                                                                 | CHASE HOME LENDING MORTGAGE TRUST 2025-RPL1 CHASE 2025-RPL1 A1A                   | CUSIP: 16160VAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1569280 | PA      | $1430439.49    | 0.01%             | 2065-04-25      | Floating      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5058 BC                                                    | CUSIP: 3137F8AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    711526 | PA      | $712549.51     | 0.01%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS9830                                                         | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    379932 | PA      | $369101.35     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV3089                                                         | CUSIP: 3140MGNF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    346144 | PA      | $299627.24     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 5.550000% 11/20/2065                                               | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1368376.49    | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA1314                                                         | CUSIP: 3140Q8N84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1156699 | PA      | $1124451.08    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4119                                                         | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2264126 | PA      | $1856528.96    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5154                                                        | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    643217 | PA      | $577609.36     | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 606773                                                       | CUSIP: 36201YCJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2203 | PA      | $2231.77       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                                                                 | GLP CAPITAL LP / GLP FINANCING II INC 5.750000% 06/01/2028                        | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1283460.00    | 0.01%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LENDING CORPORATION                                                                                             | OAKTREE SPECIALTY LENDING CORP 6.340000% 02/27/2030                               | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1460305.96    | 0.01%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                                                               | KINDER MORGAN INC 5.200000% 03/01/2048                                            | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1148244.43    | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB8321                                                         | CUSIP: 3140QUG75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    902233 | PA      | $902429.59     | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMMC CLO LIMITED                                                                                                                  | AMMC CLO 24 LTD AMMC 2021-24A BR                                                  | CUSIP: 00177LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6996164.00    | 0.07%             | 2035-01-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-163 IO                          | CUSIP: 38378NEU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    921989 | PA      | $16088.71      | 0.00%             | 2046-02-16      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-63 UD                           | CUSIP: 38382FFR0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    856274 | PA      | $716055.48     | 0.01%             | 2050-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AQ4080                                                         | CUSIP: 3138MKRA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74762 | PA      | $73452.90      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                                                   | CIGNA GROUP/THE 4.875000% 09/15/2032                                              | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3596123.44    | 0.04%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2901                                                        | CUSIP: 3132DQGJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1822149 | PA      | $1840480.12    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-81 YJ                           | CUSIP: 38384BFM8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7055000 | PA      | $6272685.16    | 0.06%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0573                                                        | CUSIP: 3132DMT62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    228826 | PA      | $190946.06     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                                                   | AVOLON HOLDINGS FUNDING LTD 144A 5.750000% 03/01/2029                             | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   1410000 | PA      | $1461068.30    | 0.01%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08715                                                   | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2295290 | PA      | $2099640.60    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 2.572000% 06/03/2031                                                | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8550000 | PA      | $7931899.98    | 0.08%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                                                                | PUBLIC SERVICE CO OF COLORADO 5.150000% 09/15/2035                                | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2379443.15    | 0.02%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTH TEX TWY AUTH REV                                                                                                            | N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY                           | CUSIP: 66285WFB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1154000 | PA      | $1304198.29    | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 918023                                                         | CUSIP: 31411X4G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4252 | PA      | $4437.96       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 5.286000% 11/19/2030                                            | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   5735000 | PA      | $5932091.36    | 0.06%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2025-98 PK                                                  | CUSIP: 3136BX2G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  15944864 | PA      | $15821812.20   | 0.16%             | 2054-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTR SEASONED SECURITIZATION TRUST                                                                                               | MASTR SEASONED SECURITIZATION TRUST 2004-1 MSSTR 2004-1 4A1                       | CUSIP: 55265WBD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1494 | PA      | $1469.51       | 0.00%             | 2032-10-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                                            | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 SDART 2025-2 A3                     | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2122000 | PA      | $2132552.71    | 0.02%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9499                                                         | CUSIP: 3140QVRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1662985 | PA      | $1736838.66    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-9 EF                                                   | CUSIP: 3136AVXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    367142 | PA      | $364494.45     | 0.00%             | 2047-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8726                                                      | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1177491 | PA      | $1197112.70    | 0.01%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 4617                                                        | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     92926 | PA      | $93957.88      | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                                           | HYUNDAI CAPITAL AMERICA 144A 5.150000% 03/27/2030                                 | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1407633.43    | 0.01%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-57 TA                                                  | CUSIP: 3136BBEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1409695 | PA      | $1259856.95    | 0.01%             | 2050-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                                               | LEHMAN BROTHERS HOLDINGS ESCROW SECURITY                                          | CUSIP: 524ESC7M6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10370000 | PA      | $103.70        | 0.00%             | 2049-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08631                                                   | CUSIP: 3128MJVZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    479102 | PA      | $442123.28     | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.000000% 02/02/2029           | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    180000 | PA      | $173474.96     | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                                                         | BPR 2023-STON MORTGAGE TRUST BPR 2023-STON A                                      | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7300000 | PA      | $7581673.42    | 0.08%             | 2039-12-05      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL0620                                                        | CUSIP: 31427MVN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10929587 | PA      | $11193939.04   | 0.11%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                                                             | GILEAD SCIENCES INC 4.000000% 09/01/2036                                          | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    933000 | PA      | $879259.79     | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                                                     | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                        | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    354305 | PA      | $341029.98     | 0.00%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                                                                     | CONSOLIDATED EDISON CO OF NEW YORK INC 3.700000% 11/15/2059                       | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    449000 | PA      | $320743.26     | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL9809                                                         | CUSIP: 3138ER3T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     17754 | PA      | $17612.58      | 0.00%             | 2031-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB6672                                                         | CUSIP: 31417DMW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6786807 | PA      | $6304382.56    | 0.06%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 1G2539                                               | CUSIP: 3128QSZC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8661 | PA      | $8856.18       | 0.00%             | 2036-10-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                                                                                             | ENTERGY ARKANSAS LLC 5.150000% 01/15/2033                                         | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1797867.34    | 0.02%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                                                                | WENDY'S FUNDING LLC WEN 2019-1A A2I                                               | CUSIP: 95058XAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3592129 | PA      | $3570280.24    | 0.04%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 562712                                                         | CUSIP: 31386GDR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6511 | PA      | $6591.95       | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                                                      | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2025-2 A                       | CUSIP: 02582JKP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8510000 | PA      | $8604449.09    | 0.09%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7042                                                      | CUSIP: 36179VZF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3974201 | PA      | $3235593.92    | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 941684                                                         | CUSIP: 31413CUH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       927 | PA      | $960.88        | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4072                                                      | CUSIP: 36179SQZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    116905 | PA      | $120409.59     | 0.00%             | 2046-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                                                                         | AGREE LP 2.000000% 06/15/2028                                                     | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1354951.68    | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST                                                                                                          | OCEANVIEW MORTGAGE TRUST 2025-INV2 BVINV 2025-2 AF1                               | CUSIP: 67647BAU7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3473117 | PA      | $3478258.34    | 0.04%             | 2055-04-25      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                                                      | FORD CREDIT AUTO OWNER TRUST 2022-D FORDO 2022-D A4                               | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    788000 | PA      | $794677.59     | 0.01%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F NAVSL 2021-FA A                  | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1455116 | PA      | $1299286.49    | 0.01%             | 2070-02-18      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                                                      | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2025-2 A                       | CUSIP: 02582JKP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1947000 | PA      | $1968608.97    | 0.02%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST                                                                             | WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT 2024-A A                   | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    597000 | PA      | $608795.82     | 0.01%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 4.600000% 11/15/2032                                           | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2440951.74    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM6400                                                         | CUSIP: 3140JBDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    761117 | PA      | $739284.78     | 0.01%             | 2050-06-01      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT9637                                                         | CUSIP: 3138WXV79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    233841 | PA      | $229528.36     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TRUST                                                                                                          | KGS-ALPHA SBA COOF TRUST 2012-2 KSBA 2012-2 A                                     | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    224452 | PA      | $3663.28       | 0.00%             | 2038-08-25      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST                                                                                      | WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR14 T WFMBS 2005-AR14 A1             | CUSIP: 94982DAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8457 | PA      | $8313.50       | 0.00%             | 2035-08-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8275                                                        | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6276896 | PA      | $6172088.55    | 0.06%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.800000% 09/26/2032                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $1970140.88    | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-34 DN                           | CUSIP: 38383MFU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2060760 | PA      | $1996041.37    | 0.02%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ4778                                                        | CUSIP: 3142GVJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7527071 | PA      | $7670114.57    | 0.08%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                                                    | ENTERPRISE FLEET FINANCING 2024-3 LLC EFF 2024-3 A2                               | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    898505 | PA      | $902791.07     | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                                                           | ROYAL BANK OF CANADA MTN 4.696000% 08/06/2031                                     | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |   3173000 | PA      | $3224612.75    | 0.03%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB6753                                                         | CUSIP: 3140QSQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1784430 | PA      | $1852971.82    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                                              | BANK 2024-BNK48 BANK 2024-BNK48 ASB                                               | CUSIP: 06541GAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1435000 | PA      | $1479472.80    | 0.02%             | 2057-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB4418                                                         | CUSIP: 3140QP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    134391 | PA      | $136458.85     | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 5.875000% 06/01/2053                                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365567.13     | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08843                                                   | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    748175 | PA      | $745665.20     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC7127                                                        | CUSIP: 3133AR4L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    219921 | PA      | $183002.80     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL5579                                                         | CUSIP: 3138ENFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5488 | PA      | $5411.15       | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781912                                                       | CUSIP: 36241KDR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8254 | PA      | $8585.28       | 0.00%             | 2034-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR19 A1A1            | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1860099 | PA      | $1879219.35    | 0.02%             | 2045-12-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                                                                  | SHELL INTERNATIONAL FINANCE BV 3.625000% 08/21/2042                               | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | US        |   1455000 | PA      | $1189004.44    | 0.01%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM5743                                                         | CUSIP: 3140X9LZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    148892 | PA      | $129356.07     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                                                               | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2024-4A A1                              | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2992000 | PA      | $3034178.82    | 0.03%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                                                   | SANTANDER UK GROUP HOLDINGS PLC 1.673000% 06/14/2027                              | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |     15000 | PA      | $14789.64      | 0.00%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS0039                                                         | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1033136 | PA      | $959149.15     | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                                                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A3                    | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2635000 | PA      | $2656836.25    | 0.03%             | 2028-04-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08800                                                   | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    947235 | PA      | $891650.97     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-7 EL                            | CUSIP: 38385BN55<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    710000 | PA      | $518699.16     | 0.01%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2021-NQM2 TRUST OBX 2021-NQM2 A1                                              | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    612839 | PA      | $511051.01     | 0.01%             | 2061-05-25      | Floating      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 373621                                                       | CUSIP: 36204MAW9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       382 | PA      | $382.96        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-47 GZ                                                  | CUSIP: 3136BAS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    780023 | PA      | $489767.78     | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G61859                                                   | CUSIP: 31335CB45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2212494 | PA      | $2030137.29    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7607                                                         | CUSIP: 3140XBNZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    233248 | PA      | $226146.26     | 0.00%             | 2038-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8265                                                        | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5569567 | PA      | $5336145.91    | 0.05%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV3208                                                         | CUSIP: 3140MGR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    983847 | PA      | $823582.96     | 0.01%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G NAVSL 2021-GA A                  | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    359156 | PA      | $326736.89     | 0.00%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BP7313                                                         | CUSIP: 3140KFDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    301271 | PA      | $271166.13     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2021-NQM3 CSMC 2021-NQM3 A3                                                  | CUSIP: 12660LAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1016897 | PA      | $895597.68     | 0.01%             | 2066-04-25      | Floating      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA6943                                                         | CUSIP: 3140QEWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3662961 | PA      | $3009146.95    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0307                                                         | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    892025 | PA      | $859165.40     | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 500941                                                       | CUSIP: 36210SP28<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       112 | PA      | $115.80        | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD2128                                                        | CUSIP: 3133AYLH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9727504 | PA      | $8316284.79    | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 843352                                                         | CUSIP: 31407W5M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3547 | PA      | $3698.67       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                                                      | NORTHROP GRUMMAN CORP 3.250000% 01/15/2028                                        | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    480000 | PA      | $473063.48     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.625000% 07/31/2029                                              | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  37295000 | PA      | $36128074.51   | 0.37%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM2 NRZT 2024-NQM2 A1                   | CUSIP: 64832BAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4203028 | PA      | $4207439.00    | 0.04%             | 2064-09-25      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FWDP 5Y RTP 4.220000 30-JAN-2026                                                                                                  | FWDP 5Y RTP 4.220000 30-JAN-2026 EXPIRATION: 30-JAN-2026                          | CUSIP: SWP2852L3<br>LEI: N/A                  | N/A              | DIR              |  | US        |  58177000 | NC      | $1065.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786236                                                      | CUSIP: 3622ABY97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2018896 | PA      | $1752927.59    | 0.02%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                                                                                         | NORTHERN STATES POWER CO/MN 5.050000% 05/15/2035                                  | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1941832.05    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                                                                                        | MADISON PARK FUNDING XXXV LTD MDPK 2019-35A A1R                                   | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2806486 | PA      | $2805714.59    | 0.03%             | 2032-04-20      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Appalachian Power Company                                                                                                         | APPALACHIAN POWER CO 5.650000% 04/01/2034                                         | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    461000 | PA      | $485594.09     | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 4.255000% 10/22/2031                                          | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2573000 | PA      | $2576011.23    | 0.03%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2024-8 A1A                                              | CUSIP: 92348KDM2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3026000 | PA      | $3068916.55    | 0.03%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB5108                                                         | CUSIP: 3140QQVA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1555761 | PA      | $1587203.63    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                                                      | FISERV INC 5.625000% 08/21/2033                                                   | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1462921.81    | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0349                                                         | CUSIP: 3140XFL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    382611 | PA      | $316761.05     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781564                                                       | CUSIP: 36225BWZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4965 | PA      | $5205.86       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0338                                                         | CUSIP: 3140FXLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    781967 | PA      | $763520.35     | 0.01%             | 2059-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 2.987000% 10/30/2056                                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $761843.45     | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.550000% 02/06/2053                                                  | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    985000 | PA      | $862591.85     | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                                                                           | CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2025-A2 A                           | CUSIP: 14041NGG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    951000 | PA      | $955929.13     | 0.01%             | 2032-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0269                                                        | CUSIP: 3132D9JN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    292193 | PA      | $258417.79     | 0.00%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08844                                                   | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     64267 | PA      | $65272.51      | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4161 BA                                                    | CUSIP: 3137AYKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    806445 | PA      | $792677.89     | 0.01%             | 2041-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4145                                                         | CUSIP: 3140XKTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1071124 | PA      | $994514.10     | 0.01%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 783368                                                      | CUSIP: 36241LW51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    146001 | PA      | $147548.05     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4093                                                         | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1628755 | PA      | $1453878.13    | 0.01%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                                                                  | EMBRAER NETHERLANDS FINANCE BV 5.980000% 02/11/2035                               | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | NUSS              | BR        |   1346000 | PA      | $1437191.50    | 0.01%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 2399 XG                                                    | CUSIP: 31339MXM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      9030 | PA      | $9402.18       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 4.078000% 09/15/2029                                             | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    930000 | PA      | $929662.16     | 0.01%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MASTR REPERFORMING LOAN TRUST                                                                                                     | MASTR REPERFORMING LOAN TRUST 2005-2 MARP 2005-2 1A1F                             | CUSIP: 57643QAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    167613 | PA      | $79476.05      | 0.00%             | 2035-05-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BW9916                                                         | CUSIP: 3140N3AS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    639544 | PA      | $641339.40     | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 636885                                                         | CUSIP: 31389VRE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     46352 | PA      | $48517.94      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD5036                                                        | CUSIP: 3132DSSZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6405429 | PA      | $6637203.22    | 0.07%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0222                                                         | CUSIP: 3140FXG89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    861455 | PA      | $843528.56     | 0.01%             | 2057-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 587285                                                       | CUSIP: 36201MNA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     15609 | PA      | $15708.69      | 0.00%             | 2032-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1807                                                        | CUSIP: 3132DPAG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    736736 | PA      | $728682.52     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                                               | COMCAST CORP 4.600000% 10/15/2038                                                 | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $3789605.04    | 0.04%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                                                              | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.160000% 03/31/2034                        | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |   1236168 | PA      | $1116932.94    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 2.500000% 02/01/2031                                  | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4380000 | PA      | $3940525.65    | 0.04%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8C1089                                               | CUSIP: 3142BBF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1920442 | PA      | $1949704.11    | 0.02%             | 2055-08-01      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                                                                                        | ENI SPA 144A 5.950000% 05/15/2054                                                 | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | NUSS              | IT        |    890000 | PA      | $894506.56     | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA8790                                                        | CUSIP: 3133KQXT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5812520 | PA      | $5838056.25    | 0.06%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7545                                                        | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4116957 | PA      | $3587507.32    | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-134 F                           | CUSIP: 38384ELE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.05          | 0.00%             | 2053-08-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                                                 | EVERSOURCE ENERGY 4.600000% 07/01/2027                                            | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1131224.52    | 0.01%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS0560                                                         | CUSIP: 3138W9TS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7108 | PA      | $7153.23       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787406                                                      | CUSIP: 3622ADDK1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2989447 | PA      | $2565185.28    | 0.03%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                                                         | TOWD POINT MORTGAGE TRUST 2022-4 TPMT 2022-4 A1                                   | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2316988 | PA      | $2238731.05    | 0.02%             | 2062-09-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 1997-32 PG                                                  | CUSIP: 31359PMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       419 | PA      | $418.60        | 0.00%             | 2027-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD1465                                                        | CUSIP: 3133AXTW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3436311 | PA      | $2797249.61    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                                                                      | WILLIAMS COS INC/THE 7.500000% 01/15/2031                                         | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      9000 | PA      | $10190.29      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 XAM                  | CUSIP: 3137FMU42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6800000 | PA      | $254349.24     | 0.00%             | 2029-06-25      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL5890                                                         | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    595748 | PA      | $601456.87     | 0.01%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB3880                                                         | CUSIP: 3140QPJ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    202822 | PA      | $205073.27     | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 3.150000% 08/22/2027                                               | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158591.30     | 0.00%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                                                                                               | RATE MORTGAGE TRUST 2024-J4 RATE 2024-J4 A4                                       | CUSIP: 75408TAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4813511 | PA      | $4898958.39    | 0.05%             | 2054-12-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-37 IO                           | CUSIP: 38380RWG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2683843 | PA      | $161810.50     | 0.00%             | 2061-01-16      | Floating      | 0.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 776708                                                         | CUSIP: 31404R3R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5496 | PA      | $5592.41       | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                                                             | ELI LILLY & CO 4.250000% 03/15/2031                                               | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $2814400.39    | 0.03%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Z40290                                                   | CUSIP: 3132FCKB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2806804 | PA      | $2609626.61    | 0.03%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                                                                                               | TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST TAOT 2022-D A4                         | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    994000 | PA      | $1009854.50    | 0.01%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-56 AQ                                                  | CUSIP: 3136BBME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1599273 | PA      | $1313037.30    | 0.01%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0240                                                         | CUSIP: 3140XFHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    817968 | PA      | $740739.91     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3210                                                         | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    815764 | PA      | $765767.38     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                                                              | JERSEY CENTRAL POWER & LIGHT CO 144A 2.750000% 03/01/2032                         | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1206777.75    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 710087                                                      | CUSIP: 36297E2U8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     48163 | PA      | $48254.23      | 0.00%             | 2061-09-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785359                                                      | CUSIP: 3622AAZY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    770394 | PA      | $638674.51     | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3183                                                         | CUSIP: 31418CRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    448693 | PA      | $435716.31     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                                               | LEHMAN BROTHERS HOLDINGS ESCROW SECURITY                                          | CUSIP: 524ESCR36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4040000 | PA      | $2020.00       | 0.00%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 4.950000% 07/01/2050                                  | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3477000 | PA      | $3000949.33    | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                                                            | REYNOLDS AMERICAN INC 8.125000% 05/01/2040                                        | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |   1060000 | PA      | $1277314.21    | 0.01%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                                                               | COMMONSPIRIT HEALTH 4.975000% 09/01/2035                                          | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4943562.08    | 0.05%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BS9106                                                         | CUSIP: 3140LLDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100000 | PA      | $103015.50     | 0.00%             | 2033-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                                                        | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2025-1 A1                        | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   4329000 | PA      | $4390391.71    | 0.04%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                                                                                     | PAYCHEX INC 5.350000% 04/15/2032                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   4609000 | PA      | $4793257.08    | 0.05%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 4.810000% 10/22/2036                                          | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1437000 | PA      | $1444967.68    | 0.01%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-188 PA                          | CUSIP: 38383CRU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     56420 | PA      | $47128.75      | 0.00%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                                                                     | PEPSICO INC 4.100000% 01/15/2029                                                  | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2311000 | PA      | $2326371.45    | 0.02%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                                                                      | GUARDIAN LIFE GLOBAL FUNDING 144A 4.798000% 04/28/2030                            | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   7755000 | PA      | $7947741.53    | 0.08%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  14360000 | PA      | $9840988.27    | 0.10%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB2375                                                         | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2355208 | PA      | $2036796.43    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                                                                                      | KEYSPAN GAS EAST CORP 144A 2.742000% 08/15/2026                                   | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1162031.29    | 0.01%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4281 FA                                                    | CUSIP: 3137B6N56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    306595 | PA      | $304224.07     | 0.00%             | 2043-12-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0206C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  21475000 | PA      | $17469142.41   | 0.18%             | 2055-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2022-57 FA                                                  | CUSIP: 3136BN3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13140514 | PA      | $12905648.81   | 0.13%             | 2052-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-48 AB                                                  | CUSIP: 3136BAUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    743069 | PA      | $633232.43     | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 847777                                                         | CUSIP: 31408C2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       689 | PA      | $726.58        | 0.00%             | 2036-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH                                                                                                                       | PEACEHEALTH OBLIGATED GROUP 4.855000% 11/15/2032                                  | CUSIP: 70462GAF5<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |   4630000 | PA      | $4690290.61    | 0.05%             | 2032-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                                                                 | CAPITAL ONE FINANCIAL CORP 6.051000% 02/01/2035                                   | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3569000 | PA      | $3812378.82    | 0.04%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4980 KI                                                    | CUSIP: 3137FTLA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3300495 | PA      | $773434.40     | 0.01%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 613770                                                       | CUSIP: 36290N2B7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7308 | PA      | $7392.75       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                                                    | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2025-3A A1                                  | CUSIP: 96328GCP0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2550000 | PA      | $2553065.10    | 0.03%             | 2040-09-18      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                                                                                         | ALCON FINANCE CORP 144A 5.375000% 12/06/2032                                      | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   2696000 | PA      | $2841643.20    | 0.03%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                                                            | SEQUOIA MORTGAGE TRUST 2018-CH4 SEMT 2018-CH4 B1B                                 | CUSIP: 81747LCE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1494822 | PA      | $1506813.37    | 0.02%             | 2048-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV GEN RCPTS                                                                                                            | OHIO ST UNIV OHIO STATE UNIVERSITY/THE                                            | CUSIP: 677632PA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    647000 | PA      | $551363.18     | 0.01%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-4 SL                            | CUSIP: 38376T2W1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     34071 | PA      | $4260.17       | 0.00%             | 2040-01-16      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                                         | INVITATION HOMES OPERATING PARTNERSHIP LP 4.150000% 04/15/2032                    | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1518897.62    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 506874                                                       | CUSIP: 36211ACK0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        76 | PA      | $78.95         | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC9154                                                        | CUSIP: 3133AUE38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    525304 | PA      | $474980.71     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-74 AB                                                  | CUSIP: 3136B3HQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    213721 | PA      | $202068.96     | 0.00%             | 2048-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 1.750000% 01/31/2029                                              | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4590000 | PA      | $4349025.00    | 0.04%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                                           | BAYER US FINANCE II LLC 144A 4.375000% 12/15/2028                                 | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |   3938000 | PA      | $3935301.01    | 0.04%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                                                          | DUKE ENERGY FLORIDA LLC 2.400000% 12/15/2031                                      | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1096890.26    | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 1.875000% 02/28/2027                                              | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7115000 | PA      | $6967697.30    | 0.07%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 482926                                                       | CUSIP: 36209VPK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7669 | PA      | $7741.86       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM3558                                                         | CUSIP: 3140X65U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1183378 | PA      | $1083981.69    | 0.01%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0183                                                         | CUSIP: 3140FXFZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    554695 | PA      | $529512.14     | 0.01%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM4925                                                         | CUSIP: 3140X8PK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    176579 | PA      | $159256.35     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-163 NC                          | CUSIP: 38377RKA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    908467 | PA      | $904626.06     | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4562                                                         | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9395204 | PA      | $7685743.98    | 0.08%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A1                   | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1330000 | PA      | $1202422.76    | 0.01%             | 2056-11-27      | Floating      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5118 CA                                                    | CUSIP: 3137H0T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1135182 | PA      | $1060887.88    | 0.01%             | 2033-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 5.550000% 11/01/2045                                                     | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1269397.08    | 0.01%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR4 A6               | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1505808 | PA      | $1472658.24    | 0.02%             | 2034-06-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 5.320000% 07/19/2035                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1817447.80    | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1442                                                         | CUSIP: 3140XGS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4469886 | PA      | $4075840.20    | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS6786                                                         | CUSIP: 3140XNRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  31007782 | PA      | $31501662.92   | 0.32%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BX6986                                                         | CUSIP: 3140NBXQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1925783 | PA      | $1986324.70    | 0.02%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZT1257                                                        | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1220916 | PA      | $1134661.77    | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5653                                                      | CUSIP: 36179UH62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    337233 | PA      | $343394.35     | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP MTN 2.496000% 02/13/2031                                     | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1613831.26    | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 622499                                                       | CUSIP: 36291ARU5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4877 | PA      | $4950.98       | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2022-C18 BBCMS 2022-C18 A5                                   | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1760000 | PA      | $1877447.26    | 0.02%             | 2055-12-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR8478                                                         | CUSIP: 3140L7M41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68259 | PA      | $56876.28      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 3.250000% 08/15/2029                                              | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1661186.90    | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                                                                                         | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 5.200000% 04/01/2028                    | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    937000 | PA      | $957986.66     | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 589026                                                       | CUSIP: 36201PLF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       282 | PA      | $288.89        | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 906602                                                         | CUSIP: 31411FGK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     41605 | PA      | $43718.03      | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.050000% 11/21/2039                                                   | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    967000 | PA      | $874927.84     | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4742 PA                                                    | CUSIP: 3137FCAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1016227 | PA      | $944520.05     | 0.01%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G61748                                                   | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3726368 | PA      | $3523945.69    | 0.04%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5399 FB                                                    | CUSIP: 3137HCHB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1524645 | PA      | $1522357.81    | 0.02%             | 2054-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                                                        | DUKE ENERGY CAROLINAS LLC 2.550000% 04/15/2031                                    | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    466000 | PA      | $429430.66     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8648                                                      | CUSIP: 36179XTD8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    679038 | PA      | $690753.76     | 0.01%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                                                 | JOHNSON & JOHNSON 5.000000% 03/01/2035                                            | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2707918.46    | 0.03%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                                            | LOWE'S COS INC 4.250000% 03/15/2031                                               | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2157685.27    | 0.02%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 2.375000% 07/15/2031                                                      | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $3601019.21    | 0.04%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                                                       | SCCU AUTO RECEIVABLES TRUST 2024-1 SCCU 2024-1A A2                                | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    304431 | PA      | $304728.40     | 0.00%             | 2027-12-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                                                          | AMERICAN EXPRESS CO 5.389000% 07/28/2027                                          | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  11465000 | PA      | $11566661.87   | 0.12%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0513                                                         | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    695141 | PA      | $634510.26     | 0.01%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 434315                                                       | CUSIP: 36207KN89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1304 | PA      | $1332.41       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                                                          | CONSUMERS ENERGY CO 5.050000% 05/15/2035                                          | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1716130.86    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 1.375000% 08/15/2050                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32606000 | PA      | $16584481.40   | 0.17%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8864                                                         | CUSIP: 3140XCZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    735857 | PA      | $639680.92     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US 10YR NOTE (CBT)MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       552 | NC      | $62565750.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0206                                                        | CUSIP: 3132D9GP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    938887 | PA      | $826853.71     | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-8 VERUS 2021-8 A1                                 | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1067834 | PA      | $993776.10     | 0.01%             | 2066-11-25      | Floating      | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4840                                                         | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13076590 | PA      | $12856901.39   | 0.13%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                                                                       | CONTINENTAL RESOURCES INC/OK 144A 2.268000% 11/15/2026                            | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4280351.33    | 0.04%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT                                                                       | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICAT WMALT 2005-3 CX                | CUSIP: 9393365L3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     91104 | PA      | $14043.25      | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.800000% 09/26/2032                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3195000 | PA      | $3141018.01    | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1561                                                         | CUSIP: 31418AWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    895808 | PA      | $868603.71     | 0.01%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BU8741                                                         | CUSIP: 3140MAWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1986699 | PA      | $1994349.59    | 0.02%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 CN9873                                                      | CUSIP: 3617F96J6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    428594 | PA      | $389094.80     | 0.00%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 6.174000% 05/25/2034                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1111171.05    | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7182                                                        | CUSIP: 3132DU6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    934891 | PA      | $940872.72     | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                                                                                             | REGENCY CENTERS LP 2.950000% 09/15/2029                                           | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1955038.14    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 6.100000% 09/26/2065                                                  | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    864000 | PA      | $804617.06     | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                                                               | COMMONSPIRIT HEALTH 4.350000% 11/01/2042                                          | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    440000 | PA      | $383743.47     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                                            | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SDART 2024-3 A3                     | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1043785 | PA      | $1048226.62    | 0.01%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 3.050000% 05/15/2041                                       | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    358000 | PA      | $275422.22     | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 3.500000% 07/15/2051                                                      | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6235000 | PA      | $4336607.04    | 0.04%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 2.300000% 02/01/2032           | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1718772.56    | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                                                 | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25E 1                       | CUSIP: 83162CP56<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    851325 | PA      | $818340.44     | 0.01%             | 2047-05-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                                                                                | BOSTON GAS CO 144A 5.843000% 01/10/2035                                           | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2661123.70    | 0.03%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 5.150000% 04/23/2031                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1577286.33    | 0.02%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0163                                                         | CUSIP: 3140FXFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    735801 | PA      | $756199.48     | 0.01%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3819                                                         | CUSIP: 3140XKG53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3007445 | PA      | $2578780.80    | 0.03%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7257                                                      | CUSIP: 36179WB23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2182845 | PA      | $2020021.16    | 0.02%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA5077                                                        | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4525202 | PA      | $3943295.07    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-197 LF                          | CUSIP: 38383LFS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4248184 | PA      | $4223811.87    | 0.04%             | 2052-11-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                                                             | GILEAD SCIENCES INC 2.600000% 10/01/2040                                          | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $2904450.68    | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA0913                                                         | CUSIP: 31418AAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60983 | PA      | $61543.31      | 0.00%             | 2031-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                                                                               | SOUTHWESTERN ELECTRIC POWER CO 2.750000% 10/01/2026                               | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990139.19     | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SCG COMMERCIAL MORTGAGE TRUST                                                                                                     | SCG COMMERCIAL MORTGAGE TRUST 2025-FLWR SCG 2025-FLWR C                           | CUSIP: 78438AAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5350000 | PA      | $5353338.40    | 0.05%             | 2042-08-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM4751                                                         | CUSIP: 3140J9H53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    283310 | PA      | $270860.10     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM5227                                                         | CUSIP: 3140J9YZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1561491 | PA      | $1594706.52    | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1253                                                         | CUSIP: 31418AMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    165600 | PA      | $162086.21     | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR4753                                                         | CUSIP: 3140L3H79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    209053 | PA      | $173824.85     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 490404                                                       | CUSIP: 36210EX95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       836 | PA      | $854.50        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass Through Trust                                                                                              | AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUS 3.375000% 05/01/2027           | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64002 | PA      | $63057.81      | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-59 NC                                                  | CUSIP: 3136BBKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1072991 | PA      | $1017232.22    | 0.01%             | 2040-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                                                      | US BANCORP 4.839000% 02/01/2034                                                   | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1676471.95    | 0.02%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2395                                                        | CUSIP: 3132DPUU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    540277 | PA      | $545856.50     | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8347                                                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9018173 | PA      | $8884486.47    | 0.09%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7727                                                         | CUSIP: 3140XBSR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    120473 | PA      | $105820.93     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                                                      | BRISTOL-MYERS SQUIBB CO 5.100000% 02/22/2031                                      | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    540000 | PA      | $564761.79     | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                                                          | ANGEL OAK MORTGAGE TRUST 2022-3 AOMT 2022-3 A1                                    | CUSIP: 03464TAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2717765 | PA      | $2673512.32    | 0.03%             | 2067-01-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.625000% 09/30/2030                                              | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  19026000 | PA      | $19877710.69   | 0.20%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG H00790                                                   | CUSIP: 3128MS2X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      6742 | PA      | $6796.99       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6448                                                         | CUSIP: 3140XAEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    933490 | PA      | $774244.37     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                                            | MCDONALD'S CORP MTN 4.700000% 12/09/2035                                          | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    485000 | PA      | $486744.39     | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                                                                | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-4 A3                | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2904000 | PA      | $2906991.12    | 0.03%             | 2031-02-18      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                                                   | NELNET STUDENT LOAN TRUST 2005-2 NSLT 2005-2 A5                                   | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1579746 | PA      | $1569402.63    | 0.02%             | 2037-03-23      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4611 BF                                                    | CUSIP: 3137BRC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5487032 | PA      | $5440599.42    | 0.06%             | 2041-06-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-54 IO                           | CUSIP: 38380RK41<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2527336 | PA      | $299175.13     | 0.00%             | 2063-09-16      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                                             | MICROSOFT CORP 3.300000% 02/06/2027                                               | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    720000 | PA      | $717451.34     | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD9170                                                        | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1492152 | PA      | $1289616.13    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0326C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  32250000 | PA      | $29826275.44   | 0.30%             | 2055-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                                                              | MITSUBISHI UFJ FINANCIAL GROUP INC 5.188000% 09/12/2036                           | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |   2639000 | PA      | $2708539.68    | 0.03%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                                                           | DUKE ENERGY CORP 4.950000% 09/15/2035                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    909000 | PA      | $908563.46     | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                                                               | PECO ENERGY CO 4.150000% 10/01/2044                                               | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1694272.79    | 0.02%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB9683                                                         | CUSIP: 31417GXM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    181334 | PA      | $178008.95     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR15 A1A1            | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4148254 | PA      | $3934686.81    | 0.04%             | 2045-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.000000% 05/15/2032           | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   3725000 | PA      | $3368869.14    | 0.03%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2008-2 SLMA 2008-2 B                                       | CUSIP: 784442AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1211011.15    | 0.01%             | 2083-01-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                                                                                       | UNITED PARCEL SERVICE INC 5.200000% 04/01/2040                                    | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    850000 | PA      | $865434.56     | 0.01%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                                                              | LXP INDUSTRIAL TRUST 6.750000% 11/15/2028                                         | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143574.52     | 0.00%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                                                                            | CHUBB INA HOLDINGS LLC MTN 5.000000% 03/15/2034                                   | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2571200.95    | 0.03%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 5.375000% 03/22/2033                                        | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3537000 | PA      | $3526043.40    | 0.04%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0551                                                         | CUSIP: 3140XFTH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    220816 | PA      | $191647.58     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA3633                                                         | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4083409 | PA      | $3862998.22    | 0.04%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 GSMBS 2024-RPL4 A1                  | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4009566 | PA      | $3952099.26    | 0.04%             | 2061-09-25      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| MF1 LTD                                                                                                                           | MF1 2025-FL19 LLC MF1 2025-FL19 AS                                                | CUSIP: 55287KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4155000 | PA      | $4166592.45    | 0.04%             | 2042-05-18      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                                                     | REPUBLIC OF INDONESIA 4.300000% 04/16/2031                                        | CUSIP: 455780EC6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2647000 | PA      | $2645277.01    | 0.03%             | 2031-04-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A                   | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    729142 | PA      | $669576.24     | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BD8104                                                         | CUSIP: 3140FGAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     62585 | PA      | $57274.15      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q19236                                                   | CUSIP: 3132JAV69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     13703 | PA      | $13457.02      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1566                                                        | CUSIP: 31427NW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9246047 | PA      | $9408913.59    | 0.10%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2013-9 BC                                                   | CUSIP: 3136ABQF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    392669 | PA      | $419908.38     | 0.00%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QE5202                                                        | CUSIP: 3133BEX73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1445673 | PA      | $1385127.12    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM5754                                                         | CUSIP: 3140X9MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66586 | PA      | $65168.16      | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                                                     | VISTRA OPERATIONS CO LLC 144A 5.250000% 10/15/2035                                | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4765000 | PA      | $4752516.65    | 0.05%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1289                                                         | CUSIP: 3140XGNF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    853717 | PA      | $776648.69     | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BW1302                                                         | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1306268 | PA      | $1320451.33    | 0.01%             | 2052-11-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.250000% 08/15/2049                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $20005898.36   | 0.20%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 579140                                                       | CUSIP: 36201CLV4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8361 | PA      | $8646.92       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2011-127 FC                                                 | CUSIP: 3136A2SV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    388604 | PA      | $385217.55     | 0.00%             | 2041-12-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                                                           | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 2.700000% 05/01/2050                       | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    477000 | PA      | $302629.70     | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                                            | MCDONALD'S CORP MTN 6.300000% 03/01/2038                                          | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1562478.64    | 0.02%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                                                                     | TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |   2290000 | PA      | $2247897.32    | 0.02%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5930                                                         | CUSIP: 3140XMSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    544371 | PA      | $535885.56     | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE INTEREST STRIP FNS 426 C39                                             | CUSIP: 31422M2B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8338685 | PA      | $1035615.15    | 0.01%             | 2051-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD3231                                                        | CUSIP: 3133B0SU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1062015 | PA      | $1018667.43    | 0.01%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 4.542000% 09/19/2030                                                | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1455158.38    | 0.01%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2025-10 A                                               | CUSIP: 92348KEZ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6000000 | PA      | $6028020.00    | 0.06%             | 2033-10-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                                            | MCDONALD'S CORP 4.950000% 03/03/2035                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2728814.76    | 0.03%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1462                                                         | CUSIP: 3140XGTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    627874 | PA      | $588448.11     | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOL 6.375000% 04/15/2066           | CUSIP: 472140AJ1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |    465000 | PA      | $473168.56     | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 568445                                                       | CUSIP: 36213YP63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5955 | PA      | $6046.41       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.875000% 05/31/2027                                              | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  22855000 | PA      | $22960347.38   | 0.23%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SECURITIZATION, LLC                                                                                           | VIRGINIA POWER FUEL SECURITIZATION LLC 5.088000% 05/01/2027                       | CUSIP: 92808VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1257759 | PA      | $1266638.60    | 0.01%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-64 IB                                                  | CUSIP: 3136BBWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1609205 | PA      | $306933.48     | 0.00%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 4245                                                        | CUSIP: 36202EWE5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    278317 | PA      | $298840.23     | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                                                                         | DLLAA 2023-1 LLC DLLAA 2023-1A A3                                                 | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    637066 | PA      | $643799.64     | 0.01%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                                                                                | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 EFMT 2022-1 A1                          | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    699964 | PA      | $626112.67     | 0.01%             | 2067-01-25      | Floating      | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BC9077                                                         | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    285875 | PA      | $270427.21     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                                                                    | JOHN DEERE CAPITAL CORP MTN 4.150000% 09/15/2027                                  | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1737313.81    | 0.02%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 5.250000% 04/21/2034                                           | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9735000 | PA      | $10106590.40   | 0.10%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0035                                                        | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2092994 | PA      | $1916344.75    | 0.02%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3663                                                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    454240 | PA      | $425630.40     | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA5373                                                        | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    949458 | PA      | $788507.94     | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 545898                                                       | CUSIP: 36212WNP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3222 | PA      | $3389.09       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-88 CF                                                  | CUSIP: 3136AUTG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1102030 | PA      | $1094975.91    | 0.01%             | 2046-12-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.500000% 11/15/2045                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650212.05     | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                                                                          | GENERAL ELECTRIC CO MTN VARIABLE RATE 08/15/2036                                  | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2868338.80    | 0.03%             | 2036-08-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781542                                                       | CUSIP: 36225BWB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       114 | PA      | $117.55        | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7526                                                        | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1247344 | PA      | $1084397.56    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BN1623                                                         | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    241142 | PA      | $240252.55     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 535597                                                         | CUSIP: 31384V7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       726 | PA      | $741.86        | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                                                                 | GLP CAPITAL LP / GLP FINANCING II INC 5.300000% 01/15/2029                        | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    545000 | PA      | $554953.34     | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL1051                                                         | CUSIP: 3138EHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     62991 | PA      | $63555.93      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO MTN 4.650000% 11/04/2044                                         | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445764.22     | 0.00%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                                                                      | MASSMUTUAL GLOBAL FUNDING II MTN 4.950000% 01/10/2030                             | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4620520.49    | 0.05%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                                                         | UNION PACIFIC CORP 5.600000% 12/01/2054                                           | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    714000 | PA      | $725842.00     | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 3.419000% 04/15/2033                                                 | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    744000 | PA      | $697207.26     | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST                                                                                                              | CHASE ISSUANCE TRUST CHAIT 2023-A1 A                                              | CUSIP: 161571HT4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4535000 | PA      | $4578843.02    | 0.05%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.375000% 09/15/2028                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  39185000 | PA      | $39062546.88   | 0.40%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1278                                                        | CUSIP: 31427NM48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2424071 | PA      | $2460453.83    | 0.03%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-24 PG                                                  | CUSIP: 3136AVP94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2948880 | PA      | $2640983.52    | 0.03%             | 2047-04-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| THE BROOKLYN UNION GAS COMPANY                                                                                                    | BROOKLYN UNION GAS CO/THE 144A 6.415000% 07/18/2054                               | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   5680000 | PA      | $6002838.93    | 0.06%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3693 FC                                                    | CUSIP: 3137A0PE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    439309 | PA      | $436908.83     | 0.00%             | 2040-07-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 5.000000% 01/15/2036                                   | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   7435000 | PA      | $7444692.86    | 0.08%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                                                             | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A                                     | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2490000 | PA      | $2311951.55    | 0.02%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                                                         | DUKE ENERGY PROGRESS LLC 2.500000% 08/15/2050                                     | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $738544.75     | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2749                                                         | CUSIP: 31418CBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    240137 | PA      | $225302.53     | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                                                                                                       | ELMWOOD CLO I LTD ELMW1 2019-1A A1RR                                              | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2220000 | PA      | $2223187.92    | 0.02%             | 2037-04-20      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV8042                                                         | CUSIP: 3140MM5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1542904 | PA      | $1579511.01    | 0.02%             | 2052-09-01      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.200000% 09/26/2035                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12760000 | PA      | $12503399.08   | 0.13%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7252                                                         | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  15308705 | PA      | $15339658.65   | 0.16%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS7844                                                         | CUSIP: 3138WHWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    285063 | PA      | $260050.61     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG U90791                                                   | CUSIP: 3132H32Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1535664 | PA      | $1509694.32    | 0.02%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION INSURANCE, INC.                                                                                                     | CONSTELLATION INSURANCE INC 144A 6.800000% 01/24/2030                             | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1800167.49    | 0.02%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0326C9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  38075000 | PA      | $34899604.40   | 0.36%             | 2055-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 745643                                                         | CUSIP: 31403DLY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       175 | PA      | $183.74        | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-136 A                           | CUSIP: 38380BNN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    679821 | PA      | $625520.91     | 0.01%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA7185                                                        | CUSIP: 3133KN6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    882948 | PA      | $850106.73     | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 5.042000% 07/19/2030                                               | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1926000 | PA      | $1979918.81    | 0.02%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08732                                                   | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1376976 | PA      | $1259314.74    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-153 KA                          | CUSIP: 38383YJQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1034955 | PA      | $1025454.71    | 0.01%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5530                                                      | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    489083 | PA      | $498395.29     | 0.01%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                                                 | STORE CAPITAL LLC 2.750000% 11/18/2030                                            | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1004839.38    | 0.01%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELEC AUTH GA                                                                                                            | MUNI ELEC AUTH OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                 | CUSIP: 626207YF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2214000 | PA      | $2437099.02    | 0.02%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RE6028                                                        | CUSIP: 3133N3VV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2614986 | PA      | $2289931.99    | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                                                      | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A                             | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5746120 | PA      | $5742528.29    | 0.06%             | 2036-09-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG U91254                                                   | CUSIP: 3132HBH73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    237466 | PA      | $232400.84     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045           | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105394.10     | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD6079                                                        | CUSIP: 3133B3XG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    685549 | PA      | $594186.27     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                                                        | LAD AUTO RECEIVABLES TRUST 2025-3 LADAR 2025-3A A2                                | CUSIP: 501684AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5635000 | PA      | $5643611.97    | 0.06%             | 2029-03-15      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS8204                                                         | CUSIP: 3138WJDJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    698093 | PA      | $660584.72     | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $1884590.37    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 786309                                                       | CUSIP: 3622AB3S9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3935309 | PA      | $3637683.98    | 0.04%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                                                                              | CROSS 2025-H7 MORTGAGE TRUST CROSS 2025-H7 A1                                     | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8272798 | PA      | $8261850.80    | 0.08%             | 2070-09-25      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| State of Kuwait                                                                                                                   | KUWAIT INTERNATIONAL GOVERNMENT BOND 144A 4.136000% 10/09/2030                    | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   6761000 | PA      | $6765520.47    | 0.07%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 6.303000% 10/23/2029                                             | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    925000 | PA      | $979471.25     | 0.01%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA7186                                                        | CUSIP: 3133KN6X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1836488 | PA      | $1767076.15    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD7947                                                        | CUSIP: 3133B5ZL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    652006 | PA      | $581374.75     | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2011-117 AF                                                 | CUSIP: 3136A14M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    360287 | PA      | $357407.88     | 0.00%             | 2041-11-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB8223                                                         | CUSIP: 3140QUD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    321208 | PA      | $330771.15     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                                                     | COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A2                               | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    223335 | PA      | $220837.37     | 0.00%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                                                                                             | SCENTRE GROUP TRUST 2 144A 5.125000% 09/24/2080                                   | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | NUSS              | AU        |   6355000 | PA      | $6410561.77    | 0.07%             | 2080-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                                                                     | CONSOLIDATED EDISON CO OF NEW YORK INC 4.450000% 03/15/2044                       | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3095817.13    | 0.03%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-64 A                                                   | CUSIP: 3136B22V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    887231 | PA      | $807510.11     | 0.01%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-66 XS                           | CUSIP: 38376FLM2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3571 | PA      | $196.60        | 0.00%             | 2039-07-16      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 5.150000% 04/23/2031                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    670000 | PA      | $693881.71     | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                                                          | SYNCHRONY CARD FUNDING LLC SYNIT 2025-A2 A                                        | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2924000 | PA      | $2963747.69    | 0.03%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2012-118 VZ                                                 | CUSIP: 3136A92R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    628796 | PA      | $585451.20     | 0.01%             | 2042-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                                                | ALTRIA GROUP INC 3.875000% 09/16/2046                                             | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    698000 | PA      | $533066.06     | 0.01%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2015-72 GL                                                  | CUSIP: 3136AQAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    668000 | PA      | $595427.61     | 0.01%             | 2045-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4520                                                         | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3740181 | PA      | $3286898.56    | 0.03%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8977                                                         | CUSIP: 3140XC6P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    128903 | PA      | $113225.22     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                                                                                         | APPALACHIAN POWER CO 4.500000% 03/01/2049                                         | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50371.37      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                                                    | SYNOPSYS INC 5.150000% 04/01/2035                                                 | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1433226.37    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0024                                                         | CUSIP: 3140XFA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    495086 | PA      | $432801.80     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C NAVSL 2019-CA A2                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    288104 | PA      | $284841.54     | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                                               | COMCAST CORP 4.049000% 11/01/2052                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    740000 | PA      | $553477.84     | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC4690                                                        | CUSIP: 3133APF79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    215961 | PA      | $187831.91     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                                                                                     | NISOURCE INC 5.350000% 04/01/2034                                                 | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   7880000 | PA      | $8165600.12    | 0.08%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 5.300000% 05/06/2044                                                | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248839.17     | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                                                            | SEQUOIA MORTGAGE TRUST 2025-6 SEMT 2025-6 A5                                      | CUSIP: 81749YAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9415392 | PA      | $9476335.00    | 0.10%             | 2055-07-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G02579                                                   | CUSIP: 3128M4FU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    136503 | PA      | $138218.81     | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                                                                                       | AMERICAN HOMES 4 RENT LP 2.375000% 07/15/2031                                     | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2074449.02    | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2025-95 FC                                                  | CUSIP: 3136BXN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4393314 | PA      | $4375933.11    | 0.04%             | 2052-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV1767                                                         | CUSIP: 3140ME6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4749053 | PA      | $4881371.38    | 0.05%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3396                                                         | CUSIP: 3140XJX24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2024995 | PA      | $2056874.79    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BW3841                                                         | CUSIP: 3140MVHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1415518 | PA      | $1421735.82    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3666                                                      | CUSIP: 36179SCB1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     36839 | PA      | $37808.69      | 0.00%             | 2046-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2474                                                        | CUSIP: 3132DPXB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    205607 | PA      | $210705.88     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                                                       | ONEOK INC 5.400000% 10/15/2035                                                    | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3707042.16    | 0.04%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 4.600000% 02/10/2048                                        | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1019000 | PA      | $798794.10     | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6864                                                      | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1276770 | PA      | $1063225.21    | 0.01%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                                 | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    427883 | PA      | $386591.79     | 0.00%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2012-47 JF                                                  | CUSIP: 3136A6EJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    518734 | PA      | $515362.16     | 0.01%             | 2042-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      2740 | NS      | $2739.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                                                          | COLT 2022-2 MORTGAGE LOAN TRUST COLT 2022-2 A1                                    | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1305316 | PA      | $1256419.42    | 0.01%             | 2067-02-25      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-223 P                           | CUSIP: 38383FHR7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1705062 | PA      | $1505342.16    | 0.02%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Wisconsin)                                                                                         | NORTHERN STATES POWER CO/WI 5.650000% 06/15/2054                                  | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    773000 | PA      | $795418.42     | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST                                                                               | FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUS FHAMS 2004-AA3 A1              | CUSIP: 32051D6B3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10474 | PA      | $10702.07      | 0.00%             | 2034-09-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 995724                                                         | CUSIP: 31416CD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6926 | PA      | $7313.79       | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB6322                                                         | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    727295 | PA      | $741160.07     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA9016                                                      | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2000170 | PA      | $2008630.11    | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST                                                                                                      | NAVIENT REFINANCE LOAN TRUST 2025-B NAVRL 2025-B A                                | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3012231 | PA      | $3020840.73    | 0.03%             | 2055-09-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7500                                                        | CUSIP: 3132DVKM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.00          | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                                                                                                    | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A2A                            | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1560000 | PA      | $1568328.37    | 0.02%             | 2028-04-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785360                                                      | CUSIP: 3622AAZZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    502791 | PA      | $412454.95     | 0.00%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                                                                                           | UBER TECHNOLOGIES INC 5.350000% 09/15/2054                                        | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1066780.41    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 4.800000% 10/15/2034                                                 | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1338420.77    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4607                                                         | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1954515 | PA      | $1762323.62    | 0.02%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4480                                                         | CUSIP: 3140XK6S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    288895 | PA      | $289914.28     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                                                                                           | MVW 2023-2 LLC MVWOT 2023-2A A                                                    | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    835393 | PA      | $858331.51     | 0.01%             | 2040-11-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| IMPAC CMB TRUST                                                                                                                   | IMPAC CMB TRUST SERIES 2005-4 IMM 2005-4 2A1                                      | CUSIP: 45254NPE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     40110 | PA      | $39078.19      | 0.00%             | 2035-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AN8575                                                         | CUSIP: 3138LMQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1822312 | PA      | $1800501.50    | 0.02%             | 2028-03-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                                                              | VIRGINIA HOUSING DEVELOPMENT AUTHORITY VHDA 2006-C CTFS                           | CUSIP: 92812ULT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     41934 | PA      | $42920.65      | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIDSTATE TRUST                                                                                                                    | MID-STATE CAPITAL CORP 2006-1 TRUST MDST 2006-1 A                                 | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1146079 | PA      | $1152331.84    | 0.01%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4587                                                         | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    176943 | PA      | $157571.66     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR2664                                                         | CUSIP: 3140L06A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    521153 | PA      | $433334.11     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 5.499000% 01/23/2035                                             | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1456360.30    | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4375                                                         | CUSIP: 31418D2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    317116 | PA      | $303831.32     | 0.00%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-66 CG                           | CUSIP: 38383RGE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2305129 | PA      | $2221253.46    | 0.02%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                                                                           | MF1 2020-FL4 LTD MF1 2020-FL4 A                                                   | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    263311 | PA      | $263465.00     | 0.00%             | 2035-12-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2578                                                        | CUSIP: 3132DP2K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     73014 | PA      | $75522.08      | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.500000% 05/15/2027                                              | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 110075000 | PA      | $111532634.10  | 1.14%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                                                      | FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A4                               | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    772000 | PA      | $775573.74     | 0.01%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                                                                    | SWCH COMMERCIAL MORTGAGE TRUST 2025-DATA SWCH 2025-DATA A                         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2606000 | PA      | $2582413.62    | 0.03%             | 2042-02-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                                                             | ARI FLEET LEASE TRUST 2023-A ARIFL 2023-A A3                                      | CUSIP: 00218GAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1995000 | PA      | $2007340.87    | 0.02%             | 2032-02-17      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-84 FB                                                  | CUSIP: 3136AUKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    629467 | PA      | $624208.17     | 0.01%             | 2046-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1482                                                         | CUSIP: 3140XGUG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1370651 | PA      | $1282103.42    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2014-25 EL                                                  | CUSIP: 3136AJ3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    885049 | PA      | $821610.81     | 0.01%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                                                                                              | CONSTELLATION ENERGY GENERATION LLC 5.600000% 03/01/2028                          | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2490974.99    | 0.03%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST                                                                                                           | BMW VEHICLE OWNER TRUST 2023-A BMWOT 2023-A A3                                    | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    381179 | PA      | $383651.72     | 0.00%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                                                      | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2023-4 A                       | CUSIP: 02589BAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3093000 | PA      | $3206458.04    | 0.03%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7521                                                        | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1241976 | PA      | $1080028.09    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                                                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.450000% 04/15/2027           | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1549000 | PA      | $1593287.82    | 0.02%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB9482                                                        | CUSIP: 3133AGRB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    181392 | PA      | $150598.56     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-35 MC                                                  | CUSIP: 3136AWNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2271784 | PA      | $2214601.27    | 0.02%             | 2044-12-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AX5505                                                         | CUSIP: 3138Y7DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36487 | PA      | $36465.37      | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                                                | ALTRIA GROUP INC 4.875000% 02/04/2028                                             | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1312163.97    | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT3270                                                         | CUSIP: 3140LRT40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    340778 | PA      | $295761.32     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD7594                                                        | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    406856 | PA      | $350873.98     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1                                 | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    884107 | PA      | $808350.09     | 0.01%             | 2066-02-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-68 IO                           | CUSIP: 38380R4W7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2702666 | PA      | $172704.94     | 0.00%             | 2062-10-16      | Floating      | 0.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14257.92      | 0.00%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT6549                                                         | CUSIP: 3138WUH30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28856 | PA      | $28350.64      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4940 AG                                                    | CUSIP: 3137FQLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    675352 | PA      | $647981.91     | 0.01%             | 2040-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785220                                                      | CUSIP: 3622AAVM3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    507701 | PA      | $422148.48     | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-112 IO                          | CUSIP: 38378BF61<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1912346 | PA      | $5899.40       | 0.00%             | 2053-02-16      | Floating      | 0.11%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                                                          | DOW CHEMICAL CO/THE 4.800000% 05/15/2049                                          | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    585000 | PA      | $472093.82     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR4722                                                         | CUSIP: 3140L3G88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    243363 | PA      | $201924.16     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 538271                                                       | CUSIP: 36212M6G9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11084 | PA      | $11443.12      | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                                                               | CENTENE CORP 3.000000% 10/15/2030                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3956000 | PA      | $3529562.98    | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0995                                                         | CUSIP: 3140XGC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    861243 | PA      | $777089.88     | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY, L.L.C.                                                                                            | TENNESSEE GAS PIPELINE CO LLC 8.375000% 06/15/2032                                | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2625908.38    | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA1710                                                         | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    683322 | PA      | $679457.30     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                                                                  | BROOKFIELD ASSET MANAGEMENT LTD 6.077000% 09/15/2055                              | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | NUSS              | CA        |    939000 | PA      | $967978.27     | 0.01%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                                                                                   | UNIVERSAL HEALTH SERVICES INC 1.650000% 09/01/2026                                | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1233406.84    | 0.01%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE GRANTOR TRUST 2017-T1 FNGT 2017-T1 A                                   | CUSIP: 3136AV6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    177716 | PA      | $174855.27     | 0.00%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 429786                                                       | CUSIP: 36207ENB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     15972 | PA      | $16428.08      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                                               | VIRGINIA ELECTRIC AND POWER CO 5.000000% 04/01/2033                               | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3204000 | PA      | $3290552.76    | 0.03%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1014                                                         | CUSIP: 3140XGDU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    528834 | PA      | $440815.15     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                                                             | AIR LEASE CORP 5.850000% 12/15/2027                                               | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1363561.62    | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |   1150000 | PA      | $1205372.18    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD5620                                                        | CUSIP: 3133B3G50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     62305 | PA      | $51673.72      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                                                 | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2025-25F 1                       | CUSIP: 83162C2J1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4240000 | PA      | $4342849.26    | 0.04%             | 2050-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8B0449                                               | CUSIP: 3142AWQA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1157838 | PA      | $1173102.10    | 0.01%             | 2055-07-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3316 JO                                                    | CUSIP: 31397HKD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1726 | PA      | $1447.18       | 0.00%             | 2037-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB8604                                                        | CUSIP: 3133AFRZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    226025 | PA      | $188335.42     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4781                                                      | CUSIP: 36179TJ22<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    239118 | PA      | $243946.68     | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                                                                                               | NISSAN AUTO RECEIVABLES 2022-B OWNER TRUST NAROT 2022-B A4                        | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1104000 | PA      | $1108433.44    | 0.01%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                                               | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.350000% 04/01/2035                          | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    594000 | PA      | $618279.27     | 0.01%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                                                                                         | MFA 2021-RPL1 TRUST MFRA 2021-RPL1 A1                                             | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    641503 | PA      | $590509.86     | 0.01%             | 2060-07-25      | Floating      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 1G2415                                               | CUSIP: 3128QSVG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     22550 | PA      | $23427.35      | 0.00%             | 2036-05-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM5313                                                         | CUSIP: 3140X83X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    336564 | PA      | $289726.55     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 599844                                                       | CUSIP: 36200FLZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8407 | PA      | $8540.51       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                                                     | COLLEGE AVENUE STUDENT LOANS LLC CASL 2017-A A1                                   | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    279858 | PA      | $282289.51     | 0.00%             | 2046-11-26      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.000000% 11/15/2035                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  14390000 | PA      | $14367515.63   | 0.15%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 4.692000% 10/23/2030                                  | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2633000 | PA      | $2676179.12    | 0.03%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5293 IO                                                    | CUSIP: 3137H9QG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4972273 | PA      | $627182.10     | 0.01%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0984                                                         | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3560127 | PA      | $3217212.63    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                                                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.750000% 05/19/2033                        | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |   6500000 | PA      | $6627126.03    | 0.07%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                                              | BANK 2022-BNK44 BANK 2022-BNK44 A5                                                | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    929000 | PA      | $990103.95     | 0.01%             | 2055-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                                                               | GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021-RPL1 GSMBS 2021-RPL1 A2             | CUSIP: 36261WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1111000 | PA      | $966538.67     | 0.01%             | 2060-12-25      | Floating      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA4613                                                         | CUSIP: 3140QCDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2258220 | PA      | $2051719.23    | 0.02%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA8418                                                        | CUSIP: 3133KQK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6008449 | PA      | $6249667.14    | 0.06%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                                                                      | NOVARTIS CAPITAL CORP 4.100000% 11/05/2030                                        | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2146000 | PA      | $2154276.24    | 0.02%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                                            | TIME WARNER CABLE LLC 4.500000% 09/15/2042                                        | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $834663.50     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                                                        | APPLE INC 4.000000% 05/12/2028                                                    | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1318537.29    | 0.01%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5009                                                         | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11306683 | PA      | $11332454.93   | 0.12%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781607                                                       | CUSIP: 36225BYC6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2219 | PA      | $2321.76       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                                                    | ENTERPRISE FLEET FINANCING 2023-2 LLC EFF 2023-2 A2                               | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    972590 | PA      | $978093.32     | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                                                               | RCKT MORTGAGE TRUST 2022-2 RCKT 2022-2 A2                                         | CUSIP: 74938WAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1299899 | PA      | $1094504.26    | 0.01%             | 2052-02-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-12 FD                                                  | CUSIP: 3136AVTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    745928 | PA      | $740393.39     | 0.01%             | 2047-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AO9747                                                         | CUSIP: 3138M1ZM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    757852 | PA      | $703660.22     | 0.01%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                                                    | RESIDENTIAL ASSET SECURITIZATION TRUST 2004-IP2 RAST 2004-IP2 2A1                 | CUSIP: 45660LAP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    155186 | PA      | $141328.44     | 0.00%             | 2034-12-25      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2017-RPL1 TRUST CSMC 2017-RPL1 A1                                            | CUSIP: 22945AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1557523 | PA      | $1525650.09    | 0.02%             | 2057-07-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 545646                                                         | CUSIP: 31385JET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       270 | PA      | $282.18        | 0.00%             | 2026-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                                                                      | GUARDIAN LIFE GLOBAL FUNDING MTN 4.179000% 09/26/2029                             | CUSIP: 40139LBJ1<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4403630.57    | 0.04%             | 2029-09-26      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                                                    | ENTERPRISE FLEET FINANCING 2022-3 LLC EFF 2022-3 A2                               | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     73240 | PA      | $73258.75      | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 483639                                                       | CUSIP: 36209WHQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2398 | PA      | $2415.47       | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                                                       | PHILLIPS 66 1.300000% 02/15/2026                                                  | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    530000 | PA      | $526973.85     | 0.01%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                                                        | NAVIENT STUDENT LOAN TRUST 2021-3 NAVSL 2021-3A A1A                               | CUSIP: 63942WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1478045 | PA      | $1306862.83    | 0.01%             | 2070-08-25      | Fixed         | 1.77%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 04/01/2038           | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    410000 | PA      | $380352.64     | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                                                                         | AGREE LP 4.800000% 10/01/2032                                                     | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    718000 | PA      | $728379.59     | 0.01%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4071                                                         | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3095742 | PA      | $2765579.05    | 0.03%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QJ3725                                                        | CUSIP: 3133CUD60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1978220 | PA      | $2028035.80    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                                                        | DUKE ENERGY CAROLINAS LLC 5.350000% 01/15/2053                                    | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    970000 | PA      | $949125.97     | 0.01%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3243430.67    | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.000000% 02/15/2050                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43910000 | PA      | $26551828.13   | 0.27%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-9 GA                            | CUSIP: 38383FR62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    964514 | PA      | $813097.54     | 0.01%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2021-78 ND                                                  | CUSIP: 3136BJVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1824403 | PA      | $1513470.83    | 0.02%             | 2051-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 IA                           | CUSIP: 38381H8D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3944542 | PA      | $209629.15     | 0.00%             | 2064-06-16      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 784894                                                      | CUSIP: 3622AAKF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    959674 | PA      | $880271.93     | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0034                                                         | CUSIP: 3140XFBC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    544538 | PA      | $491758.56     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4091 EX                                                    | CUSIP: 3137ATDK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    590817 | PA      | $563488.35     | 0.01%             | 2042-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                                                                   | CSAIL 2019-C16 COMMERCIAL MORTGAGE TRUST CSAIL 2019-C16 ASB                       | CUSIP: 12596WAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    946563 | PA      | $933158.75     | 0.01%             | 2052-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 4.600000% 01/23/2046                                        | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1264000 | PA      | $1009076.48    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                                                                                             | SBNA AUTO LEASE TRUST 2025-A SBALT 2025-A A3                                      | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3960000 | PA      | $3985079.47    | 0.04%             | 2028-04-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                                                      | BX TRUST 2025-VOLT BX 2025-VOLT B                                                 | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4510000 | PA      | $4515637.50    | 0.05%             | 2044-12-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5157                                                        | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2372485 | PA      | $2137715.26    | 0.02%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8801                                                      | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2757182 | PA      | $2801230.05    | 0.03%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1726                                                         | CUSIP: 3140XG4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    363956 | PA      | $318971.31     | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8194                                                        | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9427915 | PA      | $8052438.75    | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2001-52 YZ                                                  | CUSIP: 313921MN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5167 | PA      | $5401.30       | 0.00%             | 2031-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2006-51 SP                                                  | CUSIP: 31395DS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8711 | PA      | $206.28        | 0.00%             | 2036-03-25      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB1704                                                         | CUSIP: 3140QL3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1299540 | PA      | $1246430.41    | 0.01%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.550000% 03/15/2035                                                   | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    381000 | PA      | $379479.78     | 0.00%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                                                                                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2025-1 GMREV 2025-1 A                    | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6738000 | PA      | $6885769.73    | 0.07%             | 2037-12-11      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.800000% 08/03/2028                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1999409.52    | 0.02%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2021-40 DW                                                  | CUSIP: 3136BHPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    259731 | PA      | $234592.43     | 0.00%             | 2041-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                                                               | BMW US CAPITAL LLC 144A 5.050000% 03/21/2030                                      | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |   1545000 | PA      | $1591120.17    | 0.02%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  66741677 | NS      | $66741677.29   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS4271                                                         | CUSIP: 3138WDW98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31394 | PA      | $31552.78      | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                                                                         | DLLAA 2025-1 LLC DLLAA 2025-1A A3                                                 | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2635000 | PA      | $2687862.84    | 0.03%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ4189                                                        | CUSIP: 3142GUUP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10199931 | PA      | $10359295.80   | 0.11%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786764                                                      | CUSIP: 3622ACMM9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2429336 | PA      | $2294940.06    | 0.02%             | 2038-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0101                                                         | CUSIP: 3140QKDF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    510484 | PA      | $462500.06     | 0.00%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB9087                                                        | CUSIP: 3133AGCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1189204 | PA      | $990458.72     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                                                                                         | RAMP SERIES 2007-RZ1 TRUST RAMP 2007-RZ1 A3                                       | CUSIP: 74923PAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    635488 | PA      | $634024.31     | 0.01%             | 2037-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                                                                                                        | FARMERS INSURANCE EXCHANGE 144A 7.000000% 10/15/2064                              | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1582146.99    | 0.02%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                                                | ROYALTY PHARMA PLC 5.200000% 09/25/2035                                           | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |   6500000 | PA      | $6571196.71    | 0.07%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ2635                                                        | CUSIP: 3142GS4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    731913 | PA      | $776827.75     | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 4.583000% 06/19/2029                                            | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    660000 | PA      | $665982.64     | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 5.550000% 11/20/2065                                               | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1838567.53    | 0.02%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5076                                                        | CUSIP: 3133KYT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3266798 | PA      | $2914508.28    | 0.03%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST                                                                                                          | OCEANVIEW MORTGAGE TRUST 2021-INV3 BVINV 2021-3 A5                                | CUSIP: 67647WAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6249686 | PA      | $5654715.98    | 0.06%             | 2051-07-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5712                                                      | CUSIP: 36179UKZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1288153 | PA      | $1309448.69    | 0.01%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM3799                                                         | CUSIP: 3140J8GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31521 | PA      | $28892.41      | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM1768                                                         | CUSIP: 3140J56E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3760630 | PA      | $3766126.03    | 0.04%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA2605                                                         | CUSIP: 3140W23P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2539978 | PA      | $2170762.83    | 0.02%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                                          | LLOYDS BANKING GROUP PLC 4.425000% 11/04/2031                                     | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   3370000 | PA      | $3376860.41    | 0.03%             | 2031-11-04      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                                                              | JERSEY CENTRAL POWER & LIGHT CO 144A 4.400000% 01/15/2031                         | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2153000 | PA      | $2147660.47    | 0.02%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2041                                                         | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8367919 | PA      | $6855458.58    | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 512844                                                       | CUSIP: 36211GWD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11765 | PA      | $12001.90      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2005-7 JM                            | CUSIP: 38374KF73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        97 | PA      | $104.09        | 0.00%             | 2034-05-18      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6930                                                      | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8087903 | PA      | $6736508.33    | 0.07%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1512                                                        | CUSIP: 31427NVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  12561309 | PA      | $12878700.76   | 0.13%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                                                    | MORGAN STANLEY CAPITAL I TRUST 2021-PLZA MSC 2021-PLZA B                          | CUSIP: 61773PAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6633500 | PA      | $5781634.55    | 0.06%             | 2043-11-09      | Floating      | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  15325000 | PA      | $15000871.35   | 0.15%             | 2055-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4606                                                         | CUSIP: 3140XLDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1162083 | PA      | $1050420.92    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SI2045                                                        | CUSIP: 3133USHW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2111654 | PA      | $1928416.30    | 0.02%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3533021.67    | 0.04%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 612420                                                       | CUSIP: 36202XK97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1219 | PA      | $1254.34       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                                                     | VISTRA OPERATIONS CO LLC 144A 5.700000% 12/30/2034                                | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6740000 | PA      | $6962871.58    | 0.07%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                                                         | BPR COMMERCIAL MORTGAGE TRUST 2025-STAR BPR 2025-STAR A                           | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2020000 | PA      | $2042697.73    | 0.02%             | 2042-11-05      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787097                                                      | CUSIP: 3622ACX21<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    141889 | PA      | $142683.25     | 0.00%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-97 FW                           | CUSIP: 38384PYX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.07          | 0.00%             | 2054-06-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2022-62 KA                                                  | CUSIP: 3136BN2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    771616 | PA      | $733503.12     | 0.01%             | 2052-09-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OCTAGON LIMITED                                                                                                                   | OCTAGON 57 LTD OCT57 2021-1A AR                                                   | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7494337.50    | 0.08%             | 2034-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4586                                                      | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    641266 | PA      | $600132.04     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7184                                                      | CUSIP: 36179V6V7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1951354 | PA      | $1588687.34    | 0.02%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4324                                                      | CUSIP: 36179SYV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    189828 | PA      | $194822.82     | 0.00%             | 2047-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8B0451                                               | CUSIP: 3142AWQC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2230241 | PA      | $2265867.17    | 0.02%             | 2055-07-01      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                                                                | DTE ENERGY CO 5.050000% 10/01/2035                                                | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   7405000 | PA      | $7428646.46    | 0.08%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST                                                                                          | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 COPAR 2022-2 A3                   | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    488865 | PA      | $488486.26     | 0.00%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-19 FD                                                  | CUSIP: 3136ARD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2897148 | PA      | $2877250.03    | 0.03%             | 2046-04-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB3833                                                         | CUSIP: 3140QPHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    566004 | PA      | $507285.21     | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO. L.L.C.                                                                                                 | BLACKSTONE REG FINANCE CO LLC 4.950000% 02/15/2036                                | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1009545.78    | 0.01%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                                                          | COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1                                    | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1178206 | PA      | $1002564.06    | 0.01%             | 2066-08-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                                                  | PHILIP MORRIS INTERNATIONAL INC 4.375000% 04/30/2030                              | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3422000 | PA      | $3445371.95    | 0.04%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5059                                                         | CUSIP: 3140XLTR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4543288 | PA      | $4310941.75    | 0.04%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4435                                                         | CUSIP: 31418D4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    720616 | PA      | $690023.60     | 0.01%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                                                                                | BERRY GLOBAL INC 1.650000% 01/15/2027                                             | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1731879.15    | 0.02%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                                                                              | ALIGNED DATA CENTERS ISSUER LLC ADC 2021-1A A2                                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3630000 | PA      | $3553431.32    | 0.04%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3662                                                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    645576 | PA      | $591262.53     | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4879 BC                                                    | CUSIP: 3137FLUD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    107416 | PA      | $98172.56      | 0.00%             | 2049-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                                                                                | PUBLIC SERVICE CO OF OKLAHOMA 5.200000% 01/15/2035                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   3998000 | PA      | $4063870.77    | 0.04%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2013-49 AP                                                  | CUSIP: 3136AD7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    479469 | PA      | $421178.15     | 0.00%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 GSMBS 2018-RPL1 A1A                 | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1665383 | PA      | $1636845.42    | 0.02%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                                                                    | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2025-1 MBART 2025-1 A3                       | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1878000 | PA      | $1901176.21    | 0.02%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0584                                                         | CUSIP: 3140XFUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    219347 | PA      | $182619.90     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052           | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    560000 | PA      | $367637.14     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                                                          | TOYOTA LEASE OWNER TRUST 2025-B TLOT 2025-B A3                                    | CUSIP: 89240NAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4190000 | PA      | $4195369.90    | 0.04%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| PECO Energy Company                                                                                                               | PECO ENERGY CO 2.850000% 09/15/2051                                               | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $941928.90     | 0.01%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 584398                                                       | CUSIP: 36201JGF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13523 | PA      | $13882.89      | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 576485                                                       | CUSIP: 36200YNA1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13119 | PA      | $13326.19      | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-84 A                            | CUSIP: 38383RU96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  10999973 | PA      | $9308076.87    | 0.10%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                                                          | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A3                                    | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2975000 | PA      | $2977935.43    | 0.03%             | 2027-09-20      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM9205                                                         | CUSIP: 3140XDGP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    204846 | PA      | $178504.49     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4839                                                         | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12628703 | PA      | $12080639.42   | 0.12%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  11930000 | PA      | $10703769.82   | 0.11%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                                                                                | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 EFMT 2021-2 A1                          | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1505552 | PA      | $1284750.34    | 0.01%             | 2066-06-25      | Floating      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| INVESCO CLO LTD                                                                                                                   | INVESCO CLO 2021-2 LTD INVCO 2021-2A AR                                           | CUSIP: 46149MAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7995960.00    | 0.08%             | 2034-07-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB1805                                                         | CUSIP: 3140QMAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2700435 | PA      | $2347434.20    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786610                                                      | CUSIP: 3622ACGT1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1292685 | PA      | $1222846.52    | 0.01%             | 2037-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0100                                                         | CUSIP: 3140QKDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    523997 | PA      | $474732.60     | 0.00%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA9227                                                         | CUSIP: 3140QHHD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2613664 | PA      | $2269273.60    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7038                                                         | CUSIP: 3140XNZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1011633 | PA      | $1076287.04    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                                               | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10B 1                                 | CUSIP: 831641FU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    763074 | PA      | $762032.11     | 0.01%             | 2032-09-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2023-4 A1A                                              | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1702000 | PA      | $1712401.26    | 0.02%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.625000% 11/15/2055                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5525000 | PA      | $5511003.24    | 0.06%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6418                                                         | CUSIP: 3140XADY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    135853 | PA      | $113514.22     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                                                                                         | ALCON FINANCE CORP 144A 3.000000% 09/23/2029                                      | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3682332.97    | 0.04%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G04706                                                   | CUSIP: 3128M6R34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4367 | PA      | $4551.71       | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-89 IA                           | CUSIP: 38380PTL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2947953 | PA      | $241345.36     | 0.00%             | 2062-04-16      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6598                                                      | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    549151 | PA      | $477660.98     | 0.00%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0345                                                        | CUSIP: 3132D9L28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    239549 | PA      | $210219.23     | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AD0761                                                         | CUSIP: 31418MZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    988550 | PA      | $1027525.90    | 0.01%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 5.950000% 05/15/2054                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3748000 | PA      | $3614502.50    | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                                                                                              | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028                    | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    898213 | PA      | $907871.79     | 0.01%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 752200                                                       | CUSIP: 36230LNR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    226864 | PA      | $205900.13     | 0.00%             | 2046-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                                                    | MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 MSC 2016-BNK2 XA                         | CUSIP: 61690YBV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  11636915 | PA      | $78225.67      | 0.00%             | 2049-11-15      | Floating      | 1.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-22 FA                                                  | CUSIP: 3136ARF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1052272 | PA      | $1043439.07    | 0.01%             | 2046-04-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                                            | MCDONALD'S CORP MTN 3.800000% 04/01/2028                                          | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249452.20     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                                                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 GMALT 2025-2 A3                      | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2360000 | PA      | $2379393.54    | 0.02%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781562                                                       | CUSIP: 36225BWX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2177 | PA      | $2266.34       | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0331                                                         | CUSIP: 3140XFLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    718246 | PA      | $643995.64     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB6854                                                         | CUSIP: 3140QSTL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3565953 | PA      | $3512801.79    | 0.04%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4117 HB                                                    | CUSIP: 3137AUTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    599245 | PA      | $546320.98     | 0.01%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4091 FN                                                    | CUSIP: 3137ATDS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    522008 | PA      | $515837.69     | 0.01%             | 2042-08-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841874                                               | CUSIP: 31288RCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1948779 | PA      | $1966738.69    | 0.02%             | 2054-10-01      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 599799                                                       | CUSIP: 36200FKL1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12526 | PA      | $12662.38      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                                                                 | GLP CAPITAL LP / GLP FINANCING II INC 4.000000% 01/15/2031                        | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1038986.34    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67713                                                   | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1285176 | PA      | $1249591.45    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                                                                   | BAE SYSTEMS PLC 144A 5.250000% 03/26/2031                                         | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | NUSS              | GB        |   3615000 | PA      | $3777682.48    | 0.04%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5405000 | PA      | $5242265.18    | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA2494                                                         | CUSIP: 3140W2XY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8365309 | PA      | $7525617.67    | 0.08%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 794717                                                         | CUSIP: 31405N4A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19329 | PA      | $19770.59      | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 4.800000% 10/15/2034                                                 | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3239000 | PA      | $3284200.67    | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                                            | TIME WARNER CABLE LLC 5.500000% 09/01/2041                                        | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1942000 | PA      | $1721238.51    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON LIMITED                                                                                                                   | OCTAGON 66 LTD OCT66 2022-1A A1R                                                  | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2499375.00    | 0.03%             | 2036-11-16      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                                                                                  | WORLD OMNI AUTO RECEIVABLES TRUST 2025-C WOART 2025-C A4                          | CUSIP: 981936AD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1533000 | PA      | $1543149.38    | 0.02%             | 2031-11-17      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | TSY INFL IX N/B 1.875000% 07/15/2034                                              | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  19440000 | PA      | $20430138.09   | 0.21%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 4.600000% 07/15/2030                                                 | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3012000 | PA      | $3069469.29    | 0.03%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                                                          | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 A5                               | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1740000 | PA      | $1714841.17    | 0.02%             | 2055-05-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| HTS FUND I LLC                                                                                                                    | HTS FUND II LLC HTS 2025-1 A                                                      | CUSIP: 40456GAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4815000 | PA      | $4822164.24    | 0.05%             | 2045-06-23      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB3234                                                         | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    982432 | PA      | $882696.53     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.500000% 05/14/2035                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133954.67     | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2008-6 SLMA 2008-6 B                                       | CUSIP: 78445CAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1186972.94    | 0.01%             | 2083-07-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| POINT AU ROCHE PARK CLO                                                                                                           | POINT AU ROCHE PARK CLO LTD PARPK 2021-1A A                                       | CUSIP: 73052VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3130000 | PA      | $3133827.99    | 0.03%             | 2034-07-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                                                          | ANGEL OAK MORTGAGE TRUST 2021-6 AOMT 2021-6 A1                                    | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    916222 | PA      | $783104.68     | 0.01%             | 2066-09-25      | Floating      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                                                              | SIEMENS FUNDING BV 144A 4.350000% 05/26/2028                                      | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |   2895000 | PA      | $2933744.74    | 0.03%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 934648                                                         | CUSIP: 31412TZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12763 | PA      | $13524.61      | 0.00%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BU2599                                                         | CUSIP: 3140M33H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    347946 | PA      | $301153.47     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN OWNER TRUST                                                                                                     | FREMONT HOME LOAN TRUST 2005-E FHLT 2005-E 2A4                                    | CUSIP: 35729PNC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3349964 | PA      | $3259458.64    | 0.03%             | 2036-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2245                                                        | CUSIP: 3132DPP69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    307854 | PA      | $315206.04     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 4.700000% 11/15/2035                                                 | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5080709.20    | 0.05%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841081                                               | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    567063 | PA      | $574417.71     | 0.01%             | 2050-02-01      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781798                                                       | CUSIP: 36225B7K8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     18076 | PA      | $18942.11      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                                                          | DIAMONDBACK ENERGY INC 5.750000% 04/18/2054                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1933057.35    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                                                             | KEURIG DR PEPPER INC 5.300000% 03/15/2034                                         | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1690178.22    | 0.02%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                                                   | MVW 2021-1W LLC MVWOT 2021-1WA B                                                  | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    159383 | PA      | $153276.24     | 0.00%             | 2041-01-22      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1584                                                         | CUSIP: 31418AXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    198691 | PA      | $195204.87     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.049000% 07/23/2030                                  | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1358084.72    | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 Q                            | CUSIP: 38382NFF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    999574 | PA      | $1006543.61    | 0.01%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                                                                 | CITIGROUP MORTGAGE LOAN TRUST 2009-10 CMLTI 2009-10 1A1                           | CUSIP: 17316AAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8356 | PA      | $8346.47       | 0.00%             | 2033-09-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5467                                                      | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    470001 | PA      | $467997.69     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO VARIABLE RATE 01/15/2027                                         | CUSIP: 949746TG6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2386651.68    | 0.02%             | 2027-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                                                      | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SERIE AMXCA 2025-5 A                 | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3828000 | PA      | $3929359.70    | 0.04%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BE7845                                                         | CUSIP: 3140FTWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7302 | PA      | $7283.12       | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4127                                                      | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1202260 | PA      | $1124310.77    | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC1164                                                        | CUSIP: 3133AKJH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    181051 | PA      | $150614.36     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7926                                                         | CUSIP: 3140XPYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4046039 | PA      | $4252711.85    | 0.04%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 595064                                                       | CUSIP: 36200AB99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5196 | PA      | $5248.69       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6342                                                      | CUSIP: 36179VBK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    148250 | PA      | $150883.03     | 0.00%             | 2049-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q47434                                                   | CUSIP: 3132WMHL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     60428 | PA      | $60343.71      | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                                                        | MIDAMERICAN ENERGY CO 5.500000% 11/15/2056                                        | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1038698.49    | 0.01%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB3272                                                         | CUSIP: 3140QNT69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1694045 | PA      | $1630015.42    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4160 HP                                                    | CUSIP: 3137AXUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    579381 | PA      | $559848.26     | 0.01%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 434223                                                       | CUSIP: 36207KLC2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       597 | PA      | $606.79        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB9961                                                        | CUSIP: 3133AHB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    279369 | PA      | $232474.57     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                                                                       | PROTECTIVE LIFE CORP 144A 4.700000% 01/15/2031                                    | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2359661.06    | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BC0167                                                         | CUSIP: 3140EUFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     41198 | PA      | $39144.25      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 2312 Z                                                     | CUSIP: 3133TTNH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     20321 | PA      | $20662.22      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD4229                                                        | CUSIP: 3132E0VW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3808346 | PA      | $3945255.42    | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0225                                                        | CUSIP: 3132DMHA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    848128 | PA      | $774954.57     | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5064                                                        | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3053752 | PA      | $2728017.73    | 0.03%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                                                       | SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A A4                                 | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    433000 | PA      | $436769.22     | 0.00%             | 2029-04-16      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| FLEX LTD.                                                                                                                         | FLEX LTD 5.250000% 01/15/2032                                                     | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | NUSS              | US        |    656000 | PA      | $670159.48     | 0.01%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K093 X1                   | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3652092 | PA      | $99476.79      | 0.00%             | 2029-05-25      | Floating      | 1.08%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 2.650000% 10/21/2032                                  | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $3638421.95    | 0.04%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2296                                                         | CUSIP: 3140XHRS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    475758 | PA      | $443293.02     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4547                                                         | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10244308 | PA      | $8383565.24    | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2756                                                        | CUSIP: 3132DQBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    633484 | PA      | $647077.36     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                                                        | JP MORGAN MORTGAGE TRUST SERIES 2024-4 JPMMT 2024-4 A4A                           | CUSIP: 46657WAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3437217 | PA      | $3467327.67    | 0.04%             | 2054-10-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 535879                                                       | CUSIP: 36212KJY0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3522 | PA      | $3584.45       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6413                                                      | CUSIP: 36179VDS6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    281350 | PA      | $286336.54     | 0.00%             | 2050-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3866 SA                                                    | CUSIP: 3137AACP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    185261 | PA      | $15437.43      | 0.00%             | 2041-05-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5466                                                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    296843 | PA      | $286334.23     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                                                                    | JOHN DEERE CAPITAL CORP MTN 5.150000% 09/08/2026                                  | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1713678.94    | 0.02%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8489                                                        | CUSIP: 3132DWNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5908652 | PA      | $5785564.11    | 0.06%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4493                                                         | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9880493 | PA      | $8459786.75    | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 4.550000% 02/15/2032                                                 | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2193000 | PA      | $2218944.33    | 0.02%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.200000% 09/26/2035                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $1963699.98    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4314                                                         | CUSIP: 3140XKYL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    243548 | PA      | $202259.98     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                                                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   4735000 | PA      | $4583885.74    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC0430                                                         | CUSIP: 3140Y6PQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11777097 | PA      | $11990915.63   | 0.12%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                                                       | HUMANA INC 3.700000% 03/23/2029                                                   | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   6150000 | PA      | $6036099.48    | 0.06%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3249                                                         | CUSIP: 3140XJTF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    651265 | PA      | $654125.99     | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-13 PE                                                  | CUSIP: 3136B4GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    562613 | PA      | $521966.28     | 0.01%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0781                                                        | CUSIP: 3132DM2N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    258126 | PA      | $231282.33     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.875000% 03/15/2030                                                   | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1772299.81    | 0.02%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 2.739000% 10/15/2030                                          | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1558258.63    | 0.02%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL9468                                                         | CUSIP: 3138ERQW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1225912 | PA      | $1198880.38    | 0.01%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 711731                                                       | CUSIP: 36297GVY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    280000 | PA      | $258300.60     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD                                                                                                                   | OAKTREE CLO 2024-25 LTD OAKCL 2024-25A A                                          | CUSIP: 67402PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2490000 | PA      | $2493276.84    | 0.03%             | 2037-04-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                                               | COMM 2018-COR3 MORTGAGE TRUST COMM 2018-COR3 A2                                   | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6102652 | PA      | $6044959.60    | 0.06%             | 2051-05-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2934                                                        | CUSIP: 3132DQHK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6483885 | PA      | $6731356.30    | 0.07%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4573                                                         | CUSIP: 3140XLCK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    758555 | PA      | $786864.46     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4132                                                         | CUSIP: 3140XKSW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159968 | PA      | $165978.11     | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                                             | FOUNDRY JV HOLDCO LLC 144A 5.500000% 01/25/2031                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228781.46     | 0.00%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC STRIPS FHS 326 F2                                                     | CUSIP: 3132HT3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    746192 | PA      | $744435.90     | 0.01%             | 2044-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                                                                                          | DUKE ENERGY INDIANA LLC 2.750000% 04/01/2050                                      | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $796440.83     | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                                            | TIME WARNER CABLE LLC 7.300000% 07/01/2038                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5748545.75    | 0.06%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV8515                                                         | CUSIP: 3140MNN93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9636487 | PA      | $8579585.64    | 0.09%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 2.182000% 06/01/2028                                          | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1728017.60    | 0.02%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                                                         | SAUDI ARABIAN OIL CO 144A 6.375000% 06/02/2055                                    | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |   4010000 | PA      | $4275082.65    | 0.04%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 2.580000% 04/22/2032                                          | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1113030.77    | 0.01%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                                                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2 SFAST 2024-2A A3                 | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1383802 | PA      | $1397631.64    | 0.01%             | 2029-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC6551                                                        | CUSIP: 3133ARH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    398098 | PA      | $346903.01     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                                                                           | MF1 2021-FL7 LTD MF1 2021-FL7 A                                                   | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    237754 | PA      | $237668.96     | 0.00%             | 2036-10-16      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7525                                                        | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1137377 | PA      | $991631.02     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                                                         | DELL INTERNATIONAL LLC / EMC CORP 5.100000% 02/15/2036                            | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $6316488.83    | 0.06%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 565034                                                       | CUSIP: 36213UV31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     17100 | PA      | $17652.28      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3672                                                         | CUSIP: 3140XKCJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    565143 | PA      | $578676.79     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4281                                                         | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10253715 | PA      | $8404304.82    | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2007-78 SA                           | CUSIP: 38374DJA8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1103053 | PA      | $55307.75      | 0.00%             | 2037-12-16      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC0165                                                        | CUSIP: 3133AJFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     59991 | PA      | $52274.03      | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1751                                                        | CUSIP: 3132DN5L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    151740 | PA      | $131976.63     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                                                                | HONDA AUTO RECEIVABLES 2025-4 OWNER TRUST HAROT 2025-4 A3                         | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5518000 | PA      | $5539951.71    | 0.06%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST SERIES 2024-5 VZMT 2024-5 A                                  | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3903000 | PA      | $4024725.98    | 0.04%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4269                                                         | CUSIP: 3140XKW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1552371 | PA      | $1291362.58    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                                                              | SIEMENS FUNDING BV 144A 4.900000% 05/28/2032                                      | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |   2328000 | PA      | $2407131.75    | 0.02%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.125000% 05/15/2048                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63310000 | PA      | $49359542.74   | 0.50%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                                                                                             | HOWMET AEROSPACE INC 4.850000% 10/15/2031                                         | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1273950.43    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB2855                                                         | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1445921 | PA      | $1256261.58    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2021-42 AC                                                  | CUSIP: 3136BGAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.04          | 0.00%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                                                    | CHARLES SCHWAB CORP/THE 5.643000% 05/19/2029                                      | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2243278.93    | 0.02%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7252                                                         | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3710593 | PA      | $3718095.30    | 0.04%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5335 FB                                                    | CUSIP: 3137HAL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1975882 | PA      | $1983261.59    | 0.02%             | 2039-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                                                               | PENFED AUTO RECEIVABLES OWNER TRUST 2022-A PNFED 2022-A A4                        | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     44769 | PA      | $44764.22      | 0.00%             | 2028-12-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM3773                                                         | CUSIP: 3140X7FP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2976723 | PA      | $2819132.51    | 0.03%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5092 HE                                                    | CUSIP: 3137FYCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1152544 | PA      | $986792.68     | 0.01%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                                                                            | JOHN DEERE OWNER TRUST 2025 JDOT 2025-A A3                                        | CUSIP: 47800DAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4505000 | PA      | $4539742.11    | 0.05%             | 2029-09-17      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 5.900000% 02/10/2063                                                   | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    687000 | PA      | $663757.07     | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS0038                                                         | CUSIP: 3138W9BG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    291895 | PA      | $270096.52     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.000000% 02/15/2048                                              | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22030000 | PA      | $16827994.20   | 0.17%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-82 FE                                                  | CUSIP: 3136AYPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    635586 | PA      | $630387.52     | 0.01%             | 2047-10-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2012-106 FA                                                 | CUSIP: 3136A9AN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    338879 | PA      | $335463.36     | 0.00%             | 2042-10-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM5111                                                         | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    761307 | PA      | $744562.69     | 0.01%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                                                                              | ALIGNED DATA CENTERS ISSUER LLC ADC 2023-1A A2                                    | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5960000 | PA      | $6004193.40    | 0.06%             | 2048-08-17      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-65 DC                           | CUSIP: 38380WV71<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1042000 | PA      | $983299.76     | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA8382                                                        | CUSIP: 3133KQJ31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3936997 | PA      | $3954290.39    | 0.04%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3058                                                         | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    878415 | PA      | $845631.77     | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8570                                                      | CUSIP: 36179XQX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2152286 | PA      | $2189842.90    | 0.02%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-38 PA                                                  | CUSIP: 3136B1Q80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    413751 | PA      | $408345.16     | 0.00%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KC05 X1                   | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1421084 | PA      | $13931.46      | 0.00%             | 2027-06-25      | Floating      | 1.34%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                                                               | KINDER MORGAN INC 5.150000% 06/01/2030                                            | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1564646.42    | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                                                        | TORONTO-DOMINION BANK/THE 4.928000% 10/15/2035                                    | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   2431000 | PA      | $2455346.83    | 0.03%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG U92272                                                   | CUSIP: 3132HCMV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    161788 | PA      | $162610.99     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG B70787                                                   | CUSIP: 3129882U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     46759 | PA      | $47015.45      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0284                                                         | CUSIP: 3140FXJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5932197 | PA      | $5415462.67    | 0.06%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08741                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1847057 | PA      | $1682463.41    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 5.750000% 11/30/2045                                   | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1094395.15    | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 6.050000% 09/01/2054                                           | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    950000 | PA      | $928814.84     | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 5.831000% 04/19/2035                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1474803.94    | 0.02%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.625000% 11/15/2045                                              | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32345000 | PA      | $32319730.47   | 0.33%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                                               | PETROLEOS MEXICANOS 2.460000% 12/15/2025                                          | CUSIP: 71654QBY7<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    156550 | PA      | $156331.18     | 0.00%             | 2025-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.750000% 08/15/2055                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32110000 | PA      | $32511375.00   | 0.33%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB4630                                                         | CUSIP: 3140QQEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5553004 | PA      | $5711952.06    | 0.06%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 600711                                                       | CUSIP: 36200GKY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3634 | PA      | $3673.96       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8346                                                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  17743516 | PA      | $16966831.52   | 0.17%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                                                      | UBS GROUP AG MTN 4.151000% 12/23/2029                                             | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   3273000 | PA      | $3272571.04    | 0.03%             | 2029-12-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES CORPORATION                                                                                          | RASC SERIES 2006-KS2 TRUST RASC 2006-KS2 M2                                       | CUSIP: 75406BAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    147548 | PA      | $147467.27     | 0.00%             | 2036-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                                                             | BANCO SANTANDER SA 4.551000% 11/06/2030                                           | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |   3000000 | PA      | $3015039.57    | 0.03%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841563                                               | CUSIP: 31288QWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3186365 | PA      | $3199496.81    | 0.03%             | 2053-05-01      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q48094                                                   | CUSIP: 3132WM7G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    271710 | PA      | $264313.20     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD3644                                                        | CUSIP: 3133B1BM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    605036 | PA      | $504854.13     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.950000% 09/26/2055                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $3673181.16    | 0.04%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 10/31/2027                                              | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  31018000 | PA      | $31010730.00   | 0.32%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL III                                                                                                      | FARMERS EXCHANGE CAPITAL III 144A 5.454000% 10/15/2054                            | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4441515.40    | 0.05%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG U99076                                                   | CUSIP: 3132H7CN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1049943 | PA      | $1063331.53    | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 485375                                                       | CUSIP: 36209YFQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1086 | PA      | $1122.85       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BE2369                                                         | CUSIP: 3140FMT30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    312941 | PA      | $301068.45     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 723248                                                       | CUSIP: 3620A9P96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    118059 | PA      | $121573.72     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                                                                          | GENERAL ELECTRIC CO 4.300000% 07/29/2030                                          | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2779000 | PA      | $2810131.50    | 0.03%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                                             | MICROSOFT CORP 2.921000% 03/17/2052                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $135957.75     | 0.00%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.625000% 10/31/2030                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 338533000 | PA      | $338823928.50  | 3.46%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV8546                                                         | CUSIP: 3140MNP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    616977 | PA      | $577938.59     | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0569                                                         | CUSIP: 3140FXT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1268179 | PA      | $1164623.55    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 2.908000% 07/21/2042                                  | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    280000 | PA      | $208719.38     | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G06361                                                   | CUSIP: 3128M8MJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      9850 | PA      | $9706.74       | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.875000% 08/15/2045                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50557000 | PA      | $52136906.25   | 0.53%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST                                                                                                              | CHASE ISSUANCE TRUST CHAIT 2024-A2 A                                              | CUSIP: 161571HW7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    716000 | PA      | $733334.57     | 0.01%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-609M WFCM 2025-609M A                  | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6500000 | PA      | $6500000.00    | 0.07%             | 2042-08-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD5416                                                        | CUSIP: 3132DTAR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4626868 | PA      | $4749262.57    | 0.05%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4880 DA                                                    | CUSIP: 3137FLTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    932439 | PA      | $875166.21     | 0.01%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                                                                | BMO 2025-C11 MORTGAGE TRUST BMO 2025-C11 A5                                       | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1254000 | PA      | $1335821.49    | 0.01%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                                          | LLOYDS BANKING GROUP PLC 4.375000% 03/22/2028                                     | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    680000 | PA      | $684491.30     | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 5.400000% 03/15/2054                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1405495.61    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA1711                                                         | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    712038 | PA      | $707645.81     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0460                                                        | CUSIP: 3132D9QM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    160541 | PA      | $141384.50     | 0.00%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 2671 S                                                     | CUSIP: 31394HVK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     13760 | PA      | $15226.13      | 0.00%             | 2033-09-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-43 FC                                                  | CUSIP: 3136B5ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    985228 | PA      | $971558.26     | 0.01%             | 2049-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5092 AP                                                    | CUSIP: 3137FYAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    579454 | PA      | $514690.15     | 0.01%             | 2041-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4512                                                         | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9567440 | PA      | $8206524.50    | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 845355                                                         | CUSIP: 31408AE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     41977 | PA      | $44193.68      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BS6767                                                         | CUSIP: 3140LHQV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    190695 | PA      | $190835.32     | 0.00%             | 2032-10-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                                                                              | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UB31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1260000 | PA      | $937864.62     | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 4.540000% 08/15/2047                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1788000 | PA      | $1508461.18    | 0.02%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1664                                                         | CUSIP: 31418AZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    126551 | PA      | $127048.53     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QG4323                                                        | CUSIP: 3133C4YU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    478496 | PA      | $492954.62     | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                                           | HYUNDAI CAPITAL AMERICA 144A 4.500000% 09/18/2030                                 | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1203653.83    | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2914                                                         | CUSIP: 3140XJGY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    688238 | PA      | $681683.15     | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                                                        | LAD AUTO RECEIVABLES TRUST 2025-2 LADAR 2025-2A A3                                | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2520000 | PA      | $2535634.08    | 0.03%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.500000% 05/15/2046                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38850000 | PA      | $27639650.29   | 0.28%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                                                               | KINDER MORGAN INC 5.000000% 02/01/2029                                            | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307482.48     | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM5919                                                         | CUSIP: 3140JASH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    484078 | PA      | $462362.88     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                                                  | PARAMOUNT GLOBAL 5.900000% 10/15/2040                                             | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3527781.58    | 0.04%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR3 A2               | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16542 | PA      | $15860.61      | 0.00%             | 2034-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6476                                                      | CUSIP: 36179VFR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2036982 | PA      | $1959260.33    | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 565069                                                       | CUSIP: 36213UW63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       568 | PA      | $579.37        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 2.522000% 04/22/2031                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1209401.83    | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                                                                                               | EOG RESOURCES INC 4.400000% 01/15/2031                                            | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   2727000 | PA      | $2740187.39    | 0.03%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS8936                                                         | CUSIP: 3138WJ4W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15738 | PA      | $14381.30      | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 5.502000% 01/24/2036                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1019431.90    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 5.200000% 07/15/2035                                                 | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    969000 | PA      | $1009051.80    | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QY3552                                                        | CUSIP: 31426M5N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2177763 | PA      | $2240701.90    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QF4924                                                        | CUSIP: 3133BSPH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     54293 | PA      | $56236.26      | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD3642                                                        | CUSIP: 3132E0BK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    913697 | PA      | $951758.70     | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4448                                                         | CUSIP: 3140XK5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    224269 | PA      | $219819.12     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2006-125 SM                                                 | CUSIP: 31396PDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    135826 | PA      | $16027.58      | 0.00%             | 2037-01-25      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 968252                                                         | CUSIP: 31414KEZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1936 | PA      | $2026.11       | 0.00%             | 2038-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                                                                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-1 CAALT 2025-1A C                          | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3975000 | PA      | $4066471.11    | 0.04%             | 2035-07-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                                              | HOME DEPOT INC/THE 4.850000% 06/25/2031                                           | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    404000 | PA      | $418684.09     | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 5.250000% 04/02/2035                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4145000 | PA      | $4249903.98    | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BU6901                                                         | CUSIP: 3140M8U31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    700497 | PA      | $598966.66     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 4.900000% 11/01/2035                                                     | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4161074.50    | 0.04%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC.                                                                                                   | GE HEALTHCARE TECHNOLOGIES INC 5.500000% 06/15/2035                               | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1289780.12    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-65 DI                                                  | CUSIP: 3136BBTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1954701 | PA      | $394939.26     | 0.00%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 610851                                                       | CUSIP: 36202VTG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3409 | PA      | $3554.39       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-59 IO                           | CUSIP: 38381EX45<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3270645 | PA      | $142825.81     | 0.00%             | 2062-02-16      | Floating      | 0.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08748                                                   | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    245719 | PA      | $231924.90     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                                                                                              | KIMCO REALTY OP LLC 4.850000% 03/01/2035                                          | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1252620.61    | 0.01%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE INTEREST STRIP FNS 426 C45                                             | CUSIP: 31422M2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  19951087 | PA      | $2493892.08    | 0.03%             | 2051-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2012-46 BA                                                  | CUSIP: 3136A5J49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    164892 | PA      | $174906.91     | 0.00%             | 2042-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 6.250000% 08/15/2055                                             | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1298000 | PA      | $1363080.77    | 0.01%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4903 NF                                                    | CUSIP: 3137FN5F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    499650 | PA      | $492889.96     | 0.01%             | 2049-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 5.150000% 07/15/2034                                       | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   9195000 | PA      | $9509099.45    | 0.10%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7990                                                      | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1735767 | PA      | $1659793.16    | 0.02%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QG1295                                                        | CUSIP: 3133C1NL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    312537 | PA      | $317587.26     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8491                                                        | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5617307 | PA      | $5610367.18    | 0.06%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 144A 4.926000% 05/15/2037                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7420000 | PA      | $7457643.66    | 0.08%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67707                                                   | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5889880 | PA      | $5577383.57    | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB6484                                                         | CUSIP: 3140QSF22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9256894 | PA      | $9426109.42    | 0.10%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA STUDENT LOAN CORPORATION                                                                                           | SOUTH CAROLINA STUDENT LOAN CORP 2015-A SCSLC 2015-A A                            | CUSIP: 83715RAH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    134299 | PA      | $134323.54     | 0.00%             | 2036-01-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5071                                                        | CUSIP: 3133KYT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5201979 | PA      | $4576685.03    | 0.05%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Z40209                                                   | CUSIP: 3132FCGS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1822888 | PA      | $1818650.32    | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781688                                                       | CUSIP: 36225B2V9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    102628 | PA      | $106704.28     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2648                                                         | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  16501808 | PA      | $15319633.02   | 0.16%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 434177                                                       | CUSIP: 36207KJW1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       255 | PA      | $258.11        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 947451                                                         | CUSIP: 31413KBU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31055 | PA      | $32481.73      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 545994                                                         | CUSIP: 31385JRP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9782 | PA      | $10239.07      | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                                             | ATHENE GLOBAL FUNDING 144A 5.543000% 08/22/2035                                   | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1022506.65    | 0.01%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K147 X1                   | CUSIP: 3137H8BN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  11289950 | PA      | $258863.87     | 0.00%             | 2032-06-25      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ4190                                                        | CUSIP: 3142GUUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10122144 | PA      | $10393629.36   | 0.11%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                                                | T-MOBILE USA INC 5.700000% 01/15/2056                                             | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7210000 | PA      | $7180965.26    | 0.07%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR10 A7              | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     22734 | PA      | $21938.12      | 0.00%             | 2033-10-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3942                                                         | CUSIP: 31418DLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    852304 | PA      | $746359.55     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                                                   | CIGNA GROUP/THE 4.900000% 12/15/2048                                              | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126982.62     | 0.00%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING                                                                                                | GRACIE POINT INTERNATIONAL FUNDING 2025-1 LLC GPIF 2025-1A A                      | CUSIP: 38411WAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4390000 | PA      | $4389863.03    | 0.04%             | 2028-08-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-9 DF                                                   | CUSIP: 3136AVWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    664138 | PA      | $659246.14     | 0.01%             | 2047-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.500000% 12/01/2052           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   3035000 | PA      | $3171333.60    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                                            | LOWE'S COS INC 4.250000% 04/01/2052                                               | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1545170.56    | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA3053                                                        | CUSIP: 3133KJMA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1789774 | PA      | $1486309.14    | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5584                                                         | CUSIP: 31418FF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4964587 | PA      | $4861165.01    | 0.05%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7630                                                         | CUSIP: 3140XBPQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    126767 | PA      | $110464.55     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROLLINS, INC.                                                                                                                     | ROLLINS INC 5.250000% 02/24/2035                                                  | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $4156714.93    | 0.04%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 616094                                                       | CUSIP: 36290SNK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4192 | PA      | $4301.75       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2011-117 FA                                                 | CUSIP: 3136A14A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    842542 | PA      | $836084.13     | 0.01%             | 2041-11-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BO6798                                                         | CUSIP: 3140K2RU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    517478 | PA      | $466620.13     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                                                                                            | SOUTHERN POWER CO 4.900000% 10/01/2035                                            | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3468148.41    | 0.04%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 556023                                                       | CUSIP: 36213JVQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4341 | PA      | $4449.76       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                                                                 | CITIGROUP MORTGAGE LOAN TRUST 2004-UST1 CMLTI 2004-UST1 A6                        | CUSIP: 17307GLD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5238 | PA      | $5010.05       | 0.00%             | 2034-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.625000% 11/15/2055                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3421310.61    | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2015-32 FA                                                  | CUSIP: 3136ANPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    834917 | PA      | $818834.49     | 0.01%             | 2045-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9148                                                         | CUSIP: 3140QVEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2204265 | PA      | $2302157.97    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                                                                       | PFIZER INC 3.875000% 11/15/2027                                                   | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1883018.66    | 0.02%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.536000% 01/28/2036                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5030000 | PA      | $5270851.89    | 0.05%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4954 LB                                                    | CUSIP: 3137FR2N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    451977 | PA      | $404345.66     | 0.00%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 2.383000% 07/21/2032                                  | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14310000 | PA      | $12867805.86   | 0.13%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G15963                                                   | CUSIP: 3128MEZ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    629967 | PA      | $611051.50     | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                                                   | AVOLON HOLDINGS FUNDING LTD 144A 2.528000% 11/18/2027                             | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    471000 | PA      | $455681.05     | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                                                    | MORGAN STANLEY CAPITAL I TRUST 2020-L4 MSC 2020-L4 ASB                            | CUSIP: 61770KAV7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3345974 | PA      | $3257987.81    | 0.03%             | 2053-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                                                                 | MORGAN STANLEY PRIVATE BANK NA 4.466000% 07/06/2028                               | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2827258.29    | 0.03%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                                                               | SOCIETE GENERALE 7.132000% 01/19/2055                                             | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | US        |   2264000 | PA      | $2410901.43    | 0.02%             | 2055-01-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G07335                                                   | CUSIP: 3128M9PU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     18428 | PA      | $19463.05      | 0.00%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO LTD                                                                                                                  | OWL ROCK CLO III LTD OR 2020-3A AR                                                | CUSIP: 69120DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2030000 | PA      | $2026849.44    | 0.02%             | 2036-04-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                                                     | FLORIDA POWER & LIGHT CO 5.700000% 03/15/2055                                     | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3974032.75    | 0.04%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 4696                                                        | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    113699 | PA      | $114961.60     | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 599760                                                       | CUSIP: 36200FJD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6475 | PA      | $6547.97       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                                                                                           | UBER TECHNOLOGIES INC 4.800000% 09/15/2034                                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4268772.00    | 0.04%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM1150                                                         | CUSIP: 3140J5H44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    108862 | PA      | $99488.63      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-7 VERUS 2021-7 A1                                 | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1181708 | PA      | $1090251.94    | 0.01%             | 2066-10-25      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C4 WFCM 2025-5C4 AS                   | CUSIP: 949931AF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1590000 | PA      | $1678120.98    | 0.02%             | 2058-05-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5819                                                      | CUSIP: 36179UPC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     91665 | PA      | $93161.54      | 0.00%             | 2049-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA7531                                                         | CUSIP: 3140QFLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    503576 | PA      | $453218.53     | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                                                | T-MOBILE USA INC 3.750000% 04/15/2027                                             | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6478000 | PA      | $6448461.42    | 0.07%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8264                                                        | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  22295675 | PA      | $20655510.44   | 0.21%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 562249                                                       | CUSIP: 36213RTE7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8690 | PA      | $8853.22       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-9 BF                                                   | CUSIP: 3136AVWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    934465 | PA      | $927542.38     | 0.01%             | 2047-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 1.470000% 09/22/2027                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $6545612.20    | 0.07%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC.                                                                                  | MASTR ASSET BACKED SECURITIES TRUST 2006-WMC3 MABS 2006-WMC3 A4                   | CUSIP: 55291KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    637157 | PA      | $216784.70     | 0.00%             | 2036-08-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7509                                                        | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    489688 | PA      | $444037.05     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                                                          | STATE STREET CORP 4.784000% 10/23/2036                                            | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    934000 | PA      | $937128.17     | 0.01%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 604735                                                       | CUSIP: 36200MY80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     21445 | PA      | $22112.25      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0188                                                        | CUSIP: 3132D9F58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    462345 | PA      | $408613.20     | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-47 GZ                                                  | CUSIP: 3136BAS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $491024.49     | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA1489                                                         | CUSIP: 3140W1UP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1764076 | PA      | $1637690.91    | 0.02%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 3.050000% 08/12/2051                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $993421.12     | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 5.834000% 02/20/2031                                             | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   2630000 | PA      | $2795050.62    | 0.03%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 5.700000% 11/01/2054                                                     | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1268190.95    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                                                             | ELI LILLY & CO 4.900000% 02/12/2032                                               | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    610000 | PA      | $635242.31     | 0.01%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AC1604                                                         | CUSIP: 31417KYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1397113 | PA      | $1385316.71    | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 234984539 | NS      | $234984538.90  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                                                                                  | PHILIP MORRIS INTERNATIONAL INC 4.125000% 04/28/2028                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4042000 | PA      | $4058401.47    | 0.04%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA1012                                                         | CUSIP: 3140W1DS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3340484 | PA      | $3295589.96    | 0.03%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT9657                                                         | CUSIP: 3138WXWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    189704 | PA      | $186225.08     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                                                                                               | RATE MORTGAGE TRUST 2021-J4 RATE 2021-J4 A7                                       | CUSIP: 75410JAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9673060 | PA      | $8674331.23    | 0.09%             | 2051-11-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0582                                                         | CUSIP: 3140XFUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    289181 | PA      | $250777.30     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 4.786000% 03/04/2029                                                | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3248000 | PA      | $3293915.19    | 0.03%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-57 PC                                                  | CUSIP: 3136ATEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2839371 | PA      | $2460924.54    | 0.03%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                                                   | NELNET STUDENT LOAN TRUST 2005-1 NSLT 2005-1 A5                                   | CUSIP: 64031QBR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1528164 | PA      | $1517031.06    | 0.02%             | 2033-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-B SMB 2021-B A                              | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3534448 | PA      | $3330527.22    | 0.03%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4628 KF                                                    | CUSIP: 3137BSVH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    892354 | PA      | $876082.47     | 0.01%             | 2055-01-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7122                                                         | CUSIP: 3140XN4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1160913 | PA      | $1060423.17    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                                                   | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 WFRBS 2014-C22 B                         | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    970000 | PA      | $882700.00     | 0.01%             | 2057-09-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD7365                                                        | CUSIP: 3133B5FE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     78480 | PA      | $65433.96      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5217 CD                                                    | CUSIP: 3137H6SL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1288959 | PA      | $1217227.91    | 0.01%             | 2049-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8182                                                        | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1811007 | PA      | $1481675.93    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US LONG BOND(CBT) MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        70 | NC      | $8220625.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-181 L                           | CUSIP: 38379HMV4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    761130 | PA      | $699521.90     | 0.01%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0306C3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4720000 | PA      | $4257806.18    | 0.04%             | 2055-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2022-RPL1 BRAVO 2022-RPL1 A1                      | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7661574 | PA      | $7083310.20    | 0.07%             | 2061-09-25      | Floating      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES                                                                             | CHASE FUNDING TRUST SERIES 2003-6 CFAB 2003-6 1A7                                 | CUSIP: 161546HC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     64190 | PA      | $63914.95      | 0.00%             | 2034-11-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST                                                                                        | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2016-JP2 A4              | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1387613.50    | 0.01%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  21700000 | PA      | $19269927.24   | 0.20%             | 2055-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 890604                                                         | CUSIP: 31410LNV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    643107 | PA      | $649609.11     | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                                                              | ROCHE HOLDINGS INC 144A 4.075000% 12/02/2030                                      | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1789058.85    | 0.02%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 610504                                                       | CUSIP: 36202VGM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1255 | PA      | $1268.33       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                                                                                | PIEDMONT NATURAL GAS CO INC 2.500000% 03/15/2031                                  | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1818959.62    | 0.02%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2715                                                        | CUSIP: 3132DQAQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    144448 | PA      | $143110.26     | 0.00%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                                                          | AMERICAN EXPRESS CO 5.442000% 01/30/2036                                          | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1643947.08    | 0.02%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2010-107 FB                                                 | CUSIP: 31398NKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    403700 | PA      | $400594.25     | 0.00%             | 2040-09-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                                                                                         | ALA TRUST 2025-OANA ALA 2025-OANA A                                               | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $5018729.00    | 0.05%             | 2040-06-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                                                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 GMALT 2025-1 A3                      | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4355000 | PA      | $4389391.00    | 0.04%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.550000% 08/15/2064                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2457076.49    | 0.03%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB4103                                                         | CUSIP: 3140QPRZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1076271 | PA      | $1097855.95    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 5.389000% 04/24/2034                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3842049.81    | 0.04%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA9437                                                        | CUSIP: 3133KRPW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    388144 | PA      | $395256.30     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786474                                                      | CUSIP: 3622ACCK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    751929 | PA      | $756959.79     | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                                                     | FORD MOTOR CREDIT CO LLC 6.054000% 11/05/2031                                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $4259695.36    | 0.04%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                                                    | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2025-4A A                          | CUSIP: 05377RLA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2005000 | PA      | $2003979.46    | 0.02%             | 2032-02-20      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 5.174000% 09/11/2036                                                | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2289003.75    | 0.02%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZS4613                                                        | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1373178 | PA      | $1262748.01    | 0.01%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3958 AF                                                    | CUSIP: 3137AJB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    395008 | PA      | $391941.89     | 0.00%             | 2041-11-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-S4 2A10              | CUSIP: 9292275C6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2089 | PA      | $2067.98       | 0.00%             | 2033-06-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST                                                                                                     | WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2004-2 A33               | CUSIP: 94980GBF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1247195 | PA      | $1289138.41    | 0.01%             | 2034-10-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                                                                           | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRU SASC 2006-BC5 A4               | CUSIP: 86359SAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     51976 | PA      | $51900.60      | 0.00%             | 2036-12-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD6609                                                        | CUSIP: 3132DUKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5651291 | PA      | $5990911.94    | 0.06%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BQ5876                                                         | CUSIP: 3140KRQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    190806 | PA      | $165993.56     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8786                                                         | CUSIP: 3140XCXQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1460550 | PA      | $1269378.47    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                                                                     | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 UBSCM 2017-C4 A3                            | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    801704 | PA      | $790991.82     | 0.01%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORPORATION                                                                                                    | RFC PRINCIPAL  STRIP ZERO COUPON 04/15/2030                                       | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12785000 | PA      | $10844648.17   | 0.11%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BU8750                                                         | CUSIP: 3140MAWL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    151438 | PA      | $153091.72     | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON COMPANY                                                                                                               | OHIO EDISON CO 144A 4.950000% 12/15/2029                                          | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1179388.04    | 0.01%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1                               | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350085 | PA      | $334501.98     | 0.00%             | 2064-04-25      | Floating      | 1.02%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781484                                                       | CUSIP: 36225BUH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     81876 | PA      | $85225.37      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-110 JL                          | CUSIP: 38384QXH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1659000 | PA      | $1457738.91    | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                                                                                      | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-1 2A1                | CUSIP: 59020UNN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25360 | PA      | $23782.01      | 0.00%             | 2034-12-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 593225                                                       | CUSIP: 36201UA20<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       237 | PA      | $240.61        | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G01227                                                   | CUSIP: 31283HLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2984 | PA      | $3126.40       | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 544472                                                       | CUSIP: 36212U2D2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       101 | PA      | $106.31        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QE4363                                                        | CUSIP: 3133BDZ40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2752859 | PA      | $2763247.84    | 0.03%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                                                           | GSR MORTGAGE LOAN TRUST 2004-8F GSR 2004-8F 2A3                                   | CUSIP: 36242DCH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12680 | PA      | $13134.42      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5878                                                      | CUSIP: 36179UQ70<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    234787 | PA      | $239150.21     | 0.00%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                                                        | JP MORGAN MORTGAGE TRUST 2005-A1 JPMMT 2005-A1 3A4                                | CUSIP: 466247LS0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     17880 | PA      | $17232.80      | 0.00%             | 2035-02-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BW5041                                                         | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2166293 | PA      | $2181524.13    | 0.02%             | 2052-08-01      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                                                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A4                 | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    389000 | PA      | $395096.56     | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BK5150                                                         | CUSIP: 3140HJWL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     44734 | PA      | $44280.45      | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1556                                                         | CUSIP: 3140XGWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2392061 | PA      | $2244799.21    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                                                          | COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1                                    | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1278732 | PA      | $1101122.69    | 0.01%             | 2066-10-25      | Floating      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                                                                                             | CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 CWL 2004-6 1A1                   | CUSIP: 126673AW2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1335529 | PA      | $1310589.18    | 0.01%             | 2034-12-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q05261                                                   | CUSIP: 3132GLQN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    179062 | PA      | $172591.67     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 5.600000% 03/02/2043                                                    | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1360946.88    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 323862                                                         | CUSIP: 31374TWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       261 | PA      | $269.75        | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB7681                                                         | CUSIP: 3140QTRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1342952 | PA      | $1362413.99    | 0.01%             | 2053-12-01      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC STRIPS FHS 356 300                                                    | CUSIP: 3132J0NU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1683470 | PA      | $1540705.19    | 0.02%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM2548                                                         | CUSIP: 3140X5ZN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    571758 | PA      | $546146.47     | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2008-4 SLMA 2008-4 B                                       | CUSIP: 78445AAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1204640.05    | 0.01%             | 2073-04-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4010 KM                                                    | CUSIP: 3137AMTT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    146259 | PA      | $140369.63     | 0.00%             | 2042-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                                                | ALTRIA GROUP INC 4.800000% 02/14/2029                                             | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11186.82      | 0.00%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                                                                       | PROTECTIVE LIFE CORP 144A 5.350000% 12/15/2035                                    | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1468404.17    | 0.01%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2015-48 FB                                                  | CUSIP: 3136APKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    994621 | PA      | $975880.51     | 0.01%             | 2045-07-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 5.299000% 07/24/2029                                          | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $6521883.15    | 0.07%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                                                                                  | WORLD OMNI AUTO RECEIVABLES TRUST 2025-C WOART 2025-C A3                          | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2835000 | PA      | $2846664.32    | 0.03%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7176                                                         | CUSIP: 3140JB6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6994348 | PA      | $6994972.55    | 0.07%             | 2053-04-01      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL UNLIMITED COMPANY                                                                                                   | EATON CAPITAL ULC 4.450000% 05/09/2030                                            | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | NUSS              | US        |   1167000 | PA      | $1180502.59    | 0.01%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                                                                                          | ENTERGY MISSISSIPPI LLC 5.800000% 04/15/2055                                      | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1160402.67    | 0.01%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC.                                                                                                          | BOOZ ALLEN HAMILTON INC 5.950000% 04/15/2035                                      | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3383290.32    | 0.03%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q45094                                                   | CUSIP: 3132WJUU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1166882 | PA      | $1067175.90    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                                                      | UBS GROUP AG MTN 5.528000% 05/06/2047                                             | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   2797000 | PA      | $2805780.99    | 0.03%             | 2047-05-06      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA1523                                                         | CUSIP: 3140W1VR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1297060 | PA      | $1123925.45    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD3737                                                        | CUSIP: 3132E0EJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    477696 | PA      | $493315.74     | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049           | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    310000 | PA      | $248863.15     | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 5.576000% 07/23/2036                                          | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2076782.43    | 0.02%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1591                                                         | CUSIP: 31418AXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    245491 | PA      | $246456.34     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.000000% 08/15/2051                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40795000 | PA      | $24163069.83   | 0.25%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BK7700                                                         | CUSIP: 3140HMRW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    543514 | PA      | $542212.23     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA6565                                                        | CUSIP: 3133KNJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  25743830 | PA      | $22343370.61   | 0.23%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB9594                                                         | CUSIP: 31417GUU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     11021 | PA      | $10830.30      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BN7755                                                         | CUSIP: 3140JQTM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3535770 | PA      | $3213370.92    | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                                                                 | BERKSHIRE HATHAWAY ENERGY CO 2.850000% 05/15/2051                                 | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $2431654.90    | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                                                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   4338000 | PA      | $4199555.72    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 5.700000% 04/01/2035                                           | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2828700.26    | 0.03%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT0972                                                         | CUSIP: 3140LPCJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    343089 | PA      | $279722.05     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 852294                                                         | CUSIP: 31408H3B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2225 | PA      | $2253.54       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                                                          | AMERICAN EXPRESS CO 4.731000% 04/25/2029                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3007000 | PA      | $3056935.05    | 0.03%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                                                                                         | ALA TRUST 2025-OANA ALA 2025-OANA B                                               | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5685000 | PA      | $5709853.11    | 0.06%             | 2040-06-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB3426                                                         | CUSIP: 3140QNYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8126834 | PA      | $7530730.14    | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                                                                | BMO 2025-C12 MORTGAGE TRUST BMO 2025-C12 A5                                       | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    846000 | PA      | $912142.14     | 0.01%             | 2058-06-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  17795000 | PA      | $17757201.64   | 0.18%             | 2055-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8B6045                                               | CUSIP: 3142B3WE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1419538 | PA      | $1438524.87    | 0.01%             | 2055-06-01      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052           | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1037261.94    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2833                                                         | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1295941 | PA      | $1183826.00    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 4.750000% 01/15/2033                                   | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6791049.72    | 0.07%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0028                                                         | CUSIP: 3140XFA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    504457 | PA      | $436930.43     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2009-86 BO                                                  | CUSIP: 31398FRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    190547 | PA      | $171694.94     | 0.00%             | 2037-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SB1526                                                        | CUSIP: 3132CXVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2477645 | PA      | $2443696.14    | 0.02%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042           | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2299000 | PA      | $1613563.98    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG C01380                                                   | CUSIP: 31292HQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1836 | PA      | $1903.01       | 0.00%             | 2032-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2024-E SMB 2024-E A1A                            | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3182775 | PA      | $3242345.64    | 0.03%             | 2056-10-16      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.625000% 11/15/2055                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 172562000 | PA      | $171321710.60  | 1.75%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                                                             | ARI FLEET LEASE TRUST 2024-A ARIFL 2024-A A2                                      | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    521822 | PA      | $524896.94     | 0.01%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                                                                                  | INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR7 INDX 2004-AR7 A2                        | CUSIP: 45660NT96<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7594 | PA      | $6692.84       | 0.00%             | 2034-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ4 GSMBS 2025-PJ4 A5                    | CUSIP: 36271WAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9715996 | PA      | $9783817.74    | 0.10%             | 2055-09-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MB0486                                                      | CUSIP: 3618N5RG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9064415 | PA      | $9255118.23    | 0.09%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                                                                                 | T-MOBILE US TRUST 2025-2 TMUST 2025-2A A                                          | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1906000 | PA      | $1921292.03    | 0.02%             | 2030-04-22      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                                            | MCDONALD'S CORP MTN 3.600000% 07/01/2030                                          | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    460000 | PA      | $451511.14     | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 577947                                                       | CUSIP: 36201BBQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        15 | PA      | $15.46         | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                                                        | ANGLO AMERICAN CAPITAL PLC 144A 5.750000% 04/05/2034                              | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |   4705000 | PA      | $4968659.83    | 0.05%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8460                                                         | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1308791 | PA      | $1188226.06    | 0.01%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.625000% 11/15/2055                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    810000 | PA      | $807947.99     | 0.01%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                                                       | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR  | CUSIP: 64971XUX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $962181.69     | 0.01%             | 2032-11-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB1273                                                         | CUSIP: 3140QLMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1192185 | PA      | $980276.73     | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                                                        | APPLE INC 3.950000% 08/08/2052                                                    | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1416546.21    | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4658                                                         | CUSIP: 3140XLE87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    526598 | PA      | $516283.79     | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                                             | MICROSOFT CORP 3.450000% 08/08/2036                                               | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22243.08      | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4963                                                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    696382 | PA      | $671204.24     | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2023-7 A1A                                              | CUSIP: 92348KCD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2815000 | PA      | $2862914.12    | 0.03%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING, INC.                                                                                                         | PPL CAPITAL FUNDING INC 5.250000% 09/01/2034                                      | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    706000 | PA      | $727311.85     | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS, INC.                                                                                                               | ENTERGY TEXAS INC 5.250000% 04/15/2035                                            | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1891039.69    | 0.02%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIDSTATE TRUST                                                                                                                    | MID-STATE TRUST XI MDST 11 A1                                                     | CUSIP: 59549WAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    230243 | PA      | $229999.96     | 0.00%             | 2038-07-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO MTN 5.574000% 07/25/2029                                         | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    763000 | PA      | $790779.18     | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD5089                                                        | CUSIP: 3132DSUN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    317907 | PA      | $312258.13     | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BQ0254                                                         | CUSIP: 3140KKH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    154712 | PA      | $128461.95     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB3115                                                         | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7204471 | PA      | $6499619.24    | 0.07%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.650000% 03/25/2032                 | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |   4150000 | PA      | $4313417.37    | 0.04%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG C01369                                                   | CUSIP: 31292HQW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4534 | PA      | $4736.00       | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA9963                                                      | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12988646 | PA      | $12711643.04   | 0.13%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ2827                                                        | CUSIP: 3142GTD94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    447997 | PA      | $473642.09     | 0.00%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 457097                                                       | CUSIP: 36208PX29<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       682 | PA      | $696.62        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD3432                                                        | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    456792 | PA      | $475098.66     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                                               | SBA SMALL BUSINESS INVESTMENT COS SBIC 2025-10B 1                                 | CUSIP: 831641GA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5105000 | PA      | $5124322.94    | 0.05%             | 2035-09-10      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                                            | LOWE'S COS INC 1.700000% 09/15/2028                                               | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    900000 | PA      | $845379.66     | 0.01%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0426C8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  14625000 | PA      | $14301935.94   | 0.15%             | 2055-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                                           | BAYER US FINANCE II LLC 144A 4.875000% 06/25/2048                                 | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |   2503000 | PA      | $2119160.04    | 0.02%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA5117                                                        | CUSIP: 3133KLVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3097668 | PA      | $2570780.17    | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4471                                                         | CUSIP: 3140XK6H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    240198 | PA      | $217325.15     | 0.00%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                                                          | CONSUMERS ENERGY CO 5.050000% 05/15/2035                                          | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2137474.82    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BC9003                                                         | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1517697 | PA      | $1386400.00    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7910                                                         | CUSIP: 3140XBYG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    416970 | PA      | $364140.80     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-167 BQ                          | CUSIP: 38380H3A8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    522366 | PA      | $496856.08     | 0.01%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AD0753                                                         | CUSIP: 31418MZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33404 | PA      | $35672.34      | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 995072                                                         | CUSIP: 31416BMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72639 | PA      | $75607.38      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 4.952000% 05/07/2031                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2356000 | PA      | $2414677.41    | 0.02%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                                                         | REALTY INCOME CORP 5.125000% 04/15/2035                                           | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1801057.14    | 0.02%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                                                                                     | NISOURCE INC 5.750000% 07/15/2056                                                 | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4505000 | PA      | $4557426.80    | 0.05%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                                                       | AKER BP ASA 144A 5.250000% 10/30/2035                                             | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |   3271000 | PA      | $3229959.09    | 0.03%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.875000% 07/31/2027                                              | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  48500000 | PA      | $48759550.66   | 0.50%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 4802                                                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     53909 | PA      | $55524.76      | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT6546                                                         | CUSIP: 3138WUHY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35801 | PA      | $35166.82      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                                                                     | SUN COMMUNITIES OPERATING LP 4.200000% 04/15/2032                                 | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1247801.18    | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                                                                          | COLUMBIA PIPELINES OPERATING CO LLC 144A 6.544000% 11/15/2053                     | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $302108.27     | 0.00%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM3123                                                         | CUSIP: 3140X6PH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    739497 | PA      | $693965.65     | 0.01%             | 2038-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1094601.78    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.625000% 11/15/2055                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    802000 | PA      | $799968.25     | 0.01%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE-ACES FNA 2016-M11 AL                                                   | CUSIP: 3136AT5G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91236 | PA      | $84587.36      | 0.00%             | 2039-07-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 5.500000% 03/15/2064                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    565000 | PA      | $563146.46     | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                                                            | GENERAL MOTORS FINANCIAL CO INC 5.000000% 04/09/2027                              | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1393929.14    | 0.01%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                                                     | COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C A2                               | CUSIP: 19424WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    299721 | PA      | $274778.71     | 0.00%             | 2055-07-26      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                                                                                         | NORTHERN STATES POWER CO/MN 5.400000% 03/15/2054                                  | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    617000 | PA      | $611627.68     | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0526C7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  14875000 | PA      | $15021930.04   | 0.15%             | 2055-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                                                   | NELNET STUDENT LOAN TRUST 2004-4 NSLT 2004-4 A5                                   | CUSIP: 64031QBK6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    477228 | PA      | $476157.33     | 0.00%             | 2037-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                                                           | BANK OF NEW YORK MELLON CORP/THE MTN 4.942000% 02/11/2031                         | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2623000 | PA      | $2702410.85    | 0.03%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                                                       | EQUINOR ASA 4.750000% 11/14/2035                                                  | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1841000 | PA      | $1852157.49    | 0.02%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                                                | T-MOBILE USA INC 5.125000% 05/15/2032                                             | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    380000 | PA      | $393391.53     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                                             | FOUNDRY JV HOLDCO LLC 144A 5.500000% 01/25/2031                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    478000 | PA      | $497079.71     | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4102 TC                                                    | CUSIP: 3137AUNJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    392585 | PA      | $384714.22     | 0.00%             | 2041-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 902336                                                         | CUSIP: 31411APV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     40733 | PA      | $42518.03      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-218 IO                          | CUSIP: 38381EKC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2690300 | PA      | $199819.07     | 0.00%             | 2061-10-16      | Floating      | 0.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1681                                                         | CUSIP: 3140XG2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4900175 | PA      | $4084723.23    | 0.04%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORPORATION                                                                                                    | RESOLUTION FUNDING STRIP ZERO COUPON 01/15/2030                                   | CUSIP: 76116EGR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1930000 | PA      | $1653993.50    | 0.02%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                                                                                  | HESS CORP 5.800000% 04/01/2047                                                    | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1199724.31    | 0.01%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA5379                                                         | CUSIP: 3140QC6R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    146917 | PA      | $145946.37     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT6229                                                         | CUSIP: 3140LU4P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    648209 | PA      | $583051.96     | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNGE Ltd FINANCE CORP                                                                                                            | BUNGE LTD FINANCE CORP 5.150000% 08/04/2035                                       | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2377000 | PA      | $2434775.24    | 0.02%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 BD                           | CUSIP: 38382NFU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1009321 | PA      | $1016682.07    | 0.01%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                                              | GLENCORE FUNDING LLC 144A 5.673000% 04/01/2035                                    | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   1916000 | PA      | $2014401.53    | 0.02%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1598                                                         | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13560870 | PA      | $11093428.96   | 0.11%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 5.502000% 01/24/2036                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1241277.18    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                                                          | CONSUMERS ENERGY CO 4.500000% 01/15/2031                                          | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2296639.72    | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                                                | BOEING CO/THE 6.388000% 05/01/2031                                                | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $3046443.79    | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 3.600000% 04/01/2050                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $945928.88     | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                                                          | AMERICAN EXPRESS CO 5.016000% 04/25/2031                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    436000 | PA      | $450577.97     | 0.00%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 4.900000% 07/15/2032                                                 | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4784601.36    | 0.05%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR5633                                                         | CUSIP: 3140L4HK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    400604 | PA      | $333360.46     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                                                                                           | UBER TECHNOLOGIES INC 4.150000% 01/15/2031                                        | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2391477.08    | 0.02%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE INTEREST STRIP FNS 334 16                                              | CUSIP: 3136FAB41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     61308 | PA      | $7156.29       | 0.00%             | 2033-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                                                                                 | T-MOBILE US TRUST 2024-2 TMUST 2024-2A A                                          | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6226000 | PA      | $6247868.83    | 0.06%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA1005                                                         | CUSIP: 3140W1DK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11964300 | PA      | $12119974.58   | 0.12%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC4824                                                        | CUSIP: 3133APLD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    267764 | PA      | $233327.11     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BJ1763                                                         | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    125391 | PA      | $122727.58     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K136 X1                   | CUSIP: 3137H4SK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8692972 | PA      | $146667.82     | 0.00%             | 2031-12-25      | Floating      | 0.49%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                                            | EXTRA SPACE STORAGE LP 3.900000% 04/01/2029                                       | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1139720.78    | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3906                                                         | CUSIP: 3140XKKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3662083 | PA      | $3602352.85    | 0.04%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA8694                                                        | CUSIP: 3133KQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1042164 | PA      | $1047676.57    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 916385                                                         | CUSIP: 31411WCW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       456 | PA      | $466.45        | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                                             | FOUNDRY JV HOLDCO LLC 144A 5.900000% 01/25/2033                                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1901040.82    | 0.02%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS, INCORPORATED                                                                                       | AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $465680.55     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                                                                       | FRESENIUS MEDICAL CARE US FINANCE III INC 144A 1.875000% 12/01/2026               | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | DE        |   2440000 | PA      | $2382922.08    | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2025-5C33 BBCMS 2025-5C33 A4                                 | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1771000 | PA      | $1870717.75    | 0.02%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                                                             | ELI LILLY & CO 5.550000% 10/15/2055                                               | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    581000 | PA      | $599778.26     | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  28885890 | NS      | $28885889.61   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 535095                                                         | CUSIP: 31384VNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2349 | PA      | $2463.07       | 0.00%             | 2030-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5876                                                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1434158 | PA      | $1379408.98    | 0.01%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4604 FB                                                    | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2199043 | PA      | $2180866.83    | 0.02%             | 2046-08-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781340                                                       | CUSIP: 36225BPZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3320 | PA      | $3431.95       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO MTN 4.897000% 07/25/2033                                         | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1423930.67    | 0.01%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 1.125000% 08/15/2040                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21739000 | PA      | $13922301.03   | 0.14%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781324                                                       | CUSIP: 36225BPH5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6418 | PA      | $6712.01       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 569898                                                       | CUSIP: 36200RDB5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5503 | PA      | $5711.91       | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4653                                                         | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5797114 | PA      | $5166550.77    | 0.05%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 5.650000% 03/02/2053                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    307000 | PA      | $308433.32     | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR4756                                                         | CUSIP: 3140L3JA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    308182 | PA      | $255705.19     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL8076                                                         | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1044090 | PA      | $1026444.15    | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                                                          | DIAMONDBACK ENERGY INC 5.900000% 04/18/2064                                       | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    925000 | PA      | $892822.46     | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2021-NQM5 TRUST CSMC 2021-NQM5 A1                                            | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1562222 | PA      | $1337310.31    | 0.01%             | 2066-05-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD7414                                                        | CUSIP: 3133B5GX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  11887827 | PA      | $9709308.76    | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 11/15/2028                                              | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  28530000 | PA      | $28536686.86   | 0.29%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 429784                                                       | CUSIP: 36207EM92<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6896 | PA      | $7109.13       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 2684 ZN                                                    | CUSIP: 31394L5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     29323 | PA      | $28738.62      | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2101                                                        | CUSIP: 3132DPKN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    493507 | PA      | $422804.70     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0483                                                         | CUSIP: 3140XFRD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    149577 | PA      | $139361.72     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5397                                                      | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1451472 | PA      | $1355374.31    | 0.01%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.950000% 09/26/2055                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1464587.28    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2025-8 A                                                | CUSIP: 92348KES8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5040000 | PA      | $5047842.24    | 0.05%             | 2033-08-22      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                                                                                | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 9A1                     | CUSIP: 161630AY4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8313 | PA      | $8237.16       | 0.00%             | 2037-02-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                                                       | HUMANA INC 4.950000% 10/01/2044                                                   | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178811.30     | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 2.800000% 04/01/2027                                                  | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    625000 | PA      | $612742.13     | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 4.900000% 07/15/2032                                                 | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1893000 | PA      | $1947795.78    | 0.02%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                                               | COMM 2020-CX MORTGAGE TRUST COMM 2020-CX A                                        | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3290000 | PA      | $2835982.63    | 0.03%             | 2046-11-10      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                                                                      | NORFOLK SOUTHERN CORP 5.100000% 05/01/2035                                        | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1586000 | PA      | $1631368.45    | 0.02%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841976                                               | CUSIP: 31288RFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6440388 | PA      | $6526878.41    | 0.07%             | 2055-06-01      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    416000 | PA      | $273775.29     | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT3244                                                         | CUSIP: 3140LRTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    414678 | PA      | $360663.54     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM4790                                                         | CUSIP: 3140X8KC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3114764 | PA      | $2775205.50    | 0.03%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8C6045                                               | CUSIP: 3142BGWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.05          | 0.00%             | 2055-06-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                                                                 | CROWN CASTLE INC 2.100000% 04/01/2031                                             | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   6103000 | PA      | $5380296.96    | 0.05%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5341                                                         | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1129066 | PA      | $1075678.32    | 0.01%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD.                                                                                                                      | RAD CLO 22 LTD RAD 2023-22A A1                                                    | CUSIP: 74923VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3040000 | PA      | $3044128.32    | 0.03%             | 2037-01-20      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 4.153000% 10/21/2029                                  | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6003000 | PA      | $6007326.54    | 0.06%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0288                                                         | CUSIP: 3140QKKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8258640 | PA      | $6946937.22    | 0.07%             | 2046-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                                                                           | CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2025-A3 A                           | CUSIP: 14041NGH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1862000 | PA      | $1884049.06    | 0.02%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST                                                                                                         | GSMPS MORTGAGE LOAN TRUST 2005-RP3 GSMPS 2005-RP3 1AS                             | CUSIP: 362341LM9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    109669 | PA      | $2436.54       | 0.00%             | 2035-09-25      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB8602                                                        | CUSIP: 3133AFRX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    168788 | PA      | $139025.26     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4570                                                         | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    221014 | PA      | $193953.23     | 0.00%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BX0553                                                         | CUSIP: 3140N4TK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    139345 | PA      | $141656.65     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                                                               | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 CGCMT 2016-P6 A5                      | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2550000 | PA      | $2500154.39    | 0.03%             | 2049-12-10      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2156074.25    | 0.02%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 5.174000% 02/13/2030                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12485000 | PA      | $12843519.88   | 0.13%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN DD0661                                                         | CUSIP: 3140B0WX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2145159 | PA      | $2186439.49    | 0.02%             | 2055-08-01      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0496                                                         | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8886388 | PA      | $7917823.56    | 0.08%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2956                                                         | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    392054 | PA      | $357225.03     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                                                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A HALST 2025-A A3                    | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1290000 | PA      | $1302721.59    | 0.01%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM5175                                                         | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    543726 | PA      | $532177.77     | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8257                                                        | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  12227729 | PA      | $12024814.32   | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BP2120                                                         | CUSIP: 3140K9LA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    958577 | PA      | $896024.06     | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1711                                                         | CUSIP: 31418A3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    185301 | PA      | $186029.31     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 5.450000% 11/20/2055                                               | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1043868.52    | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 4.200000% 11/15/2030                                           | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3453000 | PA      | $3477003.25    | 0.04%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 555483                                                       | CUSIP: 36213JCU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     16213 | PA      | $16474.97      | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-38 MA                                                  | CUSIP: 3136B1Q49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1219821 | PA      | $1179019.03    | 0.01%             | 2048-06-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5161                                                        | CUSIP: 3133KYWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    882741 | PA      | $794843.08     | 0.01%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                                                                   | STATE OF ISRAEL 5.375000% 02/19/2030                                              | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1700000 | PA      | $1758610.82    | 0.02%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                                                                    | JOHN DEERE CAPITAL CORP 4.650000% 01/07/2028                                      | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1567448.54    | 0.02%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA                                                                             | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.270000% 05/15/2047           | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146420.04     | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2021-NQM4 TRUST OBX 2021-NQM4 A1                                              | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  11403194 | PA      | $9898151.29    | 0.10%             | 2061-10-25      | Floating      | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-31 GH                           | CUSIP: 38383GS44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2757534 | PA      | $2517274.61    | 0.03%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1480                                                        | CUSIP: 31427NUE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6910065 | PA      | $7095986.48    | 0.07%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 5.150000% 11/15/2031                                                 | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3123000 | PA      | $3258745.29    | 0.03%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0736                                                         | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    333289 | PA      | $288433.75     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K149 X1                   | CUSIP: 3137H93E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  11231401 | PA      | $202788.57     | 0.00%             | 2032-08-25      | Floating      | 0.40%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                                                                                        | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F BFLD 2025-660F A                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3890000 | PA      | $3894862.50    | 0.04%             | 2042-11-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM5280                                                         | CUSIP: 3140X82N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     82606 | PA      | $77370.34      | 0.00%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 569840                                                       | CUSIP: 36200RBH4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3140 | PA      | $3257.08       | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 8.750000% 09/01/2030                                          | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $2038049.08    | 0.02%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08738                                                   | CUSIP: 3128MJZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    923385 | PA      | $874213.23     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 3.734000% 12/08/2047                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $963046.15     | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL0845                                                        | CUSIP: 31427M5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1530516 | PA      | $1398027.20    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV7895                                                         | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2032080 | PA      | $2036536.21    | 0.02%             | 2052-07-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                                                                  | BROOKFIELD ASSET MANAGEMENT LTD 5.298000% 01/15/2036                              | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | NUSS              | CA        |   1607000 | PA      | $1616887.50    | 0.02%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 4.875000% 11/15/2035                                           | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1763912.61    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q21509                                                   | CUSIP: 3132JNVA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5221 | PA      | $5247.20       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                                                                                       | AMERICAN HOMES 4 RENT LP 4.300000% 04/15/2052                                     | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    591000 | PA      | $475274.61     | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5452 KY                                                    | CUSIP: 3137HFH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1400000 | PA      | $1236277.98    | 0.01%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-30 CF                           | CUSIP: 38384JQR8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.07          | 0.00%             | 2054-02-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4993 KF                                                    | CUSIP: 3137FU6C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5185876 | PA      | $5053341.87    | 0.05%             | 2050-07-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 496685                                                       | CUSIP: 36210MXN6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4390 | PA      | $4473.43       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2015-84 PA                                                  | CUSIP: 3136AQQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1042223 | PA      | $987153.84     | 0.01%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                                                           | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 2.050000% 08/01/2050                       | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    282000 | PA      | $156409.73     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3411                                                         | CUSIP: 3140XJYH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    272729 | PA      | $279882.62     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 5.250000% 05/15/2055                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1237889.86    | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7534                                                        | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1077189 | PA      | $939930.04     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 5.650000% 03/02/2053                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2551858.70    | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BQ1528                                                         | CUSIP: 3140KLVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    105103 | PA      | $87518.16      | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4382                                                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    568417 | PA      | $532309.49     | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3597                                                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    269330 | PA      | $252367.12     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5552                                                         | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11776891 | PA      | $11762341.68   | 0.12%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                                          | BX TRUST 2021-ARIA BX 2021-ARIA C                                                 | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5025000 | PA      | $5021884.50    | 0.05%             | 2036-10-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 940976                                                         | CUSIP: 31413B2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68808 | PA      | $71964.84      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0774                                                         | CUSIP: 3140XF2G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9970500 | PA      | $8259086.11    | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 638055                                                       | CUSIP: 36291TZU5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3475 | PA      | $3730.56       | 0.00%             | 2035-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A NAVSL 2019-A A2A                 | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    174246 | PA      | $173720.65     | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 784680                                                      | CUSIP: 3622AACR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    124181 | PA      | $113524.32     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                                             | ATHENE GLOBAL FUNDING 144A 2.717000% 01/07/2029                                   | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1178791.62    | 0.01%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                                                                                             | PROGRESS ENERGY INC 6.000000% 12/01/2039                                          | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    310000 | PA      | $331222.53     | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0555                                                         | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3302429 | PA      | $2959000.93    | 0.03%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                                                                   | DEERE & CO 5.700000% 01/19/2055                                                   | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1928000 | PA      | $2039254.62    | 0.02%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 3.900000% 11/20/2028                                               | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1885261.31    | 0.02%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BX2914                                                         | CUSIP: 3140N7GY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76209 | PA      | $76206.48      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4813 CJ                                                    | CUSIP: 3137FGSM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    244413 | PA      | $219934.38     | 0.00%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                                                              | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2024-1 TALNT 2024-1A A                       | CUSIP: 89231JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7830000 | PA      | $8119273.09    | 0.08%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM3572                                                         | CUSIP: 3140X66J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    203451 | PA      | $202701.24     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8B0433                                               | CUSIP: 3142AWPS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1159158 | PA      | $1170881.90    | 0.01%             | 2055-06-01      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 6.020000% 01/24/2036                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2804000 | PA      | $2954853.83    | 0.03%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                                                 | STORE CAPITAL LLC 2.700000% 12/01/2031                                            | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    458000 | PA      | $404815.83     | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8238                                                        | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2056909 | PA      | $2024262.68    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0226C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  35875000 | PA      | $30517500.33   | 0.31%             | 2055-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                                                         | DUKE ENERGY PROGRESS LLC 3.700000% 10/15/2046                                     | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    247000 | PA      | $192096.11     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                                                        | APPLE INC 2.375000% 02/08/2041                                                    | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    557000 | PA      | $405767.77     | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                                               | SBA SMALL BUSINESS INVESTMENT COS SBIC 2018-10B 1                                 | CUSIP: 831641FL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    612530 | PA      | $604989.17     | 0.01%             | 2028-09-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                                                                        | CATERPILLAR FINANCIAL SERVICES CORP MTN 5.000000% 05/14/2027                      | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2632000 | PA      | $2675677.17    | 0.03%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                                                | T-MOBILE USA INC 3.500000% 04/15/2031                                             | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  13645000 | PA      | $13078005.09   | 0.13%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST SERIES 2025-2 VZMT 2025-2 A                                  | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4694000 | PA      | $4845514.34    | 0.05%             | 2033-01-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 561600                                                       | CUSIP: 36213Q3H0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        84 | PA      | $85.03         | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2                 | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    539340 | PA      | $521342.46     | 0.01%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8267                                                        | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    158675 | PA      | $159273.25     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786481                                                      | CUSIP: 3622ACCS7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4672946 | PA      | $4830853.19    | 0.05%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.750000% 10/31/2032                                              | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  23290000 | PA      | $23235414.06   | 0.24%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8212                                                        | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  15614771 | PA      | $13356429.12   | 0.14%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT0846                                                         | CUSIP: 3140LN5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    262208 | PA      | $227717.67     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.000000% 07/31/2030                                              | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  24294000 | PA      | $24713450.97   | 0.25%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                                                                    | AEP TEXAS INC 5.850000% 10/15/2055                                                | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2501761.55    | 0.03%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781776                                                       | CUSIP: 36225B6M5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12090 | PA      | $12586.07      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZT0534                                                        | CUSIP: 3132ACSX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2060767 | PA      | $1952905.19    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BP1662                                                         | CUSIP: 3140K8Z46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     32388 | PA      | $30294.63      | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 5.350000% 08/15/2032                                             | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   7125000 | PA      | $7433493.41    | 0.08%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 5.700000% 06/01/2034                                              | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1792000 | PA      | $1887746.43    | 0.02%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.625000% 09/30/2030                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  33363000 | PA      | $33394277.81   | 0.34%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 569788                                                       | CUSIP: 36200Q6Z2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1805 | PA      | $1835.10       | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-110 JC                          | CUSIP: 38384QH76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6723249 | PA      | $6448431.79    | 0.07%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT3303                                                         | CUSIP: 3140LRU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    127294 | PA      | $110922.36     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV7995                                                         | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1128337 | PA      | $1137296.57    | 0.01%             | 2052-08-01      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2008-5 SLMA 2008-5 B                                       | CUSIP: 78444YAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1212258.66    | 0.01%             | 2073-07-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                                                         | REALTY INCOME CORP 3.400000% 01/15/2030                                           | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    942000 | PA      | $916960.97     | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                                                | T-MOBILE USA INC 3.400000% 10/15/2052                                             | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3480000 | PA      | $2393015.07    | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2025-NQM7 TRUST OBX 2025-NQM7 A1                                              | CUSIP: 67121DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5992858 | PA      | $6038605.88    | 0.06%             | 2055-05-25      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4589                                                      | CUSIP: 36179TC29<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     93464 | PA      | $95580.85      | 0.00%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                                                            | PNC FINANCIAL SERVICES GROUP INC/THE 6.875000% 10/20/2034                         | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    775000 | PA      | $881217.28     | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 4.600000% 03/09/2026                                                | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2788059.18    | 0.03%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB5257                                                         | CUSIP: 3140QQZX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2405510 | PA      | $2392774.52    | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                                                               | RCKT MORTGAGE TRUST 2025-CES2 RCKT 2025-CES2 A1A                                  | CUSIP: 74942BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4098933 | PA      | $4138583.68    | 0.04%             | 2055-02-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BU5925                                                         | CUSIP: 3140M7SP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     63742 | PA      | $57160.92      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                                          | BX TRUST 2025-VLT7 BX 2025-VLT7 B                                                 | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4320000 | PA      | $4321350.00    | 0.04%             | 2044-07-15      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 563302                                                       | CUSIP: 36213SX75<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3347 | PA      | $3469.21       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS, INC.                                                                                                               | ENTERGY TEXAS INC 3.450000% 12/01/2027                                            | CUSIP: 29365TAF1<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1599771.75    | 0.02%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD6157                                                        | CUSIP: 3132DTZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2327953 | PA      | $2126391.12    | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.625000% 11/15/2055                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16060000 | PA      | $15944568.75   | 0.16%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 5.450000% 11/20/2055                                               | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2244065.18    | 0.02%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4991 QV                                                    | CUSIP: 3137FUVK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    442839 | PA      | $383660.66     | 0.00%             | 2045-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 6.000000% 08/03/2055                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2476027.89    | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC0267                                                         | CUSIP: 3140Y6JM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14204035 | PA      | $14585363.57   | 0.15%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.350000% 03/20/2033                                               | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2348000 | PA      | $2364373.97    | 0.02%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                                                         | REALTY INCOME CORP 2.100000% 03/15/2028                                           | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    739000 | PA      | $708604.49     | 0.01%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                                                                  | MARSH & MCLENNAN COS INC 5.750000% 11/01/2032                                     | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1624743.62    | 0.02%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG B70786                                                   | CUSIP: 3129882T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     41060 | PA      | $41266.00      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL9397                                                         | CUSIP: 3138ERNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21506 | PA      | $19632.45      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                                                          | DUKE ENERGY FLORIDA LLC 4.200000% 12/01/2030                                      | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | NUSS              | US        |    636000 | PA      | $637326.44     | 0.01%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                                                                     | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1A                       | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    473073 | PA      | $473216.54     | 0.00%             | 2042-02-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K128 X1                   | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  17829130 | PA      | $393567.35     | 0.00%             | 2031-03-25      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2023-38 FC                                                  | CUSIP: 3136BQHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1523655 | PA      | $1520022.84    | 0.02%             | 2040-06-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4454                                                         | CUSIP: 3140XK5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75579 | PA      | $78080.65      | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                                                                  | BROOKFIELD ASSET MANAGEMENT LTD 4.653000% 11/15/2030                              | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | NUSS              | CA        |   2411000 | PA      | $2425814.03    | 0.02%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.100000% 11/20/2030                                               | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1887029.39    | 0.02%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION                                                                                               | BANC OF AMERICA FUNDING 2004-2 TRUST BAFC 2004-2 1CB1                             | CUSIP: 06051GBM0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     18484 | PA      | $18202.28      | 0.00%             | 2034-09-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-14 KC                                                  | CUSIP: 3136B1FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1028836 | PA      | $990808.97     | 0.01%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 625666                                                         | CUSIP: 31389HCB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6865 | PA      | $7185.99       | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7051                                                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7016572 | PA      | $5842976.48    | 0.06%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QY1454                                                        | CUSIP: 31426KTL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  17316251 | PA      | $17303018.88   | 0.18%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM5598                                                         | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6954900 | PA      | $6422772.06    | 0.07%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                                                                        | EQUINIX EUROPE 2 FINANCING CORP LLC 4.600000% 11/15/2030                          | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013126.68    | 0.02%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6157                                                      | CUSIP: 36179UZW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    267134 | PA      | $271878.03     | 0.00%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4719 LA                                                    | CUSIP: 3137FAXZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    988594 | PA      | $938942.40     | 0.01%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4927 BG                                                    | CUSIP: 3137FPPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1114571 | PA      | $1041166.99    | 0.01%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.950000% 09/26/2055                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1911553.46    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                                                                         | CIM TRUST 2024-R1 CIM 2024-R1 A1                                                  | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2729359 | PA      | $2721929.74    | 0.03%             | 2064-06-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.125000% 05/15/2048                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20571000 | PA      | $16038148.06   | 0.16%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2022-C17 BBCMS 2022-C17 A5                                   | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2006000 | PA      | $1993045.25    | 0.02%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                                                                     | TRANSCANADA PIPELINES LTD 5.850000% 03/15/2036                                    | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |    117000 | PA      | $123178.61     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM2847                                                         | CUSIP: 3140X6EV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3646170 | PA      | $3385181.62    | 0.03%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6134                                                         | CUSIP: 3140X9Y82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    366161 | PA      | $347290.59     | 0.00%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                                                          | OCTANE RECEIVABLES TRUST 2023-1 OCTL 2023-1A A                                    | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     35117 | PA      | $35147.24      | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP                                                                                                                         | US 2YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DIR              |  | US        |      2355 | NC      | $491863828.10  | 5.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                                                          | AMERICAN EXPRESS CO 4.918000% 07/20/2033                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1541747.65    | 0.02%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                                               | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                                      | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    809000 | PA      | $658319.06     | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV4188                                                         | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1048093 | PA      | $904143.45     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                                                     | REPUBLIC OF INDONESIA 4.900000% 04/16/2036                                        | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2622000 | PA      | $2625352.78    | 0.03%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 609432                                                       | CUSIP: 36202UA94<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        82 | PA      | $85.74         | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB8856                                                         | CUSIP: 3140QUZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1619505 | PA      | $1694393.52    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA0771                                                         | CUSIP: 3140W02D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4175807 | PA      | $4075386.73    | 0.04%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 6.000000% 05/07/2036                                        | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2476000 | PA      | $2521558.40    | 0.03%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 4.994000% 04/12/2029                                               | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4714000 | PA      | $4808086.54    | 0.05%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO MTN 3.584000% 05/22/2028                                         | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5205000 | PA      | $5166925.22    | 0.05%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands B.V.                                                                                                           | SUZANO NETHERLANDS BV 5.500000% 01/15/2036                                        | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | NUSS              | BR        |   1409000 | PA      | $1400193.75    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 757374                                                       | CUSIP: 36230SFP4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    233836 | PA      | $212227.29     | 0.00%             | 2046-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                                                          | BENCHMARK 2025-V18 MORTGAGE TRUST BMARK 2025-V18 A3                               | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1351000 | PA      | $1398870.66    | 0.01%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4130                                                      | CUSIP: 36179SST5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     95549 | PA      | $98002.93      | 0.00%             | 2046-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                                                      | FORD CREDIT AUTO OWNER TRUST 2022-REV1 FORDR 2022-1 A                             | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3270000 | PA      | $3266445.18    | 0.03%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                                             | ELEVANCE HEALTH INC 5.000000% 01/15/2036                                          | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4060000 | PA      | $4066759.25    | 0.04%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1403                                                         | CUSIP: 3140XGRZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    270782 | PA      | $250554.52     | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB8001                                                         | CUSIP: 3140QT3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2286669 | PA      | $2362372.53    | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7786                                                         | CUSIP: 3140XBUL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1843747 | PA      | $1790950.58    | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                                                                          | FARMERS EXCHANGE CAPITAL 144A 7.200000% 07/15/2048                                | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1864358.72    | 0.02%             | 2048-07-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                                                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   5020000 | PA      | $4859790.16    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 5.625000% 02/10/2043                                                   | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    438000 | PA      | $430848.32     | 0.00%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K540 AS                   | CUSIP: 3137HLJB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1932710 | PA      | $1930329.15    | 0.02%             | 2029-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 603420                                                       | CUSIP: 36200KK97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     32284 | PA      | $33573.67      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4454                                                      | CUSIP: 36179S5P8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    402534 | PA      | $411651.02     | 0.00%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                                                             | ELI LILLY & CO 5.100000% 02/12/2035                                               | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    920000 | PA      | $960909.30     | 0.01%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-107 DB                          | CUSIP: 38382UDH1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4395383 | PA      | $3658185.69    | 0.04%             | 2051-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                                                                          | TOTALENERGIES CAPITAL SA 5.638000% 04/05/2064                                     | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |    385000 | PA      | $383288.30     | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS4347                                                         | CUSIP: 3138WDZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14506 | PA      | $14151.53      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.000000% 11/15/2035                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  49524000 | PA      | $49446618.75   | 0.50%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                                                               | CISCO SYSTEMS INC 5.500000% 02/24/2055                                            | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1649035.64    | 0.02%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3105                                                      | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    961502 | PA      | $900937.39     | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM6623                                                         | CUSIP: 3140JBLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    332884 | PA      | $279245.56     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                                                  | PHILIP MORRIS INTERNATIONAL INC 4.875000% 04/30/2035                              | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3628000 | PA      | $3661819.93    | 0.04%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                                                                               | SOUTHWESTERN ELECTRIC POWER CO 1.650000% 03/15/2026                               | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2184148.56    | 0.02%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC5830                                                        | CUSIP: 3133AQPP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1276868 | PA      | $1107253.61    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL7667                                                         | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    924488 | PA      | $925840.08     | 0.01%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2491                                                        | CUSIP: 3132DPXU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2933849 | PA      | $2723694.18    | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                                                            | PNC FINANCIAL SERVICES GROUP INC/THE 5.373000% 07/21/2036                         | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1232756.34    | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 CM2623                                                      | CUSIP: 3617YM4G4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1398691 | PA      | $1269789.69    | 0.01%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                                                                             | STARBUCKS CORP 5.400000% 05/15/2035                                               | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    780000 | PA      | $815650.02     | 0.01%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                                                       | SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A A3                                 | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    501057 | PA      | $502850.22     | 0.01%             | 2028-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                                                             | BANCO SANTANDER SA 5.127000% 11/06/2035                                           | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |   1800000 | PA      | $1814635.62    | 0.02%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                                                   | TOYOTA MOTOR CREDIT CORP MTN 4.650000% 09/03/2032                                 | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2802000 | PA      | $2842073.53    | 0.03%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6209                                                      | CUSIP: 36179U3S9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    782982 | PA      | $695049.50     | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                                                                                | PUBLIC SERVICE CO OF OKLAHOMA 3.150000% 08/15/2051                                | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    690000 | PA      | $461558.93     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6343                                                         | CUSIP: 3140XABM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    139070 | PA      | $116027.03     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841955                                               | CUSIP: 31288RE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2309176 | PA      | $2335112.18    | 0.02%             | 2055-01-01      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 587033                                                       | CUSIP: 36201MEE8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5268 | PA      | $5446.58       | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 CK9592                                                      | CUSIP: 3617Y5UR8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2228908 | PA      | $2122731.74    | 0.02%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 555398                                                       | CUSIP: 36213H7K9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4264 | PA      | $4405.95       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6015                                                         | CUSIP: 3140X9VH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    110839 | PA      | $107751.52     | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                                                        | APPLE INC 4.200000% 05/12/2030                                                    | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2271000 | PA      | $2306490.78    | 0.02%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7741                                                         | CUSIP: 3140JCS70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2471119 | PA      | $2504654.87    | 0.03%             | 2054-07-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                                                      | NORTHROP GRUMMAN CORP 4.650000% 07/15/2030                                        | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1293968.27    | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC                                                                                                   | CONSOLIDATED COMMUNICATIONS LLC/FIDIUM FIBER FINAN CNSL 2025-1A A2                | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2455000 | PA      | $2504188.87    | 0.03%             | 2055-05-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4613                                                         | CUSIP: 3140XLDT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     80860 | PA      | $70935.18      | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                                                          | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A2                  | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    485332 | PA      | $486242.60     | 0.00%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8C1029                                               | CUSIP: 3142BBEA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    785175 | PA      | $799907.69     | 0.01%             | 2055-05-01      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 2.357000% 08/18/2031                                            | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    410000 | PA      | $374309.34     | 0.00%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| City of New York                                                                                                                  | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966QCL2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    870000 | PA      | $772888.95     | 0.01%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6651                                                         | CUSIP: 3140XAL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    590136 | PA      | $539665.51     | 0.01%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                                            | LOWE'S COS INC 4.850000% 10/15/2035                                               | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $2011757.73    | 0.02%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS5469                                                         | CUSIP: 3138WFCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86352 | PA      | $84002.28      | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.800000% 03/15/2027                                                   | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2213038.99    | 0.02%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                                                   | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23 WFRBS 2014-C23 XA                        | CUSIP: 92939HBE4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    347904 | PA      | $1.95          | 0.00%             | 2057-10-15      | Floating      | 0.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB9391                                                        | CUSIP: 3133AGNG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     34532 | PA      | $28820.42      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-5 BA                            | CUSIP: 38383FF57<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3758931 | PA      | $3309645.13    | 0.03%             | 2049-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7554                                                        | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6405966 | PA      | $5564272.21    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD                                                                                        | PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1 PAIA 2021-1A A1AR               | CUSIP: 70015QAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7996240.00    | 0.08%             | 2034-01-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                                                        | MIDAMERICAN ENERGY CO 2.700000% 08/01/2052                                        | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $661780.24     | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1213                                                         | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    703658 | PA      | $672087.11     | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES                                                                                    | CREDIT-BASED ASSET SERVICING AND SECURITIZATION LL CBASS 2006-CB2 AF2             | CUSIP: 12498NAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    277716 | PA      | $227354.11     | 0.00%             | 2036-12-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                                                      | FORD CREDIT AUTO OWNER TRUST 2025-B FORDO 2025-B A4                               | CUSIP: 34532BAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3230000 | PA      | $3237184.81    | 0.03%             | 2031-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                                          | BX TRUST 2024-VLT4 BX 2024-VLT4 B                                                 | CUSIP: 05612TAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2400000 | PA      | $2388768.24    | 0.02%             | 2041-06-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2138                                                        | CUSIP: 3132DPLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    235078 | PA      | $241250.01     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                                                                                         | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 4.300000% 01/15/2029                    | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1435209.99    | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 992249                                                         | CUSIP: 31415XH20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6957 | PA      | $7335.28       | 0.00%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5202 KA                                                    | CUSIP: 3137H62L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1096540 | PA      | $999041.57     | 0.01%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2723                                                        | CUSIP: 3132DQAY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    504710 | PA      | $514629.93     | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                                                                               | SOUTHWESTERN PUBLIC SERVICE CO 3.750000% 06/15/2049                               | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1500740.08    | 0.02%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA2472                                                         | CUSIP: 3140Q9XA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    424620 | PA      | $410401.64     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-41 FG                                                  | CUSIP: 3136B5D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1242735 | PA      | $1221567.66    | 0.01%             | 2059-08-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-15 GT                           | CUSIP: 38381RME6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    635028 | PA      | $592000.33     | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-147 KI                          | CUSIP: 38381DJ68<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5045669 | PA      | $416690.01     | 0.00%             | 2061-06-16      | Floating      | 1.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4963                                                         | CUSIP: 3140XLQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2776984 | PA      | $2536599.29    | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0160                                                        | CUSIP: 3132D9E91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1580707 | PA      | $1378703.42    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7638                                                      | CUSIP: 36179WPX0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1653168 | PA      | $1343837.29    | 0.01%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                                                             | GEORGIA POWER CO 4.850000% 03/15/2031                                             | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    882000 | PA      | $908749.73     | 0.01%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                                                                     | CITIBANK NA 5.570000% 04/30/2034                                                  | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5906895.59    | 0.06%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR7744                                                         | CUSIP: 3140L6TA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    124365 | PA      | $103513.40     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                                                                | MARS INC 144A 5.200000% 03/01/2035                                                | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4120000 | PA      | $4262622.99    | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                                                              | MITSUBISHI UFJ FINANCIAL GROUP INC 4.527000% 09/12/2031                           | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |   2624000 | PA      | $2645926.93    | 0.03%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                                                                       | PRKCM 2021-AFC2 TRUST PRKCM 2021-AFC2 A1                                          | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    706354 | PA      | $635072.61     | 0.01%             | 2056-11-25      | Floating      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3521                                                      | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    549725 | PA      | $515102.93     | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 4.390000% 08/15/2037                                             | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $629896.59     | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                                                              | JERSEY CENTRAL POWER & LIGHT CO 144A 4.150000% 01/15/2029                         | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1292670.35    | 0.01%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6460                                                         | CUSIP: 3140XAFA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    308195 | PA      | $268228.14     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA0731                                                         | CUSIP: 3140W0Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2067222 | PA      | $1908394.94    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                                                  | BRIXMOR OPERATING PARTNERSHIP LP 2.500000% 08/16/2031                             | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1351708.50    | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                                                         | TOWD POINT MORTGAGE TRUST 2024-3 TPMT 2024-3 A1A                                  | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4754408 | PA      | $4819183.03    | 0.05%             | 2065-07-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SI2090                                                        | CUSIP: 3133USKB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2812653 | PA      | $2558104.97    | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MORTGAGE CORP                                                                                               | WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH SERIES: 2003-MS9 CLASS: 2P            | CUSIP: 939336P23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4182 | PA      | $3740.10       | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                                                                                   | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A3                                            | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    655000 | PA      | $659792.18     | 0.01%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                                                                                                    | SOFI CONSUMER LOAN PROGRAM 2025-4 TRUST SCLP 2025-4 B                             | CUSIP: 83405UAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3430000 | PA      | $3442809.68    | 0.04%             | 2035-08-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| NEWCASTLE MORTGAGE SECURITIES TRUST                                                                                               | NEWCASTLE MORTGAGE SECURITIES TRUST 2007-1 NCMT 2007-1 1A1                        | CUSIP: 65106FAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3960489 | PA      | $3850558.18    | 0.04%             | 2037-04-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                                                              | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A3                                      | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2006000 | PA      | $2022724.62    | 0.02%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE-ACES FNA 2018-M15 1A2                                                  | CUSIP: 3136B3YD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    600000 | PA      | $576500.76     | 0.01%             | 2036-01-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    685000 | PA      | $616833.43     | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL4741                                                         | CUSIP: 3138EMHT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    101859 | PA      | $102259.42     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 2.000000% 01/15/2032                                                    | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2366323.87    | 0.02%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                                                                    | SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST SOFI 2021-B AFX                       | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1071986 | PA      | $946179.63     | 0.01%             | 2047-02-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 3.600000% 04/01/2040                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $859221.13     | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS6340                                                         | CUSIP: 3138WGBJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    160799 | PA      | $152682.06     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 5.600000% 03/15/2055                                                   | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    196000 | PA      | $201083.76     | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2511                                                        | CUSIP: 3132DPYG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    755247 | PA      | $767766.72     | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                                                                     | TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |   2415000 | PA      | $2370599.14    | 0.02%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT9402                                                         | CUSIP: 3140LYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    801290 | PA      | $707623.27     | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA6301                                                         | CUSIP: 3140QEAB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    224909 | PA      | $185521.44     | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS9491                                                         | CUSIP: 3140XRRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1639282 | PA      | $1558657.93    | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 901607                                                         | CUSIP: 31410YU85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1411 | PA      | $1459.61       | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES                                                                                    | CREDIT-BASED ASSET SERVICING AND SECURITIZATION LL CBASS 2003-CB3 AF1             | CUSIP: 12489WGJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11792 | PA      | $11556.59      | 0.00%             | 2032-12-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.750000% 04/30/2027                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  36475000 | PA      | $36563338.07   | 0.37%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7102                                                         | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3901747 | PA      | $3949834.45    | 0.04%             | 2052-10-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A33262                                                   | CUSIP: 31297NTT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     79589 | PA      | $82843.35      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB3369                                                         | CUSIP: 3140QNW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1031378 | PA      | $955724.69     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785221                                                      | CUSIP: 3622AAVN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    299612 | PA      | $247460.63     | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5191                                                         | CUSIP: 3140XLXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1964598 | PA      | $1725687.29    | 0.02%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 562287                                                       | CUSIP: 36213RUL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1779 | PA      | $1821.51       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                                                    | HYUNDAI AUTO RECEIVABLES TRUST 2023-B HART 2023-B A3                              | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    492825 | PA      | $496401.88     | 0.01%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST                                                                                                      | NAVIENT REFINANCE LOAN TRUST 2025-C NAVRL 2025-C A                                | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2443000 | PA      | $2449369.88    | 0.03%             | 2055-10-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4453                                                      | CUSIP: 36179S5N3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    820060 | PA      | $819567.11     | 0.01%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BW1068                                                         | CUSIP: 3140MSFJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    752533 | PA      | $772579.51     | 0.01%             | 2052-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-86 FE                                                  | CUSIP: 3136AT6K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1641135 | PA      | $1627247.48    | 0.02%             | 2046-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FUNDING LIMITED                                                                                                         | GLOBAL SC FINANCE VII SRL SEACO 2021-2A A                                         | CUSIP: 37959PAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | BB        |   3291604 | PA      | $3090991.46    | 0.03%             | 2041-08-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| THE KROGER CO.                                                                                                                    | KROGER CO/THE 5.500000% 09/15/2054                                                | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2018282.60    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                                                     | COLLEGE AVE STUDENT LOANS 2019-A LLC CASL 2019-A A2                               | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500458 | PA      | $481521.86     | 0.00%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2773                                                         | CUSIP: 31418CCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1610037 | PA      | $1538953.72    | 0.02%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 552168                                                       | CUSIP: 36213EMR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3865 | PA      | $3962.04       | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G61592                                                   | CUSIP: 31335BXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    141851 | PA      | $129595.72     | 0.00%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                                                      | FISERV INC 5.450000% 03/15/2034                                                   | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1826251.61    | 0.02%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP.                                                                                                                | CI FINANCIAL CORP 3.200000% 12/17/2030                                            | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | NUSS              | CA        |   8380000 | PA      | $7545002.55    | 0.08%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT LTD                                                                                                           | HPS LOAN MANAGEMENT 2021-16 LTD HLM 2021-16A A1R                                  | CUSIP: 40440XAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3398147.00    | 0.03%             | 2035-01-23      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                                                                   | BP CAPITAL MARKETS AMERICA INC 4.812000% 02/13/2033                               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $4009207.79    | 0.04%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787354                                                      | CUSIP: 3622ADBX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4365680 | PA      | $3817549.96    | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4513                                                      | CUSIP: 36179TAN5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    178196 | PA      | $182231.01     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 4.875000% 11/15/2035                                           | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4730722.64    | 0.05%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD3368                                                        | CUSIP: 3132DQW51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4049064 | PA      | $4130825.84    | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.875000% 05/15/2052                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29200000 | PA      | $21044531.10   | 0.21%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3846                                                         | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    963134 | PA      | $851180.50     | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 5.450000% 11/15/2055                                                 | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1052132.10    | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4031                                                         | CUSIP: 31418DPR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    327367 | PA      | $323932.98     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-64 PE                                                  | CUSIP: 3136ATTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    984000 | PA      | $774095.78     | 0.01%             | 2046-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                                                               | RCKT MORTGAGE TRUST 2025-CES1 RCKT 2025-CES1 A1A                                  | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3761145 | PA      | $3800315.05    | 0.04%             | 2045-01-25      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                                                       | ONEOK INC 5.400000% 10/15/2035                                                    | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5430000 | PA      | $5507315.71    | 0.06%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                                                                        | CATERPILLAR FINANCIAL SERVICES CORP 4.375000% 08/16/2029                          | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    950000 | PA      | $965260.77     | 0.01%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                                                                              | APPLOVIN CORP 5.950000% 12/01/2054                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2513338.13    | 0.03%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                                                         | REALTY INCOME CORP 2.850000% 12/15/2032                                           | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1024280.75    | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR2303                                                         | CUSIP: 3140L0RZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68169 | PA      | $61847.58      | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2025-5C38 BBCMS 2025-5C38 A3                                 | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2671000 | PA      | $2760718.36    | 0.03%             | 2058-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G06669                                                   | CUSIP: 3128M8W67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     36749 | PA      | $38725.45      | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                                                     | FORD MOTOR CREDIT CO LLC 2.900000% 02/10/2029                                     | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4514000 | PA      | $4221875.63    | 0.04%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC0437                                                         | CUSIP: 3140Y6PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8856483 | PA      | $9117024.30    | 0.09%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                                                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 AMCAR 2023-2 A3                   | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1171660 | PA      | $1180296.69    | 0.01%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 4.900000% 11/01/2035                                                     | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1610609.91    | 0.02%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0849                                                        | CUSIP: 3132DM5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    359903 | PA      | $311682.59     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                                                                                     | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD MAD 2025-11MD A                           | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3795000 | PA      | $3813092.28    | 0.04%             | 2042-10-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS8623                                                         | CUSIP: 3138WJSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    278510 | PA      | $254502.79     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SI2049                                                        | CUSIP: 3133USH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1810239 | PA      | $1657261.68    | 0.02%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE DISCOUNT NOTE ZERO COUPON 12/12/2025                                       | CUSIP: 313589QK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  50000000 | PA      | $49930972.00   | 0.51%             | 2025-12-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                                                            | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028           | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $923575.00     | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 461684                                                       | CUSIP: 36208U2R7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2845 | PA      | $2979.02       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 5.625000% 07/15/2054                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2389000 | PA      | $2393314.44    | 0.02%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2015-P0 FHMR 2020-RR02 BX              | CUSIP: 3137FQXW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $77964.00      | 0.00%             | 2028-08-27      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2012-28 B                                                   | CUSIP: 3136A35F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       867 | PA      | $889.50        | 0.00%             | 2039-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                                                 | ENTERPRISE PRODUCTS OPERATING LLC 4.950000% 02/15/2035                            | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1886507.79    | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-11 FG                                                  | CUSIP: 3136ARQU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    534583 | PA      | $529400.30     | 0.01%             | 2046-03-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5529 HA                                                    | CUSIP: 3137HKUP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    943771 | PA      | $902933.89     | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                                               | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10A 1                                 | CUSIP: 831641FT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1278818 | PA      | $1218883.76    | 0.01%             | 2032-03-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AV6910                                                         | CUSIP: 3138XJVC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13386 | PA      | $13181.91      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5635                                                         | CUSIP: 3140XMHM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7250371 | PA      | $6939365.35    | 0.07%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 5.450000% 11/20/2055                                               | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1373670.46    | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-113 FB                                                 | CUSIP: 3136AY7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    331023 | PA      | $326993.01     | 0.00%             | 2048-01-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 590382                                                       | CUSIP: 36201Q2P7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       531 | PA      | $539.10        | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K745 A1                   | CUSIP: 3137H2ND2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    327616 | PA      | $325349.94     | 0.00%             | 2028-06-25      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                                                               | CNH EQUIPMENT TRUST 2022-C CNH 2022-C A3                                          | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1390507 | PA      | $1399981.29    | 0.01%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 940974                                                         | CUSIP: 31413B2F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     53518 | PA      | $55990.31      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787544                                                      | CUSIP: 3622ADHV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6448174 | PA      | $5966547.04    | 0.06%             | 2053-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI FLOORPLAN MASTER OWNER TRUST                                                                                              | HYUNDAI FLOORPLAN MASTER OWNER TRUST HFMOT 2025-1A A                              | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3365000 | PA      | $3370276.66    | 0.03%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-97 QK                           | CUSIP: 38382VCK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5083489 | PA      | $4281399.93    | 0.04%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 4.200000% 06/01/2041                                  | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    593000 | PA      | $493373.76     | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 BL4126                                                      | CUSIP: 3617JGSP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3637 | PA      | $3589.56       | 0.00%             | 2069-01-20      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                                                                   | STATE OF ISRAEL 5.750000% 03/12/2054                                              | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1439000 | PA      | $1403614.03    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 4.550000% 11/01/2032                                                     | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1618952.72    | 0.02%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4609                                                         | CUSIP: 3140XLDP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1709241 | PA      | $1586791.93    | 0.02%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                                                      | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2025-4 A                       | CUSIP: 02582JKV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8000000 | PA      | $8107921.60    | 0.08%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3306                                                         | CUSIP: 31418CU85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2106185 | PA      | $2048709.78    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                                             | ATHENE GLOBAL FUNDING 144A 2.950000% 11/12/2026                                   | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4226173.17    | 0.04%             | 2026-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                                                          | AMERICAN EXPRESS CO 5.085000% 01/30/2031                                          | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1174781.03    | 0.01%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                                                           | DRYDEN XXVI SENIOR LOAN FUND DRSLF 2013-26A AR                                    | CUSIP: 26250UAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    245604 | PA      | $245535.63     | 0.00%             | 2029-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JGWPT LLC                                                                                                                         | JGWPT XXX LLC HENDR 2013-3A A                                                     | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    894197 | PA      | $859428.93     | 0.01%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0615                                                        | CUSIP: 3132DMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    507602 | PA      | $502121.29     | 0.01%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-18 TP                           | CUSIP: 38381B4T8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     78845 | PA      | $72478.17      | 0.00%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-99 JW                           | CUSIP: 38383R7N1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    400000 | PA      | $343733.76     | 0.00%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1439                                                        | CUSIP: 3132DNS46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    242190 | PA      | $199142.17     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8266                                                        | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  19281814 | PA      | $18959856.27   | 0.19%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 3.050000% 08/12/2051                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $1880043.16    | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                                                             | DELTA AIR LINES INC 4.950000% 07/10/2028                                          | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3568000 | PA      | $3622733.66    | 0.04%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0191                                                         | CUSIP: 3140FXF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    899691 | PA      | $858840.82     | 0.01%             | 2057-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                                                          | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.600000% 03/01/2052                      | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    754000 | PA      | $562832.71     | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                                                       | AKER BP ASA 144A 5.800000% 10/01/2054                                             | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |    402000 | PA      | $372170.73     | 0.00%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB4121                                                         | CUSIP: 3140QPSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10070520 | PA      | $9640720.12    | 0.10%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 4.900000% 08/05/2052                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    325000 | PA      | $277147.76     | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                                                                                     | PAYCHEX INC 5.350000% 04/15/2032                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2828739.26    | 0.03%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                                               | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.800000% 04/01/2055                          | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1120022.50    | 0.01%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1519 X1                 | CUSIP: 3137F8TU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  16237273 | PA      | $684540.68     | 0.01%             | 2035-12-25      | Floating      | 0.69%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                                                       | HUDSON YARDS 2019-30HY MORTGAGE TRUST HY 2019-30HY A                              | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1900000 | PA      | $1818982.29    | 0.02%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| PNC Bank, National Association (Delaware)                                                                                         | PNC BANK NA 4.429000% 07/21/2028                                                  | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3738861.74    | 0.04%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                                                      | NORTHROP GRUMMAN CORP 5.250000% 07/15/2035                                        | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1230419.75    | 0.01%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM2465                                                         | CUSIP: 3140X5W33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    798054 | PA      | $729605.78     | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-168 PA                          | CUSIP: 38381BDT8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    136779 | PA      | $132156.51     | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1660                                                        | CUSIP: 31427NZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5547043 | PA      | $5455566.33    | 0.06%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                                             | FOUNDRY JV HOLDCO LLC 144A 6.100000% 01/25/2036                                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $7058876.18    | 0.07%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A A2B                            | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4596235 | PA      | $4266641.79    | 0.04%             | 2053-01-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                                                   | TOYOTA MOTOR CREDIT CORP 5.100000% 03/21/2031                                     | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2963616.64    | 0.03%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 NT                           | CUSIP: 38382NJU2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1118202 | PA      | $1114596.20    | 0.01%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                                                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-3 SFAST 2025-3A A3                 | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2740000 | PA      | $2749497.11    | 0.03%             | 2031-04-21      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                                                          | TOYOTA LEASE OWNER TRUST 2025-A TLOT 2025-A A3                                    | CUSIP: 89239NAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2475000 | PA      | $2497732.63    | 0.03%             | 2028-02-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZS9316                                                        | CUSIP: 3132AAK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    411400 | PA      | $399889.80     | 0.00%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.625000% 03/31/2030                                              | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  89938000 | PA      | $90106633.75   | 0.92%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA                                                                             | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 6.850000% 12/16/2039           | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    148000 | PA      | $171215.28     | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9157                                                         | CUSIP: 3140QVE75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1770453 | PA      | $1852324.19    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                                                               | COMMONSPIRIT HEALTH 2.782000% 10/01/2030                                          | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1718621.86    | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Irrevocable 1721 Banco Actinver, S. A., Institucion de Banca Multiple, Grupo Financiero Actinver, Division Fiduciaria | FIBRA PROLOGIS 144A 5.500000% 11/26/2035                                          | CUSIP: 31575KAA3<br>LEI: 549300JMTSVQ6LKX5222 | Long             | DBT              | NUSS              | MX        |   1468000 | PA      | $1462098.64    | 0.01%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5220 QK                                                    | CUSIP: 3137H77M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2139004 | PA      | $2081620.04    | 0.02%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                                                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A HALST 2025-A A3                    | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4010000 | PA      | $4049545.42    | 0.04%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD4365                                                        | CUSIP: 3132E0Z62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    407774 | PA      | $415886.38     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                                                                      | MASSMUTUAL GLOBAL FUNDING II MTN 5.050000% 08/26/2035                             | CUSIP: 57629TBZ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   3128000 | PA      | $3165384.17    | 0.03%             | 2035-08-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC3690                                                        | CUSIP: 3133ANC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    264405 | PA      | $230401.01     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781459                                                       | CUSIP: 36225BTQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6392 | PA      | $6672.22       | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 928938                                                         | CUSIP: 31412MBF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5935 | PA      | $6263.95       | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2022-ATH2 CSMC 2022-ATH2 A1                                                  | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4016758 | PA      | $4002691.12    | 0.04%             | 2067-05-25      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                                                                                           | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A3                                    | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2305000 | PA      | $2321837.56    | 0.02%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8B0457                                               | CUSIP: 3142AWQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    672984 | PA      | $682922.16     | 0.01%             | 2055-08-01      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD6420                                                        | CUSIP: 3132DUDZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4335786 | PA      | $4536285.56    | 0.05%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST                                                                                                     | CHI COMMERCIAL MORTGAGE TRUST 2025-110W CHI 2025-110W A                           | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4630000 | PA      | $4649237.19    | 0.05%             | 2037-12-13      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4781                                                      | CUSIP: 36179TJ22<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     47188 | PA      | $48140.71      | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 552851                                                       | CUSIP: 36213FEY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       118 | PA      | $121.41        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6754                                                         | CUSIP: 3140XAQG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    706655 | PA      | $699526.13     | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZT1970                                                        | CUSIP: 3132AEFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1124797 | PA      | $1114441.60    | 0.01%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB5092                                                        | CUSIP: 3133ABUR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    298918 | PA      | $260536.27     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG U99091                                                   | CUSIP: 3132H7C51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    203001 | PA      | $204034.07     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                                                                                         | MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1                                             | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    454952 | PA      | $404149.17     | 0.00%             | 2064-11-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8178                                                        | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9709495 | PA      | $8314416.32    | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4995 IC                                                    | CUSIP: 3137FUWQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1334806 | PA      | $200280.33     | 0.00%             | 2050-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-11 CF                                                  | CUSIP: 3136ARPM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    398615 | PA      | $394748.68     | 0.00%             | 2046-03-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA8305                                                         | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8071320 | PA      | $7184324.04    | 0.07%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                                                                                               | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2005-AR1 A1               | CUSIP: 86359LGS2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    473197 | PA      | $473203.62     | 0.00%             | 2035-04-19      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                                                        | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2B            | CUSIP: 78413MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5265000 | PA      | $4588943.99    | 0.05%             | 2043-01-05      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 5.449000% 07/20/2029                                               | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1866456.16    | 0.02%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4264                                                      | CUSIP: 36179SWZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    362464 | PA      | $362579.51     | 0.00%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7530                                                        | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1390084 | PA      | $1206468.01    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP MTN 2.884000% 10/22/2030                                     | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $458136.50     | 0.00%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                                               | COMM 2014-CR14 MORTGAGE TRUST COMM 2014-CR14 B                                    | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    207224 | PA      | $202043.44     | 0.00%             | 2047-02-10      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-77 LC                           | CUSIP: 38382Q2F6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     98821 | PA      | $78831.31      | 0.00%             | 2050-07-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD.                                                                                                                         | FLEX LTD 5.375000% 11/13/2035                                                     | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | NUSS              | US        |   1406000 | PA      | $1412703.67    | 0.01%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                                                               | CISCO SYSTEMS INC 5.050000% 02/26/2034                                            | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2091133.61    | 0.02%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1972                                                         | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1378296 | PA      | $1214826.68    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4166                                                         | CUSIP: 3140XKTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    663073 | PA      | $679893.41     | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 5.211000% 12/03/2035                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1470658.31    | 0.02%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6934                                                      | CUSIP: 36179VV31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2952147 | PA      | $2837682.83    | 0.03%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-133 BP                          | CUSIP: 38379GQX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    867762 | PA      | $790811.71     | 0.01%             | 2044-09-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB4613                                                         | CUSIP: 3140QQDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3227 | PA      | $3174.19       | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3597                                                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    289363 | PA      | $271138.29     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                                                                     | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 ARCLO 2021-FL4 AS              | CUSIP: 03880RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4831000 | PA      | $4831164.25    | 0.05%             | 2036-11-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 2.950000% 04/01/2030                                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    925000 | PA      | $860405.61     | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1982                                                         | CUSIP: 31418BFY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    404023 | PA      | $396452.11     | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES                                                                                  | CD 2017-CD3 MORTGAGE TRUST CD 2017-CD3 A4                                         | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1240000 | PA      | $1206660.62    | 0.01%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                                                                  | WISCONSIN ELECTRIC POWER CO 4.150000% 10/15/2030                                  | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1744000 | PA      | $1744597.77    | 0.02%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4626                                                         | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7781224 | PA      | $7457535.14    | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 503879                                                       | CUSIP: 36210VXG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2155 | PA      | $2190.42       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5072                                                         | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10384368 | PA      | $10552519.93   | 0.11%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                                              | GLENCORE FUNDING LLC 144A 6.141000% 04/01/2055                                    | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    897000 | PA      | $940024.56     | 0.01%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-25 BI                                                  | CUSIP: 3136B9LQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1168858 | PA      | $195413.92     | 0.00%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV3167                                                         | CUSIP: 3140MGQV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72149 | PA      | $67713.12      | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                                                    | SYNOPSYS INC 5.700000% 04/01/2055                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1100670.92    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3978                                                         | CUSIP: 3140XKM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    406961 | PA      | $407719.70     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FWDP 5Y RTP 4.22 31 MAR26                                                                                                         | FWDP 5Y RTP 4.22 31 MAR26 EXPIRATION: 31-MAR-2026                                 | CUSIP: SWP2852J9<br>LEI: N/A                  | N/A              | DIR              |  | US        |  58177000 | NC      | $14365.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    230000 | PA      | $176738.88     | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A12072                                                   | CUSIP: 31296LJR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     73758 | PA      | $73844.79      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                                                                                       | CONSTELLATION SOFTWARE INC/CANADA 144A 5.158000% 02/16/2029                       | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $3068455.20    | 0.03%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2022-NQM1 TRUST CSMC 2022-NQM1 A1                                            | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2749478 | PA      | $2531880.01    | 0.03%             | 2066-11-25      | Floating      | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8D0268                                               | CUSIP: 3142BNJM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.11          | 0.00%             | 2052-08-01      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QE4344                                                        | CUSIP: 3133BDZH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1278453 | PA      | $1281072.74    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4303 FA                                                    | CUSIP: 3137B83K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    478104 | PA      | $471887.28     | 0.00%             | 2044-02-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA1923                                                         | CUSIP: 3140W2D57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3476975 | PA      | $3433985.66    | 0.04%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-3 VERUS 2021-3 A1                                 | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    799140 | PA      | $705274.30     | 0.01%             | 2066-06-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 5.300000% 06/01/2033                                              | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2088000 | PA      | $2160546.58    | 0.02%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                                               | LEHMAN BROS CAP TR VII ESCROW SECURITY                                            | CUSIP: 524ESCXA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20630000 | PA      | $0.01          | 0.00%             | 2049-11-29      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7676                                                         | CUSIP: 3140XBQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    137676 | PA      | $119746.96     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-11 FA                                                  | CUSIP: 3136AVRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    313829 | PA      | $311531.20     | 0.00%             | 2047-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SI2106                                                        | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1521033 | PA      | $1303598.10    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                                                            | GENERAL MOTORS FINANCIAL CO INC 5.950000% 04/04/2034                              | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3710339.67    | 0.04%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0526C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14825000 | PA      | $15011884.39   | 0.15%             | 2055-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA3882                                                        | CUSIP: 3133KKJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    720472 | PA      | $599386.02     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5153                                                        | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1369939 | PA      | $1201354.92    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 437479                                                       | CUSIP: 36207N6Q2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       114 | PA      | $114.09        | 0.00%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3589                                                         | CUSIP: 3140XJ7B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    465615 | PA      | $468982.40     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION                                                                                               | BANC OF AMERICA FUNDING 2003-2 TRUST BAFC 2003-2 1A1                              | CUSIP: 05946XCR2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4615 | PA      | $4720.31       | 0.00%             | 2032-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                                                                   | CAIXABANK SA 144A 5.581000% 07/03/2036                                            | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |   1766000 | PA      | $1832417.97    | 0.02%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                                                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A3                      | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2260000 | PA      | $2269278.20    | 0.02%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                                            | MCDONALD'S CORP MTN 3.500000% 07/01/2027                                          | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506465.82     | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AV7116                                                         | CUSIP: 3138XJ4A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     39039 | PA      | $39167.95      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-109 AI                          | CUSIP: 38380PWC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2013053 | PA      | $114221.85     | 0.00%             | 2060-05-16      | Floating      | 0.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2670                                                         | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    350601 | PA      | $319307.95     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                                                                        | SPRINT CAPITAL CORP 8.750000% 03/15/2032                                          | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   5715000 | PA      | $6956163.01    | 0.07%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0685                                                         | CUSIP: 3140FXXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    867942 | PA      | $780558.80     | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 6.375000% 06/01/2037                                                    | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2550815.04    | 0.03%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5091 AB                                                    | CUSIP: 3137FYM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1733639 | PA      | $1439605.26    | 0.01%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 4.970000% 04/23/2029                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3827000 | PA      | $3902075.48    | 0.04%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C NAVSL 2019-CA A2                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    235426 | PA      | $232759.41     | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7548                                                        | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  12800526 | PA      | $11127722.02   | 0.11%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7135                                                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1896554 | PA      | $1579333.65    | 0.02%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-71 PT                           | CUSIP: 38381WDY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     54228 | PA      | $49967.72      | 0.00%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                                                                                 | FIRSTENERGY CORP 1.600000% 01/15/2026                                             | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298757.30     | 0.00%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1254                                                        | CUSIP: 31427NMC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6246133 | PA      | $6469854.17    | 0.07%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-79 FH                                                  | CUSIP: 3136AUGJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    772885 | PA      | $767280.54     | 0.01%             | 2046-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                                                    | ENTERPRISE FLEET FINANCING 2025-1 LLC EFF 2025-1 A3                               | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3515000 | PA      | $3574245.68    | 0.04%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5224 HL                                                    | CUSIP: 3137H7G72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1885987.00    | 0.02%             | 2052-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV4142                                                         | CUSIP: 3140MHS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    189555 | PA      | $170181.06     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                                                           | GSR MORTGAGE LOAN TRUST 2007-1F GSR 2007-1F 2A4                                   | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1058 | PA      | $2378.88       | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARK CNTY NEV ARPT REV                                                                                                           | CLARK CNTY NV ARPT REVENUE COUNTY OF CLARK DEPARTMENT OF AVIATION                 | CUSIP: 18085PMT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1075000 | PA      | $1217703.78    | 0.01%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                                                          | ANGEL OAK MORTGAGE TRUST 2025-10 AOMT 2025-10 A1                                  | CUSIP: 034940AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2380000 | PA      | $2376714.89    | 0.02%             | 2070-09-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 BS0619                                                      | CUSIP: 3617MAVL2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    982866 | PA      | $873101.52     | 0.01%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 5.612000% 03/04/2056                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2268405.37    | 0.02%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED                                                                                     | MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERIES MLMI 2003-A4 2A                | CUSIP: 589929W61<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6590 | PA      | $6367.73       | 0.00%             | 2033-07-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3009                                                         | CUSIP: 3140XJKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    230474 | PA      | $202972.52     | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST                                                                                                     | WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2006-2 M2                | CUSIP: 9497EAAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2329157 | PA      | $2320490.93    | 0.02%             | 2036-07-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6818                                                      | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    104203 | PA      | $86774.09      | 0.00%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 3.500000% 02/12/2034                                        | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1505000 | PA      | $1297535.75    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2020-PT-A SMB 2020-PTA A2A                       | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1609531 | PA      | $1524849.52    | 0.02%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CITICORP RESIDENTIAL MORTGAGE TRUST                                                                                               | CITICORP RESIDENTIAL MORTGAGE TRUST SERIES 2007-1 CRMSI 2007-1 A5                 | CUSIP: 173109AE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8989 | PA      | $8948.34       | 0.00%             | 2037-03-25      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781551                                                       | CUSIP: 36225BWL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5710 | PA      | $5980.67       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 5.468000% 01/23/2035                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110432.91     | 0.00%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN DC5117                                                         | CUSIP: 3140ASVK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1451574 | PA      | $1490498.26    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB3044                                                         | CUSIP: 3140QNL26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    748812 | PA      | $648520.49     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2024-NQM1 TRUST OBX 2024-NQM1 A1                                              | CUSIP: 67448LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2343523 | PA      | $2357622.84    | 0.02%             | 2063-11-25      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4382                                                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5977308 | PA      | $5597611.05    | 0.06%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 3.419000% 12/20/2028                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3920848.86    | 0.04%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BN8087                                                         | CUSIP: 3140JQ6Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73023 | PA      | $70290.15      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 2733 ME                                                    | CUSIP: 31394NUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     64181 | PA      | $65922.10      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS8932                                                         | CUSIP: 3140XQ4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2142003 | PA      | $1858622.03    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                                                      | BX COMMERCIAL MORTGAGE TRUST 2024-AIRC BX 2024-AIRC A                             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3272002 | PA      | $3276085.41    | 0.03%             | 2041-08-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2023-6 B                                                | CUSIP: 92348VAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1150000 | PA      | $1173089.13    | 0.01%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 6.000000% 11/30/2065                                   | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2144000 | PA      | $2168315.53    | 0.02%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC.                                                                                                              | EAGLE MATERIALS INC 5.000000% 03/15/2036                                          | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   2401000 | PA      | $2375969.74    | 0.02%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 4.892000% 10/22/2036                                           | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $2800043.68    | 0.03%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DC OFFICE TRUST                                                                                                                   | DC OFFICE TRUST 2019-MTC DCOT 2019-MTC A                                          | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1995000 | PA      | $1817866.34    | 0.02%             | 2045-09-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 5.887000% 08/14/2027                                            | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1480000 | PA      | $1497321.93    | 0.02%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                                                               | CBRE SERVICES INC 5.500000% 06/15/2035                                            | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1190598.49    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                                                                                      | CADENCE DESIGN SYSTEMS INC 4.700000% 09/10/2034                                   | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    843000 | PA      | $848231.24     | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                                                                                              | KIMCO REALTY OP LLC 5.300000% 02/01/2036                                          | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1434477.00    | 0.01%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QE6679                                                        | CUSIP: 3133BGM47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    293628 | PA      | $292207.58     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 10/15/2028                                              | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 108565000 | PA      | $108565000.00  | 1.11%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.125000% 02/28/2027                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  28070000 | PA      | $28247630.33   | 0.29%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                                                      | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT C                             | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3124471 | PA      | $3122535.73    | 0.03%             | 2036-09-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN DB2544                                                         | CUSIP: 3140ABZJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    248906 | PA      | $252526.84     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL0816                                                        | CUSIP: 31427M4A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1848462 | PA      | $1912203.59    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 115264075 | NS      | $115264075.10  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 144A 6.000000% 02/01/2029                                      | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1578237.76    | 0.02%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                                                          | AMERICAN EXPRESS CO 5.667000% 04/25/2036                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2861164.13    | 0.03%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                                                                                     | EQUINIX INC 3.900000% 04/15/2032                                                  | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2294652.11    | 0.02%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COOF SECURITIZATION TRUST                                                                                                         | COOF SECURITIZATION TRUST 2014-1 LTD COOF 2014-1 A                                | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     51902 | PA      | $3382.05       | 0.00%             | 2040-06-25      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-91 AF                                                  | CUSIP: 3136AURK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    682217 | PA      | $677853.31     | 0.01%             | 2046-12-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1918                                                         | CUSIP: 3140XHDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10855306 | PA      | $9915608.43    | 0.10%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                                          | BX TRUST 2021-ARIA BX 2021-ARIA B                                                 | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3641000 | PA      | $3638742.94    | 0.04%             | 2036-10-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8166                                                         | CUSIP: 3140XCCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    236679 | PA      | $214858.25     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                                        | PACIFICORP 2.900000% 06/15/2052                                                   | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $1545655.41    | 0.02%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 604947                                                       | CUSIP: 36200NBQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     16179 | PA      | $16855.55      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    908000 | PA      | $863079.24     | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP MTN 2.972000% 02/04/2033                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1084682.66    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 5.250000% 07/01/2029                                           | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2207000 | PA      | $2277740.31    | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2012-12 FA                                                  | CUSIP: 3136A32U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    385614 | PA      | $383150.86     | 0.00%             | 2042-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA1921                                                         | CUSIP: 3140W2D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3651835 | PA      | $3176189.69    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 4.600000% 11/15/2032                                                      | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2204225.47    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781257                                                       | CUSIP: 36225BME5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2426 | PA      | $2461.18       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                                                             | ELI LILLY & CO 5.050000% 08/14/2054                                               | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    207000 | PA      | $198413.81     | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 5.572000% 04/22/2036                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6110000 | PA      | $6490480.82    | 0.07%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                                                           | DUKE ENERGY CORP 3.500000% 06/15/2051                                             | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    633000 | PA      | $449581.14     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 589367                                                         | CUSIP: 31387NW45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2389 | PA      | $2419.05       | 0.00%             | 2031-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL0535                                                        | CUSIP: 31427MSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1519454 | PA      | $1387921.63    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67714                                                   | CUSIP: 3132XCSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    542413 | PA      | $527175.46     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM3560                                                         | CUSIP: 3140J75W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    319299 | PA      | $311533.92     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2024-A SMB 2024-A A1A                            | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1450401 | PA      | $1482609.50    | 0.02%             | 2056-03-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3752                                                         | CUSIP: 3140XKE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1462939 | PA      | $1355385.77    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                                               | VIRGINIA ELECTRIC AND POWER CO 5.000000% 01/15/2034                               | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   9199000 | PA      | $9388794.96    | 0.10%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1499452.72    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                                                                                       | AMERICAN HOMES 4 RENT LP 5.500000% 07/15/2034                                     | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    566000 | PA      | $588165.42     | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                                                                  | CIFC FUNDING 2021-I LTD CIFC 2021-1A A1R                                          | CUSIP: 12563EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2253496.50    | 0.02%             | 2037-07-25      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| LAMAR TEX CONS INDPT SCH DIST                                                                                                     | LAMAR TX CONSOL INDEP SCH DIST LAMAR CONSOLIDATED INDEPENDENT SCHOOL DISTRICT     | CUSIP: 513174M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1405000 | PA      | $1454340.65    | 0.01%             | 2058-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 670551                                                         | CUSIP: 31391L5L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       164 | PA      | $169.77        | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-149 KP                          | CUSIP: 38379GSW8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    745267 | PA      | $692941.34     | 0.01%             | 2044-07-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                                                                 | CAPITAL ONE FINANCIAL CORP 5.197000% 09/11/2036                                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2387000 | PA      | $2382788.88    | 0.02%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4656                                                         | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4779255 | PA      | $4679717.72    | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 6.100000% 10/15/2055                                  | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1316682.51    | 0.01%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0807                                                        | CUSIP: 3132DM3Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1158313 | PA      | $1006767.16    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2020-A SMB 2020-A A2A                            | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    415711 | PA      | $403316.09     | 0.00%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                                                        | DUKE ENERGY CAROLINAS LLC 4.000000% 09/30/2042                                    | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    257000 | PA      | $219276.41     | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR5487                                                         | CUSIP: 3140L4CZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    136218 | PA      | $113055.23     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G02955                                                   | CUSIP: 3128M4TL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    515949 | PA      | $539040.24     | 0.01%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4805                                                         | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6747498 | PA      | $6634135.26    | 0.07%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AQ0225                                                         | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1242327 | PA      | $1153488.50    | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3210                                                         | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1506870 | PA      | $1414515.72    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5155                                                         | CUSIP: 3140XLWR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1560593 | PA      | $1585838.88    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM2348                                                         | CUSIP: 3140X5TE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1079579 | PA      | $1048386.92    | 0.01%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5078                                                      | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    846014 | PA      | $816589.95     | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD                                                                                        | PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2017-1 PAIA 2017-1A A1R2               | CUSIP: 70017KAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5998350.00    | 0.06%             | 2034-02-14      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 BRAVO 2022-NQM1 A1                      | CUSIP: 10569FAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    572139 | PA      | $567932.74     | 0.01%             | 2061-09-25      | Floating      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                                                                | METROPOLITAN LIFE GLOBAL FUNDING I 144A 3.000000% 09/19/2027                      | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1253665.32    | 0.01%             | 2027-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA1106                                                         | CUSIP: 3140W1GQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7898086 | PA      | $7671202.15    | 0.08%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 928566                                                         | CUSIP: 31412LTX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78436 | PA      | $82579.57      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785805                                                      | CUSIP: 3622ABKS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7870649 | PA      | $6775096.81    | 0.07%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC.                                                                                                                | JAPAN TOBACCO INC 144A 5.250000% 06/15/2030                                       | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | NUSS              | JP        |   4060000 | PA      | $4225280.41    | 0.04%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                                                           | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025-3 A3                                    | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2546000 | PA      | $2563759.11    | 0.03%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2015-65 CZ                                                  | CUSIP: 3136AP3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    572317 | PA      | $507455.71     | 0.01%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 5.468000% 01/23/2035                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11755000 | PA      | $12363227.33   | 0.13%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-55 GA                                                  | CUSIP: 3136B2TN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    911584 | PA      | $883640.81     | 0.01%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0319                                                        | CUSIP: 3132D9K86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    459313 | PA      | $402942.95     | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                                                                                  | INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR8 INDX 2004-AR8 2A2A                      | CUSIP: 45660N2J3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12136 | PA      | $11408.62      | 0.00%             | 2034-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 5.733000% 05/17/2032                                            | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   8250000 | PA      | $8729681.15    | 0.09%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| COX ENTERPRISES, INC.                                                                                                             | COX ENTERPRISES INC 144A 7.375000% 07/15/2027                                     | CUSIP: 224050AE4<br>LEI: TVRMNZKRGA8LPW6XPG60 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $3012282.70    | 0.03%             | 2027-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K120 X1                   | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5363315 | PA      | $216534.71     | 0.00%             | 2030-10-25      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 5.750000% 04/01/2033           | CUSIP: 46590XAY2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    593000 | PA      | $621461.04     | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                                                                                   | EMD FINANCE LLC 144A 5.000000% 10/15/2035                                         | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | DE        |   3290000 | PA      | $3323890.88    | 0.03%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 559461                                                       | CUSIP: 36213NQN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       249 | PA      | $252.47        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8577                                                         | CUSIP: 3140XCQ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1283736 | PA      | $1165170.78    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A52174                                                   | CUSIP: 3128KEMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      7576 | PA      | $7943.61       | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                                                                                             | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.800000% 01/15/2036            | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3190761 | PA      | $3367647.40    | 0.03%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                                                                                             | REGENCY CENTERS LP 5.000000% 07/15/2032                                           | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1323884.66    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G07924                                                   | CUSIP: 3128MAD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    600861 | PA      | $572933.90     | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2401                                                         | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    605486 | PA      | $603918.16     | 0.01%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                                            | LOWE'S COS INC 3.500000% 04/01/2051                                               | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    993000 | PA      | $705165.58     | 0.01%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                                                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.950000% 09/10/2034           | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   4915000 | PA      | $4914727.76    | 0.05%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3359000 | PA      | $2835635.86    | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-65 EI                                                  | CUSIP: 3136BBTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2877581 | PA      | $557995.26     | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K742 X1                   | CUSIP: 3137H0GP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6079392 | PA      | $56814.35      | 0.00%             | 2028-03-25      | Floating      | 0.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1240                                                         | CUSIP: 3140XGLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    416201 | PA      | $387504.10     | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C4 WFCM 2025-5C4 A3                   | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3280000 | PA      | $3445161.12    | 0.04%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1083                                                         | CUSIP: 3140XGFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    938741 | PA      | $812859.64     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.600000% 05/15/2053                                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2644722.20    | 0.03%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                                                       | AGL CLO 33 LTD AGL 2024-33A A1                                                    | CUSIP: 00121DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4260000 | PA      | $4270471.08    | 0.04%             | 2037-07-21      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8200                                                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  18005990 | PA      | $17242741.66   | 0.18%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0006                                                         | CUSIP: 3140QKAG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2568416 | PA      | $2189616.68    | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                                                               | RCKT MORTGAGE TRUST 2024-INV1 RCKT 2024-INV1 A2                                   | CUSIP: 74938QAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4276101 | PA      | $4342748.75    | 0.04%             | 2054-06-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G05866                                                   | CUSIP: 3128M7Z74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5243 | PA      | $5314.79       | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD3627                                                        | CUSIP: 3132E0A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6818615 | PA      | $6228351.68    | 0.06%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2011-75 FA                                                  | CUSIP: 3136A0GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     11334 | PA      | $11315.22      | 0.00%             | 2041-08-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 3.200000% 11/21/2029                                                   | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3404000 | PA      | $3301655.74    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB7059                                                         | CUSIP: 31417DZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1110609 | PA      | $1010209.86    | 0.01%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4481                                                         | CUSIP: 31418D6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    604240 | PA      | $579576.79     | 0.01%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RE0016                                                        | CUSIP: 3133LWAR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2007074 | PA      | $1770671.13    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-181 IO                          | CUSIP: 38381EBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2866850 | PA      | $200199.01     | 0.00%             | 2063-07-16      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                                                         | DELL INTERNATIONAL LLC / EMC CORP 5.000000% 04/01/2030                            | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4151214.64    | 0.04%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 253644                                                         | CUSIP: 31371JWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1036 | PA      | $1086.15       | 0.00%             | 2031-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.650000% 05/06/2030                                                  | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    610000 | PA      | $608195.41     | 0.01%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4465                                                         | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5967059 | PA      | $4887292.39    | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4579                                                         | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9534490 | PA      | $8495630.89    | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-94 IO                           | CUSIP: 38381DHV5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3179562 | PA      | $198932.50     | 0.00%             | 2063-02-16      | Floating      | 0.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-85 EA                                                  | CUSIP: 3136B3QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    689946 | PA      | $676081.43     | 0.01%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0846                                                        | CUSIP: 3132DM5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     95927 | PA      | $82958.44      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 465555                                                       | CUSIP: 36209AE48<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       164 | PA      | $168.38        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BD5046                                                         | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    563291 | PA      | $532760.75     | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                                                       | HUMANA INC 4.800000% 03/15/2047                                                   | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43028.09      | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-160 NE                          | CUSIP: 38383AZA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6733986 | PA      | $5814902.21    | 0.06%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7114                                                         | CUSIP: 3140XA3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2495595 | PA      | $2329869.38    | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8213                                                        | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  24972940 | PA      | $22267304.42   | 0.23%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                                                                                            | VERISK ANALYTICS INC 4.500000% 08/15/2030                                         | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1604894.91    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D NAVSL 2018-DA A2A                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    247291 | PA      | $245742.23     | 0.00%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 889184                                                         | CUSIP: 31410G2R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    113632 | PA      | $116901.29     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BP8713                                                         | CUSIP: 3140KGVF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    128998 | PA      | $115797.31     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.250000% 08/15/2046                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38725000 | PA      | $26139375.00   | 0.27%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-9 GA                            | CUSIP: 38383FR62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1038920 | PA      | $875822.23     | 0.01%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                                                                    | PACIFIC LIFE GLOBAL FUNDING II 144A 4.875000% 07/17/2032                          | CUSIP: 6944PL3L1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5530000 | PA      | $5654472.67    | 0.06%             | 2032-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7409                                                      | CUSIP: 36179WGS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4446686 | PA      | $3620189.49    | 0.04%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2011-55 FH                                                  | CUSIP: 31397UGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    330975 | PA      | $328880.29     | 0.00%             | 2041-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE (USA), INC.                                                                                                         | AMCOR FINANCE USA INC 3.625000% 04/28/2026                                        | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2990680.26    | 0.03%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.734000% 01/28/2056                                  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1248862.67    | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4854 FB                                                    | CUSIP: 3137FKLB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1453771 | PA      | $1437946.02    | 0.01%             | 2049-01-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.875000% 09/26/2045                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1541668.09    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA4823                                                         | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    266562 | PA      | $257682.69     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 2.947000% 02/24/2028                                          | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1450073.74    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB7638                                                         | CUSIP: 3140QTPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    989110 | PA      | $1028178.55    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US 5YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       726 | NC      | $79689843.75   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841908                                               | CUSIP: 31288RDM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    866209 | PA      | $878111.44     | 0.01%             | 2054-02-01      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 271950                                                       | CUSIP: 36220ABT1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       615 | PA      | $625.91        | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7641                                                         | CUSIP: 3140XBP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2479183 | PA      | $2433760.75    | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                                                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 AMCAR 2023-1 A3                   | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    276343 | PA      | $277276.77     | 0.00%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL6406                                                         | CUSIP: 3138EPDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22124 | PA      | $23250.56      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BK5523                                                         | CUSIP: 3140HKD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    462281 | PA      | $401034.14     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA7228                                                         | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2424295 | PA      | $2110809.43    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                                                                     | NYC COMMERCIAL MORTGAGE TRUST 2025-1155 NYC 2025-1155 A                           | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4878000 | PA      | $5011122.08    | 0.05%             | 2042-06-10      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 840698                                               | CUSIP: 31347AX33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    349981 | PA      | $345645.96     | 0.00%             | 2047-03-01      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST                                                                                                          | OCEANVIEW MORTGAGE TRUST 2025-INV1 BVINV 2025-1 AF1                               | CUSIP: 67551WAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3332490 | PA      | $3335194.97    | 0.03%             | 2054-11-25      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0301                                                         | CUSIP: 3140FXKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     58863 | PA      | $57638.06      | 0.00%             | 2058-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 1.953000% 02/04/2032                                          | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2357485.43    | 0.02%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR1001                                                         | CUSIP: 3140KYDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    135665 | PA      | $118169.27     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 735224                                                         | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    158225 | PA      | $163121.24     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3338                                                         | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1342576 | PA      | $1246389.55    | 0.01%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2660                                                         | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4650437 | PA      | $3967415.62    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                                                                                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 GMREV 2024-1 A                    | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2572000 | PA      | $2647511.09    | 0.03%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8B6044                                               | CUSIP: 3142B3WD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1998263 | PA      | $2027942.23    | 0.02%             | 2055-06-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.450000% 09/26/2030                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6415000 | PA      | $6321164.52    | 0.06%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1859844.43    | 0.02%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE INTEREST STRIP FNS 440 C6                                              | CUSIP: 31424U6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14317249 | PA      | $1835017.44    | 0.02%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4270                                                         | CUSIP: 3140XKW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1568785 | PA      | $1299427.79    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US 5YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1273 | NC      | $139731640.60  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                                                                | HONDA AUTO RECEIVABLES 2025-3 OWNER TRUST HAROT 2025-3 A4                         | CUSIP: 43813QAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2491000 | PA      | $2507234.84    | 0.03%             | 2031-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 5.000000% 02/20/2026                                              | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1356453.94    | 0.01%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                                                      | BX COMMERCIAL MORTGAGE TRUST 2023-XL3 BX 2023-XL3 A                               | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1074013 | PA      | $1074012.90    | 0.01%             | 2040-12-09      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                                                                                            | ENTERGY LOUISIANA LLC 5.150000% 09/15/2034                                        | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2155752.17    | 0.02%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR3256                                                         | CUSIP: 3140L1TN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    166255 | PA      | $138998.68     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 602146                                                       | CUSIP: 36200H5F7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       233 | PA      | $239.93        | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB4157                                                         | CUSIP: 3140QPTP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10171616 | PA      | $9732216.54    | 0.10%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                                                    | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-2A C                          | CUSIP: 05377RGN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2700000 | PA      | $2723161.68    | 0.03%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                                                                                 | EVERSOURCE ENERGY 5.950000% 02/01/2029                                            | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3128761.71    | 0.03%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2067                                                         | CUSIP: 3140XHJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1718635 | PA      | $1723824.79    | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2010-123 PM                                                 | CUSIP: 31398NY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    309615 | PA      | $308870.97     | 0.00%             | 2040-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                                                             | ELI LILLY & CO 4.200000% 08/14/2029                                               | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2902000 | PA      | $2936023.80    | 0.03%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08722                                                   | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1860856 | PA      | $1769245.36    | 0.02%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G04563                                                   | CUSIP: 3128M6ML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    195676 | PA      | $204480.11     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM2111                                                         | CUSIP: 3140X5KZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    502791 | PA      | $486512.72     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SB0662                                                        | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1488786 | PA      | $1419689.94    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT STUDENT LOAN TRUST 2019-B NAVSL 2019-BA A2A                               | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    321997 | PA      | $317020.25     | 0.00%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 5.766000% 04/22/2035                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12920000 | PA      | $13909391.77   | 0.14%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 4.750000% 01/15/2033                                   | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1617778.96    | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                                                               | CENTENE CORP 2.625000% 08/01/2031                                                 | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1713722.80    | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2707                                                         | CUSIP: 31418CAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    501777 | PA      | $480221.99     | 0.00%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                                                                  | HEALTHCARE REALTY HOLDINGS LP 3.625000% 01/15/2028                                | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192305.56     | 0.00%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                                            | EXTRA SPACE STORAGE LP 2.400000% 10/15/2031                                       | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115567.40     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2025-NQM3 TRUST OBX 2025-NQM3 A1                                              | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3469403 | PA      | $3497523.87    | 0.04%             | 2064-12-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.536000% 01/28/2036                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    405000 | PA      | $424392.65     | 0.00%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                                            | TIME WARNER CABLE LLC 5.875000% 11/15/2040                                        | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1820759.31    | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1104                                                        | CUSIP: 3132DNGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3565581 | PA      | $3483410.72    | 0.04%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9357                                                         | CUSIP: 3140QVMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    403722 | PA      | $429012.53     | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 5.500000% 03/01/2032                                                      | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3163000 | PA      | $3317171.93    | 0.03%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                                                            | PNC FINANCIAL SERVICES GROUP INC/THE 4.812000% 10/21/2032                         | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2019000 | PA      | $2060014.23    | 0.02%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST                                                                                         | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV BVINV 2021-5 A5                | CUSIP: 07336JAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4960735 | PA      | $4489390.68    | 0.05%             | 2051-11-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 577948                                                       | CUSIP: 36201BBR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9998 | PA      | $10140.21      | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4826 KF                                                    | CUSIP: 3137FH4G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    563162 | PA      | $552447.82     | 0.01%             | 2048-09-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA7870                                                        | CUSIP: 3133KPW79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6203387 | PA      | $5942756.90    | 0.06%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB9597                                                         | CUSIP: 31417GUX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33493 | PA      | $32906.80      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08754                                                   | CUSIP: 3128MJZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    113622 | PA      | $113639.37     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0340                                                        | CUSIP: 3132D9LV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    770992 | PA      | $722434.95     | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                                               | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.350000% 04/01/2035                          | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $4220744.88    | 0.04%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 586207                                                       | CUSIP: 36201LGQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     56731 | PA      | $58758.82      | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                                                          | AMERICAN EXPRESS CO 4.351000% 07/20/2029                                          | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3227000 | PA      | $3253388.02    | 0.03%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 5.466000% 01/18/2035                                               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $3099330.84    | 0.03%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-45 BD                           | CUSIP: 38384KGP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    831697 | PA      | $774179.57     | 0.01%             | 2054-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-86 JA                                                  | CUSIP: 3136B3SX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     42364 | PA      | $42208.93      | 0.00%             | 2047-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.750000% 08/15/2055                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2410000 | PA      | $2440125.00    | 0.02%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2015-8 AP                                                   | CUSIP: 3136AMUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1497986 | PA      | $1361985.46    | 0.01%             | 2045-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG U99084                                                   | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    850405 | PA      | $854734.22     | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2792                                                        | CUSIP: 3132DQC53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    283382 | PA      | $285547.62     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                                                         | SCF EQUIPMENT LEASING 2025-1 LLC SCFET 2025-1A A2                                 | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1312572 | PA      | $1316600.81    | 0.01%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                                                                                             | SHELL FINANCE US INC 2.750000% 04/06/2030                                         | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $628138.36     | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QI2723                                                        | CUSIP: 3133W9AY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1267857 | PA      | $1325962.28    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08726                                                   | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2568602 | PA      | $2349119.10    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781834                                                       | CUSIP: 36241KBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4673 | PA      | $4921.30       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                                             | ATHENE GLOBAL FUNDING 144A 3.205000% 03/08/2027                                   | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1445758.22    | 0.01%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q41209                                                   | CUSIP: 3132WEKX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    208652 | PA      | $198156.54     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6645                                                      | CUSIP: 36179VL24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1367108 | PA      | $1161620.29    | 0.01%             | 2050-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                                                                                   | ALTERNATIVE LOAN TRUST 2004-J6 CWALT 2004-J6 2A1                                  | CUSIP: 12667FRG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     35108 | PA      | $36109.78      | 0.00%             | 2031-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BC1509                                                         | CUSIP: 3140EVVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    237168 | PA      | $216797.79     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8722                                                      | CUSIP: 36179XVP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3950149 | PA      | $3652003.57    | 0.04%             | 2053-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGE TRUST                                                                                              | MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-13 MARM 2004-13 3A7A                   | CUSIP: 576433WL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    433882 | PA      | $421267.43     | 0.00%             | 2034-11-21      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                                                                                             | SABRA HEALTH CARE LP 3.900000% 10/15/2029                                         | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   4255000 | PA      | $4161248.69    | 0.04%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT3290                                                         | CUSIP: 3140LRUQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    208974 | PA      | $181486.59     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1510                                                         | CUSIP: 31418AVC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14717 | PA      | $14405.13      | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4243                                                         | CUSIP: 3140XKWD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159780 | PA      | $149570.94     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-R1 VERUS 2021-R1 A1                               | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185805 | PA      | $179776.40     | 0.00%             | 2063-10-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5722                                                         | CUSIP: 3140XMLC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8276650 | PA      | $7560199.92    | 0.08%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT9627                                                         | CUSIP: 3138WXVV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     64792 | PA      | $63348.14      | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                                                                          | PRPM 2024-RCF5 LLC PRPM 2024-RCF5 A1                                              | CUSIP: 69381JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5276152 | PA      | $5211690.78    | 0.05%             | 2054-08-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                                                                                       | EXTENDED STAY AMERICA TRUST 2025-ESH ESA 2025-ESH B                               | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2980000 | PA      | $2985580.35    | 0.03%             | 2042-10-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                                                                                | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 CHASE 2007-A2 1A1                     | CUSIP: 16163LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3635 | PA      | $3668.80       | 0.00%             | 2035-06-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                                                                                       | AMERICAN HOMES 4 RENT LP 3.625000% 04/15/2032                                     | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1484073.76    | 0.02%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                                         | INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    367000 | PA      | $319849.58     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                                                                                | BALTIMORE GAS AND ELECTRIC CO 2.250000% 06/15/2031                                | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1101745.43    | 0.01%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC4689                                                        | CUSIP: 3133APF61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    210228 | PA      | $183191.34     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8642                                                      | CUSIP: 36179XS72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3789403 | PA      | $3299473.03    | 0.03%             | 2053-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.500000% 09/15/2053                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $933625.61     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC1462                                                         | CUSIP: 3140Y7TU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1747383 | PA      | $1851431.67    | 0.02%             | 2055-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                                         | INVITATION HOMES OPERATING PARTNERSHIP LP 4.950000% 01/15/2033                    | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1602186.43    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT7698                                                         | CUSIP: 3138WVRU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     61895 | PA      | $60760.21      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL0851                                                         | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4050 | PA      | $4276.63       | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                                                   | AVOLON HOLDINGS FUNDING LTD 144A 5.750000% 11/15/2029                             | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   5125000 | PA      | $5328614.10    | 0.05%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-68 IO                           | CUSIP: 38380PHX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4258724 | PA      | $476115.56     | 0.00%             | 2060-05-16      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1092                                                         | CUSIP: 3140XGGA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1185558 | PA      | $1103373.41    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 2.750000% 05/15/2040                                       | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $1814133.04    | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5020 ET                                                    | CUSIP: 3137FWX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    966196 | PA      | $899445.67     | 0.01%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD5107                                                        | CUSIP: 3132DSU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     76624 | PA      | $78447.59      | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR7 A6               | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1275981 | PA      | $1207670.37    | 0.01%             | 2034-07-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2009-103 MB                                                 | CUSIP: 31398GJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30945 | PA      | $31187.76      | 0.00%             | 2039-12-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                                                                                           | RALI SERIES 2005-QO5 TRUST RALI 2005-QO5 A1                                       | CUSIP: 761118QM3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    240975 | PA      | $189325.74     | 0.00%             | 2046-01-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5876                                                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    932298 | PA      | $896708.21     | 0.01%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST                                                                                                     | SG RESIDENTIAL MORTGAGE TRUST 2022-1 SGR 2022-1 A1                                | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3069817 | PA      | $2903049.47    | 0.03%             | 2062-03-27      | Floating      | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4778                                                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    728604 | PA      | $681114.28     | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                                                              | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2025-1 TALNT 2025-1A A                       | CUSIP: 891950AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6160000 | PA      | $6302026.81    | 0.06%             | 2038-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4901                                                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    686945 | PA      | $663342.67     | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                                                               | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41 CGCMT 2019-GC41 A5                  | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5980000 | PA      | $5683519.37    | 0.06%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2022-57 BC                                                  | CUSIP: 3136BN3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    135511 | PA      | $130972.12     | 0.00%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7705                                                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4441658 | PA      | $3856376.33    | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 495940                                                       | CUSIP: 36210L4Z3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1291 | PA      | $1314.37       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT4281                                                         | CUSIP: 3138WRXK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13793 | PA      | $13487.26      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 2.561000% 05/01/2032                                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12435000 | PA      | $11314769.90   | 0.12%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                                                   | AVOLON HOLDINGS FUNDING LTD 144A 5.375000% 05/30/2030                             | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   3880000 | PA      | $3989008.60    | 0.04%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BH0222                                                         | CUSIP: 3140GNG80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    107963 | PA      | $105669.50     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 903242                                                         | CUSIP: 31411BP31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    156849 | PA      | $165641.02     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                                                          | ANGEL OAK MORTGAGE TRUST 2022-2 AOMT 2022-2 A1                                    | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7104679 | PA      | $6836555.78    | 0.07%             | 2067-01-25      | Floating      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.375000% 02/15/2042                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16771000 | PA      | $12583490.94   | 0.13%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4492                                                         | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10620087 | PA      | $8697754.28    | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                                             | ELEVANCE HEALTH INC 5.200000% 02/15/2035                                          | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    550000 | PA      | $564036.52     | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BW9886                                                         | CUSIP: 3140N26Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3743987 | PA      | $3678118.26    | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                                                                    | ARIZONA PUBLIC SERVICE CO 5.900000% 08/15/2055                                    | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1627468.45    | 0.02%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7221                                                         | CUSIP: 3140XPAX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1310244 | PA      | $1353620.79    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 5.450000% 11/15/2055                                                 | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3903562.56    | 0.04%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1221                                                         | CUSIP: 31418ALB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16661 | PA      | $16726.90      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                                   | INTERCONTINENTAL EXCHANGE INC 5.250000% 06/15/2031                                | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1775885.40    | 0.02%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                                                                                             | SBNA AUTO LEASE TRUST 2024-C SBALT 2024-C A4                                      | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1062000 | PA      | $1065988.13    | 0.01%             | 2029-03-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08826                                                   | CUSIP: 3128MJ4L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    264292 | PA      | $269621.74     | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA2199                                                         | CUSIP: 3140Q9NR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     90667 | PA      | $90332.83      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841081                                               | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1133960 | PA      | $1148666.14    | 0.01%             | 2050-02-01      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                                                             | ESSEX PORTFOLIO LP 2.550000% 06/15/2031                                           | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    680000 | PA      | $616624.73     | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2039602.51    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-173 MI                          | CUSIP: 38382LNV9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5292226 | PA      | $761147.05     | 0.01%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-184 IO                          | CUSIP: 38380RKU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2663814 | PA      | $179788.27     | 0.00%             | 2060-11-16      | Floating      | 0.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5004 FM                                                    | CUSIP: 3137FVAY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1046724 | PA      | $1012531.28    | 0.01%             | 2050-08-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                                                       | IMPERIAL BRANDS FINANCE PLC 144A 5.625000% 07/01/2035                             | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | NUSS              | GB        |   1798000 | PA      | $1853279.73    | 0.02%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA0608                                                         | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6428901 | PA      | $6511564.40    | 0.07%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                                                              | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2021-1 TALNT 2021-1A A                       | CUSIP: 89237MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8385000 | PA      | $8323660.37    | 0.08%             | 2034-02-27      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 4801                                                        | CUSIP: 36202FKN5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4071 | PA      | $4113.52       | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 910120                                                         | CUSIP: 31411KDZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $4837.26       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR17 2A              | CUSIP: 92925DAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    118114 | PA      | $108866.26     | 0.00%             | 2046-12-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 4.369000% 10/21/2031                                  | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4037000 | PA      | $4041758.37    | 0.04%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                                                    | SYNOPSYS INC 4.850000% 04/01/2030                                                 | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1927710.08    | 0.02%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV7993                                                         | CUSIP: 3140MM3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1723704 | PA      | $1728542.45    | 0.02%             | 2052-08-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4240 FA                                                    | CUSIP: 3137B3V70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1671565 | PA      | $1656621.68    | 0.02%             | 2043-08-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                                                               | CONNECTICUT AVENUE SECURITIES TRUST 2024-R01 CAS 2024-R01 1M2                     | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    790000 | PA      | $794643.38     | 0.01%             | 2044-01-25      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                                                            | GENERAL MOTORS FINANCIAL CO INC 2.700000% 06/10/2031                              | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3478000 | PA      | $3148862.15    | 0.03%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5451 FD                                                    | CUSIP: 3137HFL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    937595 | PA      | $927637.95     | 0.01%             | 2044-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                                                                          | TOTALENERGIES CAPITAL SA 5.425000% 09/10/2064                                     | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |    406000 | PA      | $390681.37     | 0.00%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC 5.450000% 03/15/2035                          | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  11810000 | PA      | $12278837.04   | 0.13%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 1.512000% 07/20/2027                                           | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1214493.21    | 0.01%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018-C2 ASB                                    | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    283844 | PA      | $283754.69     | 0.00%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM4897                                                         | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    427039 | PA      | $407876.60     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2018-J1 TRUST CSMC 2018-J1 A2                                                | CUSIP: 12653TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2159569 | PA      | $1981554.13    | 0.02%             | 2048-02-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 2.475000% 01/21/2028                                           | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3655949.71    | 0.04%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                                                                | MANHATTAN WEST 2020-1MW MORTGAGE TRUST OMW 2020-1MW A                             | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2300000 | PA      | $2204658.56    | 0.02%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2024-64 KY                                                  | CUSIP: 3136BSN43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    818000 | PA      | $717250.46     | 0.01%             | 2043-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR7745                                                         | CUSIP: 3140L6TB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    186179 | PA      | $154879.47     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC2044                                                        | CUSIP: 3133ALHV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    131223 | PA      | $115264.17     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM3049                                                         | CUSIP: 3140X6L74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    992738 | PA      | $973546.07     | 0.01%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BS2363                                                         | CUSIP: 3140LCTV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    939623 | PA      | $836041.17     | 0.01%             | 2035-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.207000% 01/28/2031                                  | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3668000 | PA      | $3800276.00    | 0.04%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7192                                                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7500202 | PA      | $6245683.56    | 0.06%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC.                                                                                                             | WEC ENERGY GROUP INC 5.625000% 05/15/2056                                         | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   4505000 | PA      | $4572324.75    | 0.05%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.500000% 04/01/2063           | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    435000 | PA      | $350008.53     | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Export Finance Australia                                                                                                          | EXPORT FINANCE & INSURANCE CORP 144A 4.625000% 10/26/2027                         | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   3187000 | PA      | $3242877.70    | 0.03%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5119 QF                                                    | CUSIP: 3137H0SS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1558640 | PA      | $1483062.87    | 0.02%             | 2051-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-75 FE                                                  | CUSIP: 3136AT4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    761368 | PA      | $755938.82     | 0.01%             | 2046-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC1396                                                         | CUSIP: 3140Y7RS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3139123 | PA      | $3279991.18    | 0.03%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 4.625000% 03/22/2033                                             | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   5060000 | PA      | $5051453.36    | 0.05%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                                                                                       | AMERICAN HOMES 4 RENT LP 4.950000% 06/15/2030                                     | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1159352.44    | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                                                 | SMALL BUSINESS ADMINISTRATION PARTICIPATION CERTIF SBAP 2025-25J 1                | CUSIP: 83162C2X0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2045000 | PA      | $2075129.60    | 0.02%             | 2050-10-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A                  | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    404395 | PA      | $385760.54     | 0.00%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BC2817                                                         | CUSIP: 3140EXDX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    464726 | PA      | $424618.83     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5597                                                      | CUSIP: 36179UGE6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    324159 | PA      | $329715.56     | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-81 LH                                                  | CUSIP: 3136B8DW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    740508 | PA      | $681370.72     | 0.01%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 144A 3.137000% 11/15/2035                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2207113.32    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                                                   | VERIDIAN AUTO RECEIVABLES TRUST 2023-1 VCU 2023-1A A3                             | CUSIP: 92347BAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1179494 | PA      | $1182992.34    | 0.01%             | 2028-03-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                                                                                             | LAS VEGAS SANDS CORP 5.625000% 06/15/2028                                         | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2782150.29    | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                                                                                        | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PA BAMLL 2018-PARK A              | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2640000 | PA      | $2593318.73    | 0.03%             | 2038-08-10      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841994                                               | CUSIP: 31288RGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1241230 | PA      | $1257488.16    | 0.01%             | 2055-06-01      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                                                           | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 1.900000% 08/15/2031                       | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1983000 | PA      | $1755947.87    | 0.02%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781650                                                       | CUSIP: 36225BZP6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12937 | PA      | $13543.02      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K106 X1                   | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3251615 | PA      | $153802.36     | 0.00%             | 2030-01-25      | Floating      | 1.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7548                                                        | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1054035 | PA      | $916291.10     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                                                                                                       | FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5120000 | PA      | $5089797.63    | 0.05%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                                                                                               | CHEVRON USA INC 4.300000% 10/15/2030                                              | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1679066.58    | 0.02%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3919 FA                                                    | CUSIP: 3137AFPQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    426672 | PA      | $424025.02     | 0.00%             | 2041-09-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 910120                                                         | CUSIP: 31411KDZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4706 | PA      | $4814.51       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                                                                     | CITIBANK NA 5.570000% 04/30/2034                                                  | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2418152.03    | 0.02%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JGWPT LLC                                                                                                                         | JGWPT XXXII LLC HENDR 2014-2A A                                                   | CUSIP: 46618AAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1182969 | PA      | $1086751.74    | 0.01%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                                                                                            | BEAR STEARNS ARM TRUST 2004-2 BSARM 2004-2 14A                                    | CUSIP: 07384MM66<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9071 | PA      | $8433.16       | 0.00%             | 2034-05-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 1.431000% 03/09/2027                                  | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9465000 | PA      | $9393466.65    | 0.10%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1450                                                         | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1423942 | PA      | $1281086.95    | 0.01%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                                                                      | WILLIAMS COS INC/THE 3.750000% 06/15/2027                                         | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    410000 | PA      | $407225.80     | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                                                                      | GS MORTGAGE SECURITIES TRUST 2020-GSA2 GSMS 2020-GSA2 A4                          | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2606000 | PA      | $2340901.00    | 0.02%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB7109                                                         | CUSIP: 3140QS3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2240674 | PA      | $2293647.14    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE TRUST                                                                                                                 | 245 PARK AVENUE TRUST 2017-245P PRKAV 2017-245P A                                 | CUSIP: 90187LAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5293000 | PA      | $5198876.17    | 0.05%             | 2037-06-05      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 5.875000% 11/30/2055                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2164943.37    | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ1350                                                        | CUSIP: 3142GRQC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    431007 | PA      | $443558.80     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                                                             | ELI LILLY & CO 4.700000% 02/09/2034                                               | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $917444.26     | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.500000% 06/01/2041                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    733000 | PA      | $584585.62     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5228 TN                                                    | CUSIP: 3137H7W33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    734099 | PA      | $714444.80     | 0.01%             | 2039-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL9615                                                         | CUSIP: 3138ERVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    763669 | PA      | $708988.17     | 0.01%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786312                                                      | CUSIP: 3622AB3V2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5257714 | PA      | $4708209.73    | 0.05%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                                                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A3                 | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1801239 | PA      | $1810470.44    | 0.02%             | 2029-05-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2013-43 BP                                                  | CUSIP: 3136ADY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    534822 | PA      | $473959.44     | 0.00%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                                                                                            | CALIFORNIA ST UNIV REVENUE CALIFORNIA STATE UNIVERSITY                            | CUSIP: 13077DQP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $971571.92     | 0.01%             | 2035-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 1.578000% 04/22/2027                                          | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5945000 | PA      | $5885075.23    | 0.06%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2446                                                         | CUSIP: 3140XHWG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5314605 | PA      | $5122083.63    | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                                                                      | WILLIAMS COS INC/THE 4.900000% 01/15/2045                                         | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    570000 | PA      | $519330.06     | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS9972                                                         | CUSIP: 3140XSCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    952386 | PA      | $996421.04     | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZM1348                                                        | CUSIP: 3131XUP92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1358615 | PA      | $1243050.36    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 603107                                                       | CUSIP: 36200KAG2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4322 | PA      | $4430.16       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                                                                             | CHILE ELECTRICITY LUX MPC II SARL 144A 5.580000% 10/20/2035                       | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1110446 | PA      | $1143759.05    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                                                      | UBS GROUP AG MTN 5.010000% 03/23/2037                                             | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   5103000 | PA      | $5103889.04    | 0.05%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    932000 | PA      | $976875.54     | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 144A 4.926000% 05/15/2037                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1310615.54    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-89 LK                           | CUSIP: 38382QB90<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2111854 | PA      | $1776717.07    | 0.02%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                                                                                                             | BLUEMOUNTAIN CLO 2015-4 LTD BLUEM 2015-4A CR2                                     | CUSIP: 09628NBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00    | 0.02%             | 2030-04-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4900                                                      | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4167524 | PA      | $3910068.75    | 0.04%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                                          | BX TRUST 2025-GW BX 2025-GW A                                                     | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3775000 | PA      | $3782068.31    | 0.04%             | 2042-07-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2011-142 EF                                                 | CUSIP: 3136A3NR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    439203 | PA      | $436526.07     | 0.00%             | 2042-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM1263                                                         | CUSIP: 3140X4MM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    172326 | PA      | $170361.26     | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM2256                                                         | CUSIP: 3140X5QJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     88805 | PA      | $89227.21      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                                                   | CIGNA GROUP/THE 4.375000% 10/15/2028                                              | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1272535.16    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV0541                                                         | CUSIP: 3140MDS74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    359305 | PA      | $336455.43     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                                                               | PECO ENERGY CO 5.650000% 09/15/2055                                               | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2343304.84    | 0.02%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                                               | VIRGINIA ELECTRIC AND POWER CO 2.950000% 11/15/2051                               | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $784252.25     | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                                                      | UBS GROUP AG MTN 4.398000% 09/23/2031                                             | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   3247000 | PA      | $3245781.17    | 0.03%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                                         | INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    227000 | PA      | $197836.12     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2013-101 CO                                                 | CUSIP: 3136AGZD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    935304 | PA      | $716183.69     | 0.01%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                                                                 | OCTAGON INVESTMENT PARTNERS 41 LTD OCT41 2019-2A A1R2                             | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3998840.00    | 0.04%             | 2033-10-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2025-5C37 BBCMS 2025-5C37 A3                                 | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    447000 | PA      | $458990.91     | 0.00%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                                                             | ELI LILLY & CO 5.600000% 02/12/2065                                               | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1212353.26    | 0.01%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                                                                  | NIAGARA MOHAWK POWER CORP 144A 4.647000% 10/03/2030                               | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2649395.09    | 0.03%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                                                 | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25F 1                       | CUSIP: 83162CP72<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1104159 | PA      | $1071800.84    | 0.01%             | 2047-06-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS8749                                                         | CUSIP: 3140XQWK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3176431 | PA      | $3253253.56    | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-23 FA                                                  | CUSIP: 3136AV5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    728937 | PA      | $723187.91     | 0.01%             | 2047-04-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 909429                                                         | CUSIP: 31411JLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       558 | PA      | $578.10        | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 904864                                                         | CUSIP: 31411DJH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       883 | PA      | $911.33        | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL9546                                                         | CUSIP: 3138ERTC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    297866 | PA      | $284561.23     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Kuwait                                                                                                                   | KUWAIT INTERNATIONAL GOVERNMENT BOND 144A 4.652000% 10/09/2035                    | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   2483000 | PA      | $2489231.71    | 0.03%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN DE3107                                                         | CUSIP: 3140BFNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    754499 | PA      | $765446.71     | 0.01%             | 2055-08-01      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8202                                                      | CUSIP: 36179XDF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1473597 | PA      | $1480898.51    | 0.02%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES                                                                             | CHASE FUNDING TRUST SERIES 2003-6 CFAB 2003-6 1A5                                 | CUSIP: 161546HA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     64888 | PA      | $64581.22      | 0.00%             | 2034-11-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT3870                                                         | CUSIP: 3138WRJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     47504 | PA      | $46642.93      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 1.750000% 08/15/2041                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77270000 | PA      | $53174436.92   | 0.54%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0231                                                        | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4941761 | PA      | $4492938.57    | 0.05%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                                                         | DUKE ENERGY PROGRESS LLC 4.150000% 12/01/2044                                     | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1483010.67    | 0.02%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD4301                                                        | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1981051 | PA      | $2079309.32    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                                                          | BENCHMARK 2022-B33 MORTGAGE TRUST BMARK 2022-B33 A5                               | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1710000 | PA      | $1602147.39    | 0.02%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0506C1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  40075000 | PA      | $40026809.81   | 0.41%             | 2055-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D NAVSL 2019-D A2A                 | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1056254 | PA      | $1031281.95    | 0.01%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 1G1386                                               | CUSIP: 3128QJRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     18742 | PA      | $19242.30      | 0.00%             | 2036-12-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                                           | BAYER US FINANCE II LLC 144A 4.625000% 06/25/2038                                 | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |   2097000 | PA      | $1910959.30    | 0.02%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA INC.                                                                                                          | US 10YR ULTRA FUT MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DIR              |  | US        |      -866 | NC      | $-100631906.30 | -1.03%            |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                                                                                                       | HUMANA INC 2.150000% 02/03/2032                                                   | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217043.79     | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781976                                                       | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9822 | PA      | $10178.22      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8B0454                                               | CUSIP: 3142AWQF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1458866 | PA      | $1477060.21    | 0.02%             | 2055-08-01      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                                                                                               | HUNTINGTON INGALLS INDUSTRIES INC 5.749000% 01/15/2035                            | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2974649.12    | 0.03%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA4703                                                        | CUSIP: 3133KLGL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1276238 | PA      | $1059908.29    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2021-NQM3 CSMC 2021-NQM3 A1                                                  | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8143960 | PA      | $7074385.64    | 0.07%             | 2066-04-25      | Floating      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB4393                                                         | CUSIP: 3140QP3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6277521 | PA      | $6181543.51    | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-53 IO                           | CUSIP: 38379RRT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6882288 | PA      | $188972.49     | 0.00%             | 2056-11-16      | Floating      | 0.52%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                                                                                                       | PILGRIM'S PRIDE CORP 3.500000% 03/01/2032                                         | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    670000 | PA      | $619673.08     | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                                                                                        | APIDOS CLO XXXV APID 2021-35A A                                                   | CUSIP: 03768UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1320000 | PA      | $1321478.40    | 0.01%             | 2034-04-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2025-NQM6 TRUST OBX 2025-NQM6 A1                                              | CUSIP: 67448UAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7826073 | PA      | $7897021.19    | 0.08%             | 2065-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BQ6913                                                         | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9768124 | PA      | $7970009.39    | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                                             | ELEVANCE HEALTH INC 3.650000% 12/01/2027                                          | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327717.89     | 0.00%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0290                                                         | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10773693 | PA      | $8830553.34    | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4586                                                         | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    531981 | PA      | $466847.57     | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                                                   | MVW 2021-2 LLC MVWOT 2021-2A A                                                    | CUSIP: 55400KAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    287140 | PA      | $272363.49     | 0.00%             | 2039-05-20      | Fixed         | 1.43%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ7 GSMBS 2025-PJ7 A5                    | CUSIP: 36272MAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7255736 | PA      | $7299163.78    | 0.07%             | 2055-12-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB2929                                                         | CUSIP: 3140QNHF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1885736 | PA      | $1690885.19    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                                                                       | AVALONBAY COMMUNITIES INC MTN 2.450000% 01/15/2031                                | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2363848.45    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS DRYROCK ISSUANCE TRUST                                                                                                   | BARCLAYS DRYROCK ISSUANCE TRUST DROCK 2025-1 A                                    | CUSIP: 06742LBF9<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-MBS          |  | US        |   4213000 | PA      | $4224580.27    | 0.04%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 3.800000% 11/15/2037                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  11240000 | PA      | $9348498.18    | 0.10%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR6 A1               | CUSIP: 9292274D5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     14632 | PA      | $14550.12      | 0.00%             | 2033-06-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786963                                                      | CUSIP: 3622ACTU4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    738584 | PA      | $764493.95     | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB4040                                                         | CUSIP: 3140QPP27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4876889 | PA      | $4904092.76    | 0.05%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5012 BI                                                    | CUSIP: 3137FW5T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5068270 | PA      | $1045180.57    | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                                                           | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025-2 A3                                    | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4083000 | PA      | $4122067.78    | 0.04%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7869                                                         | CUSIP: 3140XBW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    129143 | PA      | $112080.84     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 1.375000% 11/15/2040                                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15304000 | PA      | $10134117.50   | 0.10%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5077                                                        | CUSIP: 3133KYUA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5100868 | PA      | $4544073.94    | 0.05%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0225                                                         | CUSIP: 3140XFHB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    916143 | PA      | $765587.19     | 0.01%             | 2047-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                                                             | DELTA AIR LINES INC 5.250000% 07/10/2030                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   7555000 | PA      | $7756320.88    | 0.08%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.250000% 04/01/2053           | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $911771.61     | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                                                                     | CITIBANK NA 4.914000% 05/29/2030                                                  | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2578423.53    | 0.03%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD5039                                                        | CUSIP: 3132DSS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    593725 | PA      | $551931.80     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 486621                                                       | CUSIP: 36210ASJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1426 | PA      | $1448.42       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0104                                                         | CUSIP: 3140FXDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    901134 | PA      | $860225.28     | 0.01%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                                              | HOME DEPOT INC/THE 3.625000% 04/15/2052                                           | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    746000 | PA      | $557044.35     | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS6451                                                         | CUSIP: 3140XNEZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    918480 | PA      | $936531.02     | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787362                                                      | CUSIP: 3622ADB72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1810444 | PA      | $1571938.02    | 0.02%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 641546                                                         | CUSIP: 31390BWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2305 | PA      | $2412.53       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD6603                                                        | CUSIP: 3132DUKQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6435440 | PA      | $6471791.95    | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                                           | BAYER US FINANCE II LLC 144A 4.400000% 07/15/2044                                 | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |   2750000 | PA      | $2222776.66    | 0.02%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3384                                                         | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    407348 | PA      | $395440.18     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                                                | T-MOBILE USA INC 4.700000% 01/15/2035                                             | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1383772.82    | 0.01%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA2208                                                         | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    177096 | PA      | $175498.52     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILT MORTGAGE TRUST                                                                                                               | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL HILT 2024-ORL A                           | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4006000 | PA      | $4007247.47    | 0.04%             | 2037-05-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                                          | LLOYDS BANKING GROUP PLC 4.943000% 11/04/2036                                     | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   2976000 | PA      | $2966132.89    | 0.03%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                                                              | US 2YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | US        |      1623 | NC      | $338978765.60  | 3.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank, S.A.                                                                                                                   | CAIXABANK SA 144A 4.634000% 07/03/2029                                            | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |   2932000 | PA      | $2961868.20    | 0.03%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2021-P0 FHMR 2021-P009 A2              | CUSIP: 3137H13V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    975000 | PA      | $884718.61     | 0.01%             | 2031-01-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD5219                                                        | CUSIP: 3132DSYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2186358 | PA      | $2265010.65    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.875000% 08/15/2045                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61990000 | PA      | $63927187.50   | 0.65%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                                                        | DUKE ENERGY CAROLINAS LLC 2.850000% 03/15/2032                                    | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1389299.82    | 0.01%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7303                                                      | CUSIP: 36179WDG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6336924 | PA      | $5159156.73    | 0.05%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-152 HA                          | CUSIP: 38378UWV5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1266998 | PA      | $1186288.03    | 0.01%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                                            | EXTRA SPACE STORAGE LP 2.200000% 10/15/2030                                       | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    542000 | PA      | $489716.39     | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786916                                                      | CUSIP: 3622ACSD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2420407 | PA      | $2471776.86    | 0.03%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 2.875000% 03/25/2031                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1686519.85    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                                                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C HALST 2025-C A3                    | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4005000 | PA      | $4032982.13    | 0.04%             | 2028-07-17      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-5 IO                            | CUSIP: 38380RSG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4301063 | PA      | $349648.43     | 0.00%             | 2061-01-16      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                                            | MCDONALD'S CORP MTN 2.125000% 03/01/2030                                          | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    420000 | PA      | $388139.98     | 0.00%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RE0026                                                        | CUSIP: 3133LWA36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    871666 | PA      | $716157.69     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                                                                                    | KROGER CO/THE 5.000000% 09/15/2034                                                | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2611189.39    | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                                                                      | GUARDIAN LIFE GLOBAL FUNDING 144A 4.327000% 10/06/2030                            | CUSIP: 40139LBN2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1104963.38    | 0.01%             | 2030-10-06      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BS2757                                                         | CUSIP: 3140LDB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1416734 | PA      | $1243440.05    | 0.01%             | 2031-08-01      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.625000% 11/15/2045                                              | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21975000 | PA      | $21957832.03   | 0.22%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0697                                                         | CUSIP: 3140XFX30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    609776 | PA      | $551329.55     | 0.01%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7303                                                      | CUSIP: 36179WDG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1787955 | PA      | $1455649.25    | 0.01%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786831                                                      | CUSIP: 3622ACPQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    486219 | PA      | $495217.34     | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD5660                                                        | CUSIP: 3132DTJD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2202656 | PA      | $2272512.68    | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-144 CA                          | CUSIP: 38379QD93<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1166984 | PA      | $1047163.53    | 0.01%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7767                                                         | CUSIP: 3140JCTZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2157396 | PA      | $2193598.32    | 0.02%             | 2055-07-01      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MORTGAGE LOAN RESECURITIZATION TRUST                                                                                              | MORTGAGE LOAN RESECURITIZATION TRUST MLRT 2009-RS1 A85                            | CUSIP: 61914WAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1243776 | PA      | $1222323.41    | 0.01%             | 2036-04-16      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781963                                                       | CUSIP: 36241KFC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     17951 | PA      | $18633.15      | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3332                                                         | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    219187 | PA      | $205948.64     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0067                                                         | CUSIP: 3140XFCD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    285465 | PA      | $283220.99     | 0.00%             | 2051-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.800000% 03/27/2035                 | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    965000 | PA      | $1002532.15    | 0.01%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                            | CUSIP: 21H0406C2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  16450000 | PA      | $15594543.08   | 0.16%             | 2055-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-135 A                           | CUSIP: 38382XAA3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    866341 | PA      | $731093.87     | 0.01%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REFERENCE REMIC FHRR R007 ZA                                          | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    324123 | PA      | $342441.18     | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 10/31/2027                                              | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  57255000 | PA      | $57241580.57   | 0.58%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 5.050000% 07/12/2029                                                 | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3329000 | PA      | $3439924.14    | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                                                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.300000% 01/30/2032           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    248000 | PA      | $229731.14     | 0.00%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                                           | HYUNDAI CAPITAL AMERICA 144A 5.300000% 06/24/2029                                 | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3923876.37    | 0.04%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4255                                                         | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8782100 | PA      | $7199045.11    | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                                               | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $571444.57     | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA0373                                                         | CUSIP: 3140W0MX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11997479 | PA      | $12217128.18   | 0.12%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                                               | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1178009.98    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 5.650000% 03/02/2053                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4832456.83    | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD0254                                                        | CUSIP: 3133AWH72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    315467 | PA      | $261068.55     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                                                                          | GPMT 2021-FL3 LTD GPMT 2021-FL3 A                                                 | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    132882 | PA      | $132959.29     | 0.00%             | 2035-07-16      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4652                                                      | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    403968 | PA      | $379344.63     | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                                                               | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 CAS 2021-R03 1M2                     | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6500000 | PA      | $6526353.60    | 0.07%             | 2041-12-25      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA1103                                                         | CUSIP: 3140W1GM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  16577398 | PA      | $15358828.56   | 0.16%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 937358                                                         | CUSIP: 31412WZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    143190 | PA      | $151216.30     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1204                                                         | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    935311 | PA      | $857247.18     | 0.01%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                                                       | SCCU AUTO RECEIVABLES TRUST 2024-1 SCCU 2024-1A A3                                | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1355000 | PA      | $1363668.07    | 0.01%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                                                      | FORD CREDIT AUTO OWNER TRUST 2025-REV2 FORDR 2025-2 A                             | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3598000 | PA      | $3638971.51    | 0.04%             | 2038-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841548                                               | CUSIP: 31288QWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2735290 | PA      | $2735785.16    | 0.03%             | 2053-03-01      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 6.200000% 03/01/2055                                                      | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    937000 | PA      | $976419.63     | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                                          | BX TRUST 2019-OC11 BX 2019-OC11 A                                                 | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    995000 | PA      | $946566.68     | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2013-101 BO                                                 | CUSIP: 3136AGZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    429119 | PA      | $331016.99     | 0.00%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 4837                                                        | CUSIP: 36202FLS3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6777 | PA      | $7112.27       | 0.00%             | 2040-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                                                                                        | APIDOS CLO XXV APID 2016-25A A1R3                                                 | CUSIP: 03762YBD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3610000 | PA      | $3599747.60    | 0.04%             | 2037-01-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                                                                                | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 2A1                     | CUSIP: 161630AG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7850 | PA      | $7558.29       | 0.00%             | 2037-02-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                                                                                 | DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST 2.000000% 06/10/2028           | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2103091 | PA      | $2019341.65    | 0.02%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                                                                     | CONSOLIDATED EDISON CO OF NEW YORK INC 3.200000% 12/01/2051                       | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    228000 | PA      | $154960.60     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 5.831000% 04/19/2035                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4221000 | PA      | $4527379.93    | 0.05%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CLOUD CAPITAL DATA CENTERS                                                                                                        | CLOUD CAPITAL HOLDCO LP CLDCD 2024-1A A2                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4110000 | PA      | $4135872.45    | 0.04%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 549577                                                       | CUSIP: 36213BQ62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1619 | PA      | $1648.29       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 464820                                                       | CUSIP: 36208YK99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8384 | PA      | $8452.35       | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BE4223                                                         | CUSIP: 3140FPVR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    585132 | PA      | $552965.82     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-154 X1                  | CUSIP: 3137H9UF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6794890 | PA      | $167109.44     | 0.00%             | 2033-01-25      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5236                                                         | CUSIP: 3140XLZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1215624 | PA      | $1128530.84    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT9839                                                         | CUSIP: 3138WX4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22441 | PA      | $22022.32      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                                                       | EQUINOR ASA 5.125000% 06/03/2035                                                  | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    764000 | PA      | $793130.09     | 0.01%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BP9158                                                         | CUSIP: 3140KHE80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    577988 | PA      | $519737.43     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 457825                                                       | CUSIP: 36208QSN7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1245 | PA      | $1262.99       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC0712                                                         | CUSIP: 3140Y6YJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  17611226 | PA      | $17886387.83   | 0.18%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2892                                                        | CUSIP: 3132DQF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    288760 | PA      | $295302.50     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                                                                                   | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A2A                                           | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    603021 | PA      | $604073.02     | 0.01%             | 2027-11-22      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST                                                                                                | MORGAN STANLEY MORTGAGE LOAN TRUST 2004-3 MSM 2004-3 4A                           | CUSIP: 61745MA52<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     40646 | PA      | $40298.50      | 0.00%             | 2034-04-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787228                                                      | CUSIP: 3622AC4M9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2109196 | PA      | $2188349.06    | 0.02%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5410 JY                                                    | CUSIP: 3137HCQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1201000 | PA      | $1048774.69    | 0.01%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8B0455                                               | CUSIP: 3142AWQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1493561 | PA      | $1517745.96    | 0.02%             | 2055-08-01      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67701                                                   | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    890673 | PA      | $824222.39     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MB0556                                                      | CUSIP: 3618N5TN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  27850238 | PA      | $28154440.90   | 0.29%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                                                         | REALTY INCOME CORP 4.500000% 02/01/2033                                           | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1213889.92    | 0.01%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                                                                                                | ROCKFORD TOWER CLO 2019-1 LTD ROCKT 2019-1A AR2                                   | CUSIP: 77342MAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3995740.00    | 0.04%             | 2034-04-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2008-3 SLMA 2008-3 B                                       | CUSIP: 78444GAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1186473.29    | 0.01%             | 2083-04-26      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.650000% 09/15/2059                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    719000 | PA      | $490163.55     | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2006-46 SW                                                  | CUSIP: 31395D7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15521 | PA      | $17407.61      | 0.00%             | 2036-06-25      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9344                                                         | CUSIP: 3140QVL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    729956 | PA      | $763712.29     | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67711                                                   | CUSIP: 3132XCR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2017037 | PA      | $1963373.01    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                                                      | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2024-3 A                       | CUSIP: 02589BAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1920000 | PA      | $1945694.59    | 0.02%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4620 LF                                                    | CUSIP: 3137BSAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    925933 | PA      | $919011.53     | 0.01%             | 2046-10-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040                                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    420000 | PA      | $304979.08     | 0.00%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                                                              | DTE ELECTRIC CO 2.950000% 03/01/2050                                              | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $963234.37     | 0.01%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4587 AF                                                    | CUSIP: 3137BPXH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    879087 | PA      | $873007.78     | 0.01%             | 2046-06-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0366                                                         | CUSIP: 3140XFMQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    485711 | PA      | $426645.52     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2806                                                         | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2382432 | PA      | $2176324.71    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6885                                                      | CUSIP: 36179VUJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3670224 | PA      | $3079048.61    | 0.03%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST, INC.                                                                                                        | EVERGY MISSOURI WEST INC 144A 5.650000% 06/01/2034                                | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   3195000 | PA      | $3336506.01    | 0.03%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                                                         | UNION PACIFIC CORP 2.150000% 02/05/2027                                           | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264815.32     | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0896                                                         | CUSIP: 3140XF7J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2862312 | PA      | $2572696.41    | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 5.050000% 03/15/2034                                                   | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1928000 | PA      | $1999628.13    | 0.02%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-5 VERUS 2021-5 A1                                 | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2630688 | PA      | $2301736.33    | 0.02%             | 2066-09-25      | Floating      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                                                                                      | CADENCE DESIGN SYSTEMS INC 4.200000% 09/10/2027                                   | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    790000 | PA      | $793189.90     | 0.01%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4091 BX                                                    | CUSIP: 3137ATCV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    898728 | PA      | $859379.69     | 0.01%             | 2041-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-152 X1                  | CUSIP: 3137H9MA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  14636053 | PA      | $180333.73     | 0.00%             | 2032-11-25      | Floating      | 0.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2023                                                         | CUSIP: 3140XHG92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    875849 | PA      | $842743.80     | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB2344                                                         | CUSIP: 3140QMTA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5553617 | PA      | $4657890.64    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2011-2 WA                                                   | CUSIP: 31397QHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21627 | PA      | $22600.88      | 0.00%             | 2051-02-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 5.000000% 01/15/2036                                   | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1610096.32    | 0.02%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                                                         | REALTY INCOME CORP 3.950000% 02/01/2029                                           | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1427222.65    | 0.01%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA9358                                                         | CUSIP: 3140QHMG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    428366 | PA      | $388506.28     | 0.00%             | 2041-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2006-8 SLMA 2006-8 A6                                      | CUSIP: 78443HAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2140526 | PA      | $2061684.01    | 0.02%             | 2041-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                                                | BOEING CO/THE 6.298000% 05/01/2029                                                | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4305000 | PA      | $4578589.16    | 0.05%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                                                        | AMERICAN TOWER CORP 4.900000% 03/15/2030                                          | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1181901.36    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TSMC Global, Ltd.                                                                                                                 | TSMC GLOBAL LTD 144A 1.375000% 09/28/2030                                         | CUSIP: 872882AG0<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | NUSS              | TW        |   2800000 | PA      | $2476213.29    | 0.03%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FWDP 2Y RTP 4.000000 31-MAR-2026                                                                                                  | FWDP 2Y RTP 4.000000 31-MAR-2026 EXPIRATION: 31-MAR-2026                          | CUSIP: SWP2852V1<br>LEI: N/A                  | N/A              | DIR              |  | US        | 139220000 | NC      | $11441.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BE5041                                                         | CUSIP: 3140FQS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    136432 | PA      | $129687.26     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 486796                                                       | CUSIP: 36210AXZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        19 | PA      | $19.52         | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1547                                                         | CUSIP: 31418AWH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72458 | PA      | $70919.79      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 X1                   | CUSIP: 3137FMU26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2906955 | PA      | $77031.40      | 0.00%             | 2029-06-25      | Floating      | 1.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.750000% 02/15/2028           | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    681000 | PA      | $670615.24     | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA9488                                                      | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8662605 | PA      | $8793347.26    | 0.09%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 4.970000% 04/23/2029                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4787103.32    | 0.05%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                                                                        | GCAT 2025-NQM3 TRUST GCAT 2025-NQM3 A1                                            | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6922909 | PA      | $6972833.92    | 0.07%             | 2070-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1736513.38    | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                                                                                             | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13 CWL 2007-13 2A1                     | CUSIP: 126698AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    161661 | PA      | $149456.63     | 0.00%             | 2047-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787259                                                      | CUSIP: 3622AC5U0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     88401 | PA      | $72957.23      | 0.00%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                                                                             | CHILE ELECTRICITY LUX MPC II SARL 144A 5.672000% 10/20/2035                       | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   4315000 | PA      | $4457395.00    | 0.05%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 5.300000% 04/01/2044                                           | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54880.77      | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 552889                                                       | CUSIP: 36213FF65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1246 | PA      | $1262.16       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                                                                                 | MERCK & CO INC 2.350000% 06/24/2040                                               | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    734000 | PA      | $537814.56     | 0.01%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                                                     | FLORIDA POWER & LIGHT CO 5.300000% 06/15/2034                                     | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $3161379.48    | 0.03%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 BI3167                                                      | CUSIP: 3617HCQU0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     60358 | PA      | $60725.84      | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C NAVSL 2021-CA A                  | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1452734 | PA      | $1332328.73    | 0.01%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-45 PA                                                  | CUSIP: 3136B5RG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    324371 | PA      | $292637.52     | 0.00%             | 2049-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D NAVSL 2018-DA A2A                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    514395 | PA      | $511174.07     | 0.01%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3088                                                         | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1789509 | PA      | $1738219.07    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.625000% 10/31/2030                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  42525000 | PA      | $42561545.13   | 0.43%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST                                                                                        | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2016-JP4 A3              | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    410222 | PA      | $406847.20     | 0.00%             | 2049-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 623371                                                       | CUSIP: 36291BQY6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1676 | PA      | $1721.69       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                                               | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.800000% 04/01/2055                          | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1273126.50    | 0.01%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 6.100000% 01/15/2029                                  | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   8875000 | PA      | $9276829.83    | 0.09%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST                                                                                                             | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 20 HACLN 2024-2 B1                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2705516 | PA      | $2733716.54    | 0.03%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3937                                                      | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    332363 | PA      | $311376.15     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4941 GA                                                    | CUSIP: 3137FQS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    637597 | PA      | $544843.42     | 0.01%             | 2047-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 5.827000% 02/13/2035                                                | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $1060433.76    | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                                                        | AMERICAN TOWER CORP 2.700000% 04/15/2031                                          | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3615622.60    | 0.04%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                                                                    | TEXAS INSTRUMENTS INC 5.050000% 05/18/2063                                        | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    490000 | PA      | $450604.02     | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1557                                                         | CUSIP: 3140XGWT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3553834 | PA      | $3348998.58    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                                                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A3                    | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3408000 | PA      | $3436242.10    | 0.04%             | 2028-04-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                                                  | BRIXMOR OPERATING PARTNERSHIP LP 4.850000% 02/15/2033                             | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    658000 | PA      | $660115.07     | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E NAVSL 2021-EA A                  | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2239748 | PA      | $2013492.80    | 0.02%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7503                                                        | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1822478 | PA      | $1717617.36    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA9060                                                        | CUSIP: 3133KRB52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2469360 | PA      | $2532648.47    | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZT2436                                                        | CUSIP: 3132AEV52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    162745 | PA      | $151190.66     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB5316                                                         | CUSIP: 3140QQ4A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1113662 | PA      | $1143742.61    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4446 CP                                                    | CUSIP: 3137BHAJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    767196 | PA      | $698240.23     | 0.01%             | 2045-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MASTR RESECURITIZATION TRUST                                                                                                      | MASTR RESECURITIZATION TRUST 2005-PO MARS 2005-PO 3PO                             | CUSIP: 576435BB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3837 | PA      | $2907.84       | 0.00%             | 2035-05-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                                                        | CONSTELLATION BRANDS INC 2.250000% 08/01/2031                                     | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   5146000 | PA      | $4563478.20    | 0.05%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                                                                                | AMERICAN INTERNATIONAL GROUP INC 5.450000% 05/07/2035                             | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $304026.94     | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                                                                                           | UBER TECHNOLOGIES INC 4.800000% 09/15/2034                                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $2240476.80    | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                     | CUSIP: 01F0406C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5371000 | PA      | $5114994.99    | 0.05%             | 2055-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE COMPANY                                                                                           | TRANS-ALLEGHENY INTERSTATE LINE CO 144A 5.000000% 01/15/2031                      | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1653000 | PA      | $1703090.91    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781724                                                       | CUSIP: 36225B4H8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    294962 | PA      | $306602.15     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 5.656000% 04/18/2030                                           | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    955000 | PA      | $998143.40     | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0434                                                         | CUSIP: 3140XFPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    412942 | PA      | $360219.23     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2004-3 SLMA 2004-3A A6A                                    | CUSIP: 78442GLK0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1703808 | PA      | $1701317.94    | 0.02%             | 2064-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2006-33 LS                                                  | CUSIP: 31395DKV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18179 | PA      | $22270.82      | 0.00%             | 2036-05-25      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 475546                                                       | CUSIP: 36209MHX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2402 | PA      | $2429.44       | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                                                              | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2023-B C                 | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2007875 | PA      | $2034122.89    | 0.02%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-11 IX                           | CUSIP: 38380RRQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2990792 | PA      | $249149.39     | 0.00%             | 2062-12-16      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST                                                                                          | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 COPAR 2025-1 A3                   | CUSIP: 14043YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1670000 | PA      | $1675271.02    | 0.02%             | 2030-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0745                                                        | CUSIP: 3132DMZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    504884 | PA      | $420960.88     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZS8673                                                        | CUSIP: 3132A9T64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     62274 | PA      | $60873.07      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0384                                                        | CUSIP: 3132D9M92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1756058 | PA      | $1553073.00    | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.375000% 11/15/2048                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48620000 | PA      | $39461966.94   | 0.40%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QU7914                                                        | CUSIP: 3133JLYK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    171979 | PA      | $141916.95     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5565 QA                                                    | CUSIP: 3137HMP20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4740499 | PA      | $4740306.18    | 0.05%             | 2055-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                                                                                               | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY            | CUSIP: 73358WJA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1374916.16    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 840915                                               | CUSIP: 31288QAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    576844 | PA      | $602614.00     | 0.01%             | 2048-11-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2025-10 A                                               | CUSIP: 92348KEZ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3089000 | PA      | $3103425.63    | 0.03%             | 2033-10-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                                                         | TOWD POINT MORTGAGE TRUST 2020-3 TPMT 2020-3 A1                                   | CUSIP: 89178UAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    765378 | PA      | $744872.01     | 0.01%             | 2063-02-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA4142                                                        | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    535078 | PA      | $466372.26     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT7208                                                         | CUSIP: 3138WVAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     27524 | PA      | $26697.58      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer